9 citations · 12 across the 6 of their papers we have counts for
6 papers
Reinforced random walks with geometric inter-transition times
Mirela G. Coelho, Fernando P. A. Prado
We consider interacting vertex-reinforced random walks on a finite graph, each transitioning according to independent geometric holding times of parameter . Letting…
The Clark-Kushner condition for interacting reinforced random walks on finite graphs
Fernando P. A. Prado, Rafael A. Rosales
We establish the Clark-Kushner condition for a large class of interacting vertex-reinforced random walks on finite graphs, where the transition matrix of each walk depends…
Interacting vertex reinforced random walks on complete sub-graphs
Fernando P. A. Prado, Rafael A. Rosales
This article introduces a model for interacting vertex-reinforced random walks, each taking values on a complete subgraph of a locally finite undirected graph. The transition proba…
Vertex reinforced random walks with exponential interaction on complete graphs
Benito Pires, Fernando P. A. Prado, Rafael A. Rosales
We describe a model for vertex reinforced interacting random walks on complete graphs with vertices. The transition probability of a random walk to a given vertex dep…
Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model of an asset market
Vladimir Belitsky, Antonio L. Pereira, Fernando P. de Almeida Prado
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an ass…
Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
Gunter M. Schütz, Fernando Pigeard de Almeida Prado, Rosemary J. Harris +1
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a co…