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What does an Erdos-Renyi graph look like when a rare event happens? This paper answers this question when p is fixed and n tends to infinity by establishing a large deviation principle under an appropriate topology. The formulation and…

Probability · Mathematics 2011-04-05 Sourav Chatterjee , S. R. S. Varadhan

We describe a procedure that allows continuously tuning the average degree $\langle k \rangle$ of uncorrelated networks with power-law degree distribution $p(k)$. Inn order to do this, we modify the low-$k$ region of $p(k)$, while…

Statistical Mechanics · Physics 2022-03-23 Allan Vieira , Judson Moura , Celia Anteneodo

Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is…

Data Analysis, Statistics and Probability · Physics 2009-11-12 Aaron Clauset , Cosma Rohilla Shalizi , M. E. J. Newman

The arm of this paper is to establish the strong law of large numbers (SLLN) of $m$-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily…

Probability · Mathematics 2024-04-02 Wang-Yun Gu , Li-Xin Zhang

We fit the exponent of the Pareto distribution, that is equivalent or can approximate the continuous power law distribution given a cutoff point, using linear regression (LR). We use LR on the logged variables of the empirical tail (one…

Applications · Statistics 2023-12-21 Samuel Forbes

I start by reviewing some basic properties of random graphs. I then consider the role of random walks in complex networks and show how they may be used to explain why so many long tailed distributions are found in real data sets. The key…

Statistical Mechanics · Physics 2012-12-11 T. S. Evans

Many scientists are interested in but puzzled by the various inverse power laws with a negative exponent 1 such as the rank-size rule. The rank-size rule is a very simple scaling law followed by many observations of the ubiquitous empirical…

Physics and Society · Physics 2011-04-25 Yanguang Chen

The study of convolution powers of a finitely supported probability distribution $\phi$ on the $d$-dimensional square lattice is central to random walk theory. For instance, the $n$th convolution power $\phi^{(n)}$ is the distribution of…

Classical Analysis and ODEs · Mathematics 2016-03-25 Evan Randles , Laurent Saloff-Coste

This paper describes the Difference-of-Log-Normals (DLN) distribution. A companion paper makes the case that the DLN is a fundamental distribution in nature, and shows how a simple application of the CLT gives rise to the DLN in many…

Methodology · Statistics 2023-02-14 Robert Parham

We introduce a general class of algorithms and supply a number of general results useful for analysing these algorithms when applied to regular graphs of large girth. As a result, we can transfer a number of results proved for random…

Combinatorics · Mathematics 2017-03-06 Carlos Hoppen , Nicholas Wormald

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

Statistics Theory · Mathematics 2012-03-27 Jongwook Kim , Teppei Okumura

We revisit the question of whether the strong law of large numbers (SLLN) holds uniformly in a rich family of distributions, culminating in a distribution-uniform generalization of the Marcinkiewicz-Zygmund SLLN. These results can be viewed…

Probability · Mathematics 2024-10-23 Ian Waudby-Smith , Martin Larsson , Aaditya Ramdas

We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…

Number Theory · Mathematics 2024-12-17 Jens Marklof

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…

Probability · Mathematics 2025-09-09 Sergey Foss , Anton Tarasenko , Georgiy Krivtsov

Using population data of high spatial resolution for a region in the south of Europe, we define cities by aggregating individuals to form connected clusters. The resulting cluster-population distributions show a smooth decreasing behavior…

Physics and Society · Physics 2020-11-10 Alvaro Corral , Frederic Udina , Elsa Arcaute

We derive in this article the exact non-asymptotical exponential and power estimates for self-normalized sums of centered independent random variables (r.v.) under natural norming. We will use also the theory of the so-called Grand Lebesgue…

Probability · Mathematics 2018-09-25 E. Ostrovsky , L. Sirota

The aim of the current work is to prove a law of large numbers for the range size of recurrent rotor walks with random initial configuration on a general class of trees, called periodic trees or directed covers of graphs.

Probability · Mathematics 2019-10-14 Wilfried Huss , Ecaterina Sava-Huss

Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…

Probability · Mathematics 2017-09-05 Andrii Ilienko , Ilya Molchanov

We study the limiting spectral distribution of the normalized Laplacian $\mathcal L$ of an Erd\H{o}s-R\'enyi graph $G(n,p)$. To account for the presence of isolated vertices in the sparse regime, we define $\mathcal L$ using the…

Probability · Mathematics 2026-01-01 Yiming Chen , Zijun Chen , Yizhe Zhu

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann