We propose a framework for testing the possibility of large cascades in financial networks.
This framework accommodates a variety of specifications for the probabilities of emergence …

Bootstrap percolation is a process that is used to model the spread of an infection on a given
graph. In the model considered here each vertex is equipped with an individual threshold …

We present a general tractable framework for understanding the joint impact of fire sales and
default cascades on systemic risk in complex financial networks. Our limit theorems quantify …

We introduce threshold growth in the classical threshold contagion model, or equivalently a
network of Cramér-Lundberg processes in which nodes have downward jumps when there …

We develop a model for contagion risks and optimal security investment in a directed
network of interconnected agents with heterogeneous degrees, loss functions, and security …

A bootstrap percolation process on a graph with infection threshold r\ge1 is a dissemination
process that evolves in time steps. The process begins with a subset of infected vertices and …

In the polluted bootstrap percolation model, the vertices of a graph are independently
declared initially occupied with probability p or closed with probability q. At subsequent …

We consider bootstrap percolation and diffusion in sparse random graphs with fixed
degrees, constructed by configuration model. Every vertex has two states: it is either active …

Bootstrap percolation on the stochastic block model Page 1 Bernoulli 29(1), 2023, 696–724
https://doi.org/10.3150/22-BEJ1475 Bootstrap percolation on the stochastic block model …

Systemic risk, ie, the risk that a local shock propagates throughout a given system due to
contagion effects, is of great importance in many fields of our lives. In this summary article …