40 citations · 199 across the 12 of their papers we have counts for
5 papers · 1 filter
Effects of Economic Interactions on Credit Risk
J. P. L. Hatchett, R. Kuehn
We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph,…
Dynamical replica theoretic analysis of CDMA detection dynamics
J. P. L. Hatchett, M. Okada
We investigate the detection dynamics of the Gibbs sampler for code-division multiple access (CDMA) multiuser detection. Our approach is based upon dynamical replica theory which a…
Cavity approach for real variables on diluted graphs and application to synchronization in small-world lattices
Nikos S Skantzos, Isaac Pérez Castillo, Jonathan P L Hatchett
We study XY spin systems on small world lattices for a variety of graph structures, e.g. Poisson and scale-free, superimposed upon a one dimensional chain. In order to solve this m…
Dynamic rewiring in small world networks
J. P. L. Hatchett, N. S. Skantzos, T. Nikoletopoulos
We investigate equilibrium properties of small world networks, in which both connectivity and spin variables are dynamic, using replicated transfer matrices within the replica symm…
Finitely connected vector spin systems with random matrix interactions
A. Coolen, N. S. Skantzos, I. Perez Castillo +4
We use finite connectivity equilibrium replica theory to solve models of finitely connected unit-length vectorial spins, with random pair-interactions which are of the orthogonal m…