AN URN MODEL FOR CASCADING FAILURES ON A LATTICE

DOI10.1017/S0269964812000162MaRDI QIDQ4902487zbMATH OpenFDO

Authors Pasquale Cirillo, J. Hüsler

Publication date 15 January 2013

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25)

Recommendations

• On a new stochastic model for cascading failures
• Stochastic Models of Cascading Failures
• On a generalized cascading failure model
• A LOADING-DEPENDENT MODEL OF PROBABILISTIC CASCADING FAILURE
• On a generalization of the ehrenfest urn model
• The asymptotic behavior of an urn model arising
• scientific article; zbMATH DE number 96737
• ON THE OUTCOME OF A CASCADING FAILURE MODEL
• An extension of the Freund's bivariate distribution to model cascading failures

Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 2118489 (Why is no real title available?)
• A randomly reinforced urn
• A survey of random processes with reinforcement
• Advances in combinatorial methods and applications to probability and statistics
• An urn approach to generalized extreme shock models
• Applied Multivariate Statistical Analysis
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Bivariate life distributions from Pólya's urn model for contagion
• Cluster size distributions of economic agents of many types in a market
• Credit contagion and aggregate losses
• Equilibrium Concepts for Social Interaction Models
• Interacting reinforced-urn systems
• Large portfolio losses: A dynamic contagion model
• Limit theorems for a class of identically distributed random variables.
• Mixtures of products of Dirichlet processes for variable selection in survival analysis
• On exchangeable, causal and cascading failures
• Power-law distributions in empirical data
• Pricing and hedging of portfolio credit derivatives with interacting default intensities
• Statistical mechanical systems on complete graphs, infinite exchangeability, finite extensions and a discrete finite moment problem
• Stochastic Models of Cascading Failures
• Systemic risk in a unifying framework for cascading processes on networks
• The difficult birth of stochastics: Jacob Bernoulli's \textit{Ars conjectandi} (1713)
• Urn schemes and reinforced random walks.
• Why are distributions of firm growth rates tent-shaped?

Cited in

(3)

• A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling
• On a new stochastic model for cascading failures
• Point process approach to modeling and analysis of general cascading failure models

This page was built for publication: AN URN MODEL FOR CASCADING FAILURES ON A LATTICE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4902487)