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math.PR2026
Local Weak Limits for Equilibrium and Risk in Economic Networks
Hamed Amini, Zhecheng Wu
We study equilibrium and risk evaluation in large sparse economic networks with heterogeneous responses, shocks, and bilateral exposures. Our approach approximates the distribution…
math.PR2025
Brownian motion on the Fubini extension space and applications
Hamed Amini, Nina H. Amini, Sofiane Chalal +1
We study a family of essentially pairwise independent Brownian motions indexed by a continuum of labels and show how the Fubini extension framework provides a rigorous way to repre…
math.PR2025
Graphon Quantum Filtering Systems
Hamed Amini, Nina H. Amini, Sofiane Chalal +1
We consider a non-exchangeable system of interacting quantum particles with mean-field type interactions, subject to continuous measurement on dense graphs. In the mean-field limit…