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Percolation models on the causal random graph and market microstructure models

Grant number: 19/08557-0
Support type:Regular Research Grants
Duration: September 01, 2019 - August 31, 2020
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
Cooperation agreement: Concytec
Mobility Program: SPRINT - Projetos de pesquisa - Mobilidade
Principal Investigator:Anatoli Iambartsev
Grantee:Anatoli Iambartsev
Home Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Associated research grant:17/10555-0 - Stochastic modeling of interacting systems, AP.TEM

Abstract

We study the phase transition phenomenon in the context of percolation on causal random graph (the authors have several published results) and the application of percolations techniques to market microstructure models. The academic visits will be focused on the working with some new partial results about percolation on (causal) random graph and recent results about models of market microstructure. These recent works will be formulated in the framework of random structure with attributes. This short-term collaboration starts the new ambitious long-term collaboration project - random evolution of networks with its attributes. (AU)