BEGIN:VCALENDAR
VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:ORIE Colloquium: Hamed Amini (SFI) - Epidemics and Percolation
  in Complex Networks
X-WR-TIMEZONE:Eastern Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20260905T204007Z
UID:tag:localist.com\,2008:EventInstance_1178613
DTSTART:20150309T170000Z
DTEND:20150309T180000Z
DESCRIPTION:In this talk\, we study two different diffusion models on the r
 andom graphs. In the first part\, we consider first passage percolation. W
 e analyze the impact of the edge weights on distances in sparse random gra
 phs. Our main result consists of a precise asymptotic expression for the w
 eighted diameter of sparse random graphs when the edge weights are i.i.d. 
 exponential random variables.  In the second part\, we model the propagati
 on of defaults across financial institutions as a cascade process on a net
 work representing their mutual exposures. We derive rigorous asymptotic re
 sults for the magnitude of contagion in a large financial network and give
  an analytical expression for the asymptotic fraction of defaults\, in ter
 ms of network characteristics. We also introduce a criterion for the resil
 ience of a large inhomogeneous random financial network to initial shocks 
 that can be used as a tool for monitoring systemic risk.
GEO:42.443451;-76.481506
LOCATION:Frank H. T. Rhodes Hall\, 253
SUMMARY:ORIE Colloquium: Hamed Amini (SFI) - Epidemics and Percolation in C
 omplex Networks
URL;VALUE=URI:https://events.cornell.edu/event/orie_colloquium_hamed_amini_
 sfi_
CATEGORIES:Seminar
END:VEVENT
END:VCALENDAR