This paper concerns with two reasons for stock price fluctuation, the instinctive stochastic fluctuation and the fluctuation caused by the spread of information. They are constructed by compound Poisson process and co...This paper concerns with two reasons for stock price fluctuation, the instinctive stochastic fluctuation and the fluctuation caused by the spread of information. They are constructed by compound Poisson process and continuum percolation model separately. Combining the two models, the authors get a Levy process for the price fluctuation that can explain the fat-tail phenomenon in stock market. The fat-tails axe also presented in numerical simulations.展开更多
The study of real-life network modeling has become very popular in recent years.An attractive model is the scale-free percolation model on the lattice Zd,d≥1,because it fulfills several stylized facts observed in lar...The study of real-life network modeling has become very popular in recent years.An attractive model is the scale-free percolation model on the lattice Zd,d≥1,because it fulfills several stylized facts observed in large real-life networks.We adopt this model to continuum space which leads to a heterogeneous random-connection model on Rd:Particles are generated by a homogeneous marked Poisson point process on Rd,and the probability of an edge between two particles is determined by their marks and their distance.In this model we study several properties such as the degree distributions,percolation properties and graph distances.展开更多
In this paper, a domain in a cube is called a coverage hole if it is not covered by the largest component of the random geometric graph in this cube. We obtain asymptotic properties of the size of the largest coverage...In this paper, a domain in a cube is called a coverage hole if it is not covered by the largest component of the random geometric graph in this cube. We obtain asymptotic properties of the size of the largest coverage hole in the cube. In addition, we give an exponentially decaying tail bound for the probability that a line with length s do not intersect with the coverage of the infinite component of continuum percolation. These results have applications in communication networks and especially in wireless ad-hoc sensor networks.展开更多
基金supported by the Natural Science Foundation of Tianjin,China under Grant No.09JCYBLJC01800the China Postdoctoral Science Foundation Funded Project under Grant No.20110491248
文摘This paper concerns with two reasons for stock price fluctuation, the instinctive stochastic fluctuation and the fluctuation caused by the spread of information. They are constructed by compound Poisson process and continuum percolation model separately. Combining the two models, the authors get a Levy process for the price fluctuation that can explain the fat-tail phenomenon in stock market. The fat-tails axe also presented in numerical simulations.
文摘The study of real-life network modeling has become very popular in recent years.An attractive model is the scale-free percolation model on the lattice Zd,d≥1,because it fulfills several stylized facts observed in large real-life networks.We adopt this model to continuum space which leads to a heterogeneous random-connection model on Rd:Particles are generated by a homogeneous marked Poisson point process on Rd,and the probability of an edge between two particles is determined by their marks and their distance.In this model we study several properties such as the degree distributions,percolation properties and graph distances.
基金Supported by the National Natural Science Foundation of China(No.71271204)Knowledge Innovation Program of the Chinese Academy of Sciences(No.kjcx-yw-s7)
文摘In this paper, a domain in a cube is called a coverage hole if it is not covered by the largest component of the random geometric graph in this cube. We obtain asymptotic properties of the size of the largest coverage hole in the cube. In addition, we give an exponentially decaying tail bound for the probability that a line with length s do not intersect with the coverage of the infinite component of continuum percolation. These results have applications in communication networks and especially in wireless ad-hoc sensor networks.
