Related papers: Implicit Renewal Theory and Power Tails on Trees
Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…
We consider the model of random trees introduced by Devroye [SIAM J. Comput. 28 (1999) 409-432]. The model encompasses many important randomized algorithms and data structures. The pieces of data (items) are stored in a randomized fashion…
We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Gr\"ubel showed that the tails of $R$ are no heavier than…
Rooted trees with probabilities are convenient to represent a class of random processes with memory. They allow to describe and analyze variable length codes for data compression and distribution matching. In this work, the Leaf-Average…
We consider planar rooted random trees whose distribution is even for fixed height $h$ and size $N$ and whose height dependence is given by a power function $h^\alpha$. Defining the total weight for such trees of fixed size to be $Z_N$, a…
Consider a sequence of i.i.d. random Lipschitz functions $\{\Psi_n\}_{n \geq 0}$. Using this sequence we can define a Markov chain via the recursive formula $R_{n+1} = \Psi_{n+1}(R_n)$. It is a well known fact that under some mild moment…
The computation of feedback control using Dynamic Programming equation is a difficult task due the curse of dimensionality. The tree structure algorithm is one the methods introduced recently that mitigate this problem. The method computes…
A system of renewal equations on a graph provides a framework to describe the exploitation of a biological resource. In this context, we formulate an optimal control problem, prove the existence of an optimal control and ensure that the…
We provide a new set of on-shell recursion relations for tree-level scattering amplitudes, which are valid for any non-trivial theory of massless particles. In particular, we reconstruct the scattering amplitudes from (a subset of) their…
In this article we study the tail probability of the mass of Gaussian multiplicative chaos. With the novel use of a Tauberian argument and Goldie's implicit renewal theorem, we provide a unified approach to general log-correlated Gaussian…
We consider the simple random walk on Galton-Watson trees with supercritical offspring distribution, conditioned on non-extinction. In case the offspring distribution has finite support, we prove an upper bound for the annealed return…
We propose a reinforcement-learning algorithm to tackle the challenge of reconstructing phylogenetic trees. The search for the tree that best describes the data is algorithmically challenging, thus all current algorithms for phylogeny…
We introduce a general recursive method to construct continuum random trees (CRTs) from independent copies of a random string of beads, that is, any random interval equipped with a random discrete probability measure, and from related…
In this article, we introduce the notion of free subexponentiality, which extends the notion of subexponentiality in the classical probability setup to the noncommutative probability spaces under freeness. We show that distributions with…
We consider a class of strongly edge-reinforced random walks, where the corresponding reinforcement weight function is nondecreasing. It is known, from Limic and Tarr\`{e}s [Ann. Probab. (2007), to appear], that the attracting edge emerges…
In the paper, we investigate the asymptotic behaviors of the randomly weighted sums with upper tail asymptotically independent increments under new conditions without requiring moment assumptions on random weights.An application of the…
As a model of trapping by biased motion in random structure, we study the time taken for a biased random walk to return to the root of a subcritical Galton-Watson tree. We do so for trees in which these biases are randomly chosen,…
Let $F$ be a distribution function on the line in the domain of attraction of a stable law with exponent $\alpha\in(0,1/2]$. We establish the strong renewal theorem for a random walk $S_1,S_2,\ldots$ with step distribution $F$, by extending…
Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…