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We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess…

Risk Management · Quantitative Finance 2026-02-03 Nawaf Mohammed

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Probability · Mathematics 2022-06-30 Dang-Zheng Liu , Lu Zhang

Future wireless networks are expected to adopt many different network technologies and architectures that promise to greatly enhance data rate and provide ubiquitous coverage for end users, all while enabling higher spectral efficiency.…

Information Theory · Computer Science 2018-07-23 S. Talarico , M. C. Valenti , M. Di Renzo

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

Probability · Mathematics 2023-08-21 Luisa Andreis , Wolfgang König , Heide Langhammer , Robert I. A. Patterson

Despite the successes of probabilistic models based on passing noise through neural networks, recent work has identified that such methods often fail to capture tail behavior accurately, unless the tails of the base distribution are…

Machine Learning · Statistics 2023-06-16 Feynman Liang , Liam Hodgkinson , Michael W. Mahoney

It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each…

Mathematical Physics · Physics 2015-10-09 Peter J. Forrester

The spiked Wigner ensemble is a prototypical model for high-dimensional inference. We study the spectral properties of an inhomogeneous rank-one spiked Wigner model in which the variance of each entry of the noise matrix is itself a random…

Disordered Systems and Neural Networks · Physics 2026-04-21 Leonardo S. Ferreira , Fernando L. Metz

In this article, we consider a configuration of weighted random balls in $\mathbb{R}^d$ generated according to a Poisson point process. The model investigated exhibits inhomogeneity, as well as dependence between the centers and the radii…

Probability · Mathematics 2014-06-04 Renan Gobard

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

Probability · Mathematics 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

We study a class of coalescents derived from a sampling procedure out of N i.i.d. Pareto(alpha) random variables, normalized by their sum, including beta-size-biasing on total length effects (beta < alpha). Depending on the range of alpha,…

Probability · Mathematics 2013-02-26 Thierry Huillet

Outage probabilities in wireless networks depend on various factors: the node distribution, the MAC scheme, and the models for path loss, fading and transmission success. In prior work on outage characterization for networks with randomly…

Information Theory · Computer Science 2010-10-08 Riccardo Giacomelli , Radha Krishna Ganti , Martin Haenggi

Absence of level repulsion between extended states in random non-Hermitian systems is demonstrated. As a result, the general Wigner-Dyson distributions of level spacing of diffusive metals in the usual Hermitian systems is replaced by the…

Mesoscale and Nanoscale Physics · Physics 2020-04-22 C. Wang , X. R. Wang

In cellular network models, the base stations are usually assumed to form a lattice or a Poisson point process (PPP). In reality, however, they are deployed neither fully regularly nor completely randomly. Accordingly, in this paper, we…

Information Theory · Computer Science 2014-04-29 Anjin Guo , Martin Haenggi

For $0<\alpha<1,$ and $\theta>-\alpha,$ let $(S^{-\alpha}_{\alpha,\theta+r})_{\{r\ge 0\}}$ denote an increasing(decreasing) sequence of variables forming a time inhomogeneous Markov chain whose marginal distributions are equivalent to…

Probability · Mathematics 2015-10-13 Lancelot F. James

In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

Probability · Mathematics 2007-05-23 Shui Feng

We analyse the stability of linear dynamical systems defined on sparse, random graphs with predator-prey, competitive, and mutualistic interactions. These systems are aimed at modelling the stability of fixed points in large systems defined…

Statistical Mechanics · Physics 2025-01-30 Andrea Marcello Mambuca , Chiara Cammarota , Izaak Neri

Chimera states, marked by the coexistence of order and disorder in systems of coupled oscillators, have captivated researchers with their existence and intricate patterns. Despite ongoing advances, a fully understanding of the genesis of…

Adaptation and Self-Organizing Systems · Physics 2024-12-10 Malbor Asllani , Alex Arenas

This study delves into the emergence of collective behaviors within a network comprising interacting cells. Each cell integrates a fixed number of neurons governed by an activation gradient based on Hopfield's model. The intra-cell…

Pattern Formation and Solitons · Physics 2025-01-13 Adamdine M. Abdoulaye , Venceslas Nguefoue Meli , Steve J. Kongni , Thierry Njougouo , Patrick Louodop