Related papers: Effect of truncation on large deviations for heavy…
Let $U_m$ be an $m \times m$ Haar unitary matrix and $U_{[m,n]}$ be its $n \times n$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of $U_{[m,n]}$ as $m/n \to \lambda $ and $n \to \infty$. The…
This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the…
We analyze the behavior of the first few cumulant in an array with a small number of coupled identical particles. Desai and Zwanzig (J. Stat. Phys., {\bf 19}, 1 (1978), p. 1) studied noisy arrays of nonlinear units with global coupling and…
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…
We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…
This thesis examines edge-reinforced random walks with some modifications to the standard definition. An overview of known results relating to the standard model is given and the proof of recurrence for the standard linearly edge-reinforced…
This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within the context of stochastic difference equation $X^\eta_{j+1}(x)…
A numerical and analytical study of the role of exponentially truncated L\'evy flights in the superdiffusive propagation of fronts in reaction-diffusion systems is presented. The study is based on a variation of the Fisher-Kolmogorov…
This work deals with the estimation of the extreme value index and extreme quantiles for heavy tailed data,randomly right truncated by another heavy tailed variable. Under mild assumptions and the condition thatthe truncated variable is…
We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-tail. We present a new model for the growth of…
We investigate higher order effects in the nonrelativistic expansion of lattice QCD on the heavy-light meson decay constants and some other quantities in order to understand the truncation error of NRQCD. While our numerical results have…
We study the effect of quenched randomness in the arc-length dependent spontaneous curvature of a wormlike chain under tension. In the weakly bending approximation in two dimensions, we obtain analytic results for the force-elongation curve…
We present a simple model of a stock market where a random communication structure between agents gives rise to a heavy tails in the distribution of stock price variations in the form of an exponentially truncated power-law, similar to…
We study the effect of long-range elastic interactions in the dynamical behavior of an elastic chain driven quasi-statically in a quenched random pinning potential and in the strong pinning limit. This is a generic situation occuring in…
We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with q-deformed exponential distributions. Our main result is a large deviation property for probability…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
It is shown that the ratio of factorial cumulant moments to factorial moments for a multiplicity distribution truncated in the tail reveals oscillations in sign similar to those observed in experimental data. It is suggested that this…