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What is the true order of growth of torsion in the cohomology of an arithmetic group? Let $D$ be a quaternion over an imaginary quadratic field $F.$ Let $E/F$ be a cyclic Galois extension with $\mathrm{Gal}(E/F) = \langle \sigma \rangle.$…

This paper is organized in three parts closely related to closure properties of heavy-tailed distributions and heavy-tailed random vectors. In the first part we consider two random variables X and Y with distributions F and G respectively.…

Let $X$ be a smooth projective curve over a finite field $\mathbb{F}_q$, $k$ be its function field, and $G$ be a simply connected almost simple split group over $\mathbb{F}_q$. We also write $G$ for its structure over $k$. We calculate the…

We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…

We study the behavior of the tail of a measure $\mu^{\boxtimes t}$, where $\boxtimes t$ is the $t$-fold free multiplicative convolution power for $t\geq 1$. We focus on the case where $\mu$ is a probability measure on the positive half-line…

The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if…

For a discrete function $f\left( x\right) $ on a discrete set, the finite difference can be either forward and backward. However, we observe that if $ f\left( x\right) $ is a sum of two functions $f\left( x\right) =f_{1}\left( x\right)…

Consider the general scalar balance law $\partial_t u + \Div f(t, x,u) = F(t,x,u)$ in several space dimensions. The aim of this note is to estimate the dependence of its solutions from the flow $f$ and from the source $F$. To this aim, a…

For a martingale $(X_n)$ converging almost surely to a random variable $X$, the sequence $(X_n - X)$ is called martingale tail sum. Recently, Neininger [Random Structures Algorithms, 46 (2015), 346-361] proved a central limit theorem for…

In this paper, we discuss some limitations of the modified equations approach as a tool for stability analysis for a class of explicit linear schemes to scalar partial derivative equations. We show that the infinite series obtained by…

In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

Let A be a finite set and X a sequence of A-valued random variables. We do not assume any particular correlation structure between these random variables; in particular, X may be a non-Markovian sequence. An adapted embedding of X is a…

We show that the dual of the cone of divisors on a complete Q-factorial toric variety X whose stable base loci have dimension less than k is generated by curves on small modifications that move in families sweeping out the birational…

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various…

In this paper, we revisit the proof of the large deviations principle of Wiener chaoses partially given by Borel, and then by Ledoux in its full form. We show that some heavy-tail phenomena observed in large deviations can be explained by…

Let $X=(X_1,\ldots,X_p)$ be a $p$-variate random vector and $F$ a fixed finite set. In a number of applications, mainly in genetics, it turns out that $X_i\in F$ for each $i=1,\ldots,p$. Despite the latter fact, to obtain a knockoff…

We have developed an alternative formulation based on ${\bf F} = M {\bf a}$ rather than ${\bf F} = d{\bf P}/dt$ for studying variable mass systems. It is shown that ${\bf F} = M {\bf a}$ can be particularly useful in this context, as…