Related papers: On Weak Tail Domination of Random Vectors
Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…
This paper develops a more general theory of sequences of dependent categorical random variables, extending the works of Korzeniowski (2013) and Traylor (2017) that studied first-kind dependency in sequences of Bernoulli and categorical…
We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…
Let $P$ be a polynomial of degree $d$ in independent Bernoulli random variables which has zero mean and unit variance. The Bonami hypercontractivity bound implies that the probability that $|P| > t$ decays exponentially in $t^{2/d}$.…
We prove the convergence of the empirical spectral measure of Wishart matrices with size-dependent entries and characterize the limiting law by its moments. We apply our result to the cases where the entries are Bernoulli variables with…
In this note, we study a class of random subsets of positive integers induced by Bernoulli random variables. We obtain sufficient conditions such that the random set is almost surely lacunary, does not have bounded gaps and contains…
A descent conjecture of Wittenberg [Wit24, Conjecture 3.7.4] predicts that if all the twists of a rationally connected torsor over a smooth base satisfy weak approximation with Brauer-Manin obstruction, then so does the base. We give an…
We establish a rather sharp two-side estimate for the tail probability of the derivative martingale limit in a branching random walk throughout the entire subcritical regime, confirming a conjecture by Lacoin, Rhodes, and Vargas (\emph{Duke…
We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…
We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…
We show that positive measure domination implies uniform almost everywhere domination and that this proof translates into a proof in the subsystem WWKL$_0$ (but not in RCA$_0$) of the equivalence of various Lebesgue measure regularity…
In this paper, we study the asymptotic behavior of the tail probability of the number of customers in the steady-state $M/G/1$ retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly…
Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…
In this article we revisit the weak optimal transport (WOT) problem, introduced by Gozlan, Roberto, Samson and Tetali (2017). We work on the real line, with barycentric cost functions, and as our first result give the following…
Given a branching random walk on a graph, we consider two kinds of truncations: by inhibiting the reproduction outside a subset of vertices and by allowing at most $m$ particles per site. We investigate the convergence of weak and strong…
We revisit the Scalar Weak Gravity Conjecture and investigate the possibility to impose that scalar interactions dominate over gravitational ones. More precisely, we look for consequences of assuming that, for leading scalar interactions,…
We use the properties of the Matuszewska indices to show asymptotic inequalities for hazard rates. We discuss the relation between membership in the classes of dominatedly or extended rapidly varying tail distributions and corresponding…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
Consider a discrete-time optimal selection problem where one observes a sequence of independent Bernoulli trials and receives a nonnegative reward upon stopping on a success. The aim is to find a single-choice strategy that maximises the…
Suppose each site independently and randomly chooses some sites around it, and it is weakly (strongly) connected with them (if there choose each other). What is the probability that the weak (strong) connected cluster is infinite? We…