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Random fixed points, systemic risk and resilience of heterogeneous financial network
We consider a large random network, in which the performance of a node depends upon that of its neighbours and some external random influence factors. This results in random vector valued fixed-point (FP) equations in large dimensional spaces, and our aim is to study their almost-sure solutions. An...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9789320/ https://www.ncbi.nlm.nih.gov/pubmed/36591407 http://dx.doi.org/10.1007/s10479-022-05137-w |