Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks

DOI10.3934/nhm.2008.3.185zbMath1142.90376arXiv0711.1784OpenAlexW2048233066MaRDI QIDQ934192

Stefano Battiston, Jan-Hendrik Lorenz

Publication date: 29 July 2008

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.1784

zbMATH Keywords

stochastic processmean-field approximationpersistent random walkBirkhoff-Jentzsch theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic network models in operations research (90B15) Reliability, availability, maintenance, inspection in operations research (90B25) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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