This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes, and degree distributions, identifying four regimes: (i) a dense regime, (ii) a …
This note corrects an error in the formula to obtain the Whittle index using the Sherman–Morrison formula in Akbarzadeh and Mahajan (2022). Also, some other minor typos are highlighted.
Consider a financial market with nonnegative semimartingales which does not need to have a numéraire. We are interested in the absence of arbitrage in the sense that no self-financing portfolio gives rise to arbitrage opportunities, where we are allowe…
We consider an insurance company modelling its surplus process by a Brownian motion with drift. Our target is to maximise the expected exponential utility of discounted dividend payments, given that the dividend rates are bounded by some constant. The …
We consider an insurance company modelling its surplus process by a Brownian motion with drift. Our target is to maximise the expected exponential utility of discounted dividend payments, given that the dividend rates are bounded by some constant. The …
We study the large-volume asymptotics of the sum of power-weighted edge lengths in Poisson-based spatial random networks. In the regime , we provide a set of sufficient conditions under which the upper-large-deviation asymptotics are characterized by …
We study homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can come both from the …
A system of interacting multi-class finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-color nodes. The interactions are local and described through local empiri…
A system of interacting multi-class finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-color nodes. The interactions are local and described through local empiri…
Following Bradonjić and Saniee, we study a model of bootstrap percolation on the Gilbert random geometric graph on the 2-dimensional torus. In this model, the expected number of vertices of the graph is n, and the expected degree of a vertex is for so…