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An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches…
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…
We provide optimal rates of convergence to the asymptotic distribution of the (properly scaled) degree of a fixed vertex in two preferential attachment random graph models. Our approach is to show that these distributions are unique fixed…
We prove non-asymptotic error bounds for Sequential MCMC methods in the case of multimodal target distributions. Our bounds depend in an explicit way on upper bounds on relative densities, on constants associated with local mixing…
We extend a classical result by Triebel on boundedness of bandlimited multipliers on $L^p(\mathbb{R}^n)$, $0<p\leq 1$, to a vector-valued and matrix-weighted setting with boundedness of the bandlimited multipliers obtained on $L^p(W)$,…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
In several scale free graph models the asymptotic degree distribution and the characteristic exponent change when only a smaller set of vertices is considered. Looking at the common properties of these models, we present sufficient…
Multivariate extreme value theory assumes a multivariate domain of attraction condition for the distribution of a random vector. This necessitates that each component satisfies a marginal domain of attraction condition. An approximation of…
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
We consider a branching random walk in the non-boundary case where the additive martingale $W_n$ converges a.s. and in mean to some non-degenerate limit $W_\infty$. We first establish the joint tail distribution of $W_\infty$ and the global…
In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…
Given a set C in R^d, let p(C) be the probability that a random d-dimensional unimodular lattice, chosen according to Haar measure on SL(d,Z)\SL(d,R), is disjoint from C\{0}. For special convex sets C we prove bounds on p(C) which are sharp…
The $W$-random graphs provide a flexible framework for modeling large random networks. Using the Large Deviation Principle (LDP) for $W$-random graphs from [9], we prove the LDP for the corresponding class of random symmetric…
It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…
The goal of this paper is to develop methodology for the systematic analysis of asymptotic statistical properties of data driven DRO formulations based on their corresponding non-DRO counterparts. We illustrate our approach in various…
Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distribution is complicated and only recent advances enable its…
This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…
This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…