TY - JOUR
T1 - Max-linear models in random environment
AU - Klüppelberg, Claudia
AU - Sönmez, Ercan
N1 - Publisher Copyright:
© 2022 The Author(s)
PY - 2022/7
Y1 - 2022/7
N2 - We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs as well as random graphs, and investigate their relations to classical percolation theory, more particularly the impact of Bernoulli bond percolation on such models. We show that the critical probability of percolation on the oriented square lattice graph Z2 describes a phase transition in the obtained model. Focus is on the dependence introduced by this graph into the max-linear model. We discuss natural applications in communication networks, in particular, concerning the propagation of influences.
AB - We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs as well as random graphs, and investigate their relations to classical percolation theory, more particularly the impact of Bernoulli bond percolation on such models. We show that the critical probability of percolation on the oriented square lattice graph Z2 describes a phase transition in the obtained model. Focus is on the dependence introduced by this graph into the max-linear model. We discuss natural applications in communication networks, in particular, concerning the propagation of influences.
KW - Bernoulli bond percolation
KW - Extreme value theory
KW - Graphical model
KW - Infinite graph
KW - Percolation
KW - Recursive max-linear model
UR - http://www.scopus.com/inward/record.url?scp=85127530889&partnerID=8YFLogxK
U2 - 10.1016/j.jmva.2022.104999
DO - 10.1016/j.jmva.2022.104999
M3 - Article
AN - SCOPUS:85127530889
SN - 0047-259X
VL - 190
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
M1 - 104999
ER -