Related papers: Range-Renewal Processes: SLLN, Power Law and Beyon…
A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…
We study the large-deviation properties of minimum spanning trees for two ensembles of random graphs with $N$ nodes. First, we consider complete graphs. Second, we study Erd\H{o}s-R\'{e}nyi (ER) random graphs with edge probability $p=c/N$…
Natural language data follows a power-law distribution, with most knowledge and skills appearing at very low frequency. While a common intuition suggests that reweighting or curating data towards a uniform distribution may help models…
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…
Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…
Small-world architectures may be implicated in a range of phenomena from disease propagation to networks of neurons in the cerebral cortex. While most of the recent attention on small-world networks has focussed on the effect of introducing…
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…
Power law distributions have been found in many natural and social phenomena, and more recently in the source code and run-time characteristics of Object-Oriented (OO) systems. A power law implies that small values are extremely common,…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
A seminal result by Koml\'os, Sark\"ozy, and Szemer\'edi states that if a graph $G$ with $n$ vertices has minimum degree at least $kn/(k + 1)$, for some $k \in \mathbb{N}$ and $n$ sufficiently large, then it contains the $k$-th power of a…
We show that within classical statistical mechanics it is possible to naturally derive power law distributions which are of Tsallis type. The only assumption is that microcanonical distributions have to be separable from of the total system…
The spectral and localization properties of heterogeneous random graphs are determined by the resolvent distributional equations, which have so far resisted an analytic treatment. We solve analytically the resolvent equations of random…
Some authors have recently argued that a finite-size scaling law for the text-length dependence of word-frequency distributions cannot be conceptually valid. Here we give solid quantitative evidence for the validity of such scaling law,…
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…
Random networks with complex topology are common in Nature, describing systems as diverse as the world wide web or social and business networks. Recently, it has been demonstrated that most large networks for which topological information…
We consider a version of D. Price's model for the growth of a bibliographic network, where in each iteration a constant number of citations is randomly allocated according to a weighted combination of accidental (uniformly distributed) and…
The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…
We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds.…
Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…
The Strong Law of Large Numbers (SLLN) for random variables or random vectors with different mathematical expectations easily reduces by means of shifts to SLLN for random variables or random vectors whose mathematical expectations are…