Related papers: Note on the Heat-Kernel Decay for Random Walk amon…
We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…
We characterize the tail behavior of the distribution of the PageRank of a uniformly chosen vertex in a directed preferential attachment graph and show that it decays as a power law with an explicit exponent that is described in terms of…
We adjust the classical random waypoint mobility model used in the study of telecommunication networks to a more realistic setting by allowing participants of the network to return to popular places and individual homes. We show that the…
We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…
In one and two dimensions, transport coefficients may diverge in the thermodynamic limit due to long--time correlation of the corresponding currents. The effective asymptotic behaviour is addressed with reference to the problem of heat…
We propose an analytical approach to the computation of tail probabilities of compound distributions whose individual components have heavy tails. Our approach is based on the contour integration method, and gives rise to a representation…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…
We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
We introduce the Zeta Tail(a) probability distribution as a new model for random damage-event counts in risk analysis. Although readily motivated as an analogue of the Geometric(p) distribution, Zeta Tail(a) has received little attention in…
This paper has been withdrawn by the author(s), due to the existence of a much better paper in http://arxiv.org/abs/cs.CR/0207027
In this paper, we develop sample path large deviations for multivariate Hawkes processes with heavy-tailed mutual excitation rates. Our results address a broad class of rare events in Hawkes processes at the sample path level and, via the…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
This paper has been withdrawn by the author because of finding a flaw in the proof of endogeny for the Frozen Percolation RDE which was one of two examples discussed in this paper. The other example is correct and can be obtained from the…
To study transport properties of complex networks, we analyze the equivalent conductance $G$ between two arbitrarily chosen nodes of random scale-free networks with degree distribution $P(k)\sim k^{-\lambda}$ in which each link has the same…
This paper has been withdrawn because the models on which it was based have undergone significant changes and improvements. A new paper with the same title, based on the improved models, is accepted for publication in MNRAS and is available…
For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…
Branching random walks on multidimensional lattice with heavy tails and a constant branching rate are considered. It is shown that under these conditions (heavy tails and constant rate), the front propagates exponentially fast, but the…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…