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Some of the most exciting recent advancements in heat conduction physics have been motivated, enabled, or achieved by the thermal management community that ITherm serves so effectively. In this paper we highlight the resulting renaissance…

Applied Physics · Physics 2018-07-31 Aditya Sood , Eric Pop , Mehdi Asheghi , Kenneth E. Goodson

Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…

Probability · Mathematics 2010-01-22 W. Bryc , D. Minda , S. Sethuraman

We study a simple random walk on an n-dimensional hypercube. For any starting position we find the probability of hitting vertex a before hitting vertex b, whenever a and b share the same edge. This generalizes the model in Doyle, P., and…

Probability · Mathematics 2007-11-19 Stanislav Volkov , Timothy Wong

Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]

Statistics Theory · Mathematics 2008-12-18 Miklós Csörgõ , Barbara Szyszkowicz , Lihong Wang

Given a branching random walk $(Z_n)_{n\geq0}$ on $\mathbb{R}$, let $Z_n(A)$ be the number of particles located in interval $A$ at generation $n$. It is well known (e.g., \cite{biggins}) that under some mild conditions, $Z_n(\sqrt…

Probability · Mathematics 2020-12-02 Shuxiong Zhang

We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…

Statistical Mechanics · Physics 2021-05-26 Antoine Maillard

The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change…

Probability · Mathematics 2008-02-26 Souvik Ghosh , Gennady Samorodnitsky

Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…

Probability · Mathematics 2007-05-23 Ph . Barbe , W. P. McCormick , C. Zhang

In this review paper we aim at illustrating recent achievements in anomalous heat diffusion, while highlighting open problems and research perspectives. We briefly recall the main features of the phenomenon for low-dimensional classical…

Statistical Mechanics · Physics 2020-09-18 Giuliano Benenti , Stefano Lepri , Roberto Livi

A Comment on the Letter by D. Hemanth Kumar et al., Phys. Rev. Lett. 93, 144301 (2004)

Statistical Mechanics · Physics 2007-05-23 Sorin Bastea

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…

Chaotic Dynamics · Physics 2017-06-02 Han Kyul Joo , Mustafa A. Mohamad , Themistoklis P. Sapsis

We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$. We are interested in estimating the lower tail…

Combinatorics · Mathematics 2019-04-12 Yufei Zhao

We study the resonant scattering for discrete time quantum walks on graphs with some tails. In our arguments, we reduce the study of resonances to the perturbation of eigenvalues of a finite rank matrix associated with the internal graph.…

Mathematical Physics · Physics 2026-05-14 Kenta Higuchi , Ryuta Ishikawa , Hisashi Morioka , Etsuo Segawa , Eijirou Yoshimura

We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…

Statistical Mechanics · Physics 2011-05-05 Vimal Kishore , M. S. Santhanam , R. E. Amritkar

Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…

Logic in Computer Science · Computer Science 2019-02-18 Satoshi Kura , Natsuki Urabe , Ichiro Hasuo

Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…

Statistical Mechanics · Physics 2018-10-26 Wanli Wang , Johannes H. P. Schulz , Weihua Deng , Eli Barkai

We study the heat conductivity in Anderson insulators in the presence of power-law interaction. Particle-hole excitations built on localized electron states are viewed as two-level systems randomly distributed in space and energy and…

Disordered Systems and Neural Networks · Physics 2016-06-24 D. B. Gutman , I. V. Protopopov , A. L. Burin , I. V. Gornyi , R. A. Santos , A. D. Mirlin

I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…

Statistical Finance · Quantitative Finance 2011-11-01 Lawrence R. Thorne

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh