操作风险的相变
Phase Transitions in Operational Risk
摘要：
在本文中，我们探讨的功能相关性方法的操作风险。我们考虑网络的异质先验条件和无条件的故障概率。在稀疏连通性的限制下，得到了序参量动力学演化的自洽表达式。在平衡条件下，还得到了定态的表达式。使用相图的分析理论的后果进行了分析。我们发现共存的操作和非操作阶段，在液-气系统。这样的系统易受经由灾难性故障从操作阶段到非操作阶段的不连续相变的影响。我们发现这个功能是强大的微观建模假设的变化。
英文摘要：
In this paper we explore the functional correlation approach to operational risk. We consider networks with heterogeneous a-priori conditional and unconditional failure probability. In the limit of sparse connectivity, self-consistent expressions for the dynamical evolution of order parameters are obtained. Under equilibrium conditions, expressions for the stationary states are also obtained. The consequences of the analytical theory developed are analyzed using phase diagrams. We find co-existence of operational and non-operational phases, much as in liquid-gas systems. Such systems are susceptible to discontinuous phase transitions from the operational to non-operational phase via catastrophic breakdown. We find this feature to be robust against variation of the microscopic modelling assumptions.
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