Related papers: Tail Behaviour of Mexican Needlets
Archimedean copulas generated by Laplace transforms have been extensively studied in the literature, with much of the focus on tail dependence limited only to cases where the Laplace transforms exhibit regular variation with positive tail…
Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters $H\in (0,1)$ and $\al\in (0,2)$. The parameter $H$ characterizes the self-similarity…
The motion of microswimmers in complex flows is ruled by the interplay between swimmer propulsion and the dynamics induced by the fluid velocity field. Here we study the motion of a chiral microswimmer whose propulsion is provided by the…
Let $M_n= \fsu X1n$ be a sum of independent random variables such that $ X_k\leq 1$, $\E X_k =0$ and $\E X_k^2=\s_k^2$ for all $k$. Hoeffding 1963, Theorem 3, proved that $$\P{M_n \geq nt}\leq H^n(t,p),\quad H(t,p)= \bgl(1+qt/p\bgr)^{p +qt}…
Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of mainstream random probability measures such as the Dirichlet process (DP). The first contribution of this paper focuses on characterizing the tails…
This paper presents an improved exponential tail bound for Beta distributions, refining a result in [15]. This improvement is achieved by interpreting their bound as a regular Kullback-Leibler (KL) divergence one, while introducing a…
Let $N$ be the number of triangles in an Erd\H{o}s-R\'enyi graph $\mathcal{G}(n,p)$ on $n$ vertices with edge density $p=d/n,$ where $d>0$ is a fixed constant. It is well known that $N$ weakly converges to the Poisson distribution with mean…
Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…
A liquid droplet is placed on a rotating helical fiber. We find that the droplet may slide down, attach or climb up the fiber. We inspect experimentally the domain of existence of these three behaviors as a function of the geometrical…
Due to its great efficiency and maneuverability, undulatory swimming is the predominant form of locomotion in aquatic vertebrates. A myriad of animals of different species and sizes oscillate their bodies to propel themselves in aquatic…
We consider the tail behavior of random variables $R$ which are solutions of the distributional equation $R\stackrel{d}{=}Q+MR$, where $(Q,M)$ is independent of $R$ and $|M|\le 1$. Goldie and Gr\"{u}bel showed that the tails of $R$ are no…
In this paper we show that certain trigonometric polynomial shearlets which are special cases of directional de la Vall\'{e}e Poussin type wavelets are able to detect singularities along boundary curves of periodic characteristic functions.…
We demonstrate both analytically and numerically that the existing methods for measuring tail dependence in copulas may sometimes underestimate the extent of extreme co-movements of dependent risks and, therefore, may not always comply with…
We have investigated the melting of nano-sized cone shaped aluminium needles coated with amorphous carbon using transmission electron microscopy. The interface between solid and liquid aluminium was found to have spherical topology. For…
Flexible bandwidth needlets offer a versatile multiscale framework for analyzing functions on the sphere. A key element in their construction is the dilation sequence, which controls how the multipole consecutive scales are spaced and…
A major issue of extreme value analysis is the determination of the shape parameter $\xi$ common to Generalized Extreme Value (GEV) and Generalized Pareto (GP) distributions, which drives the tail behavior, and is of major impact on the…
Spherical needlets were introduced by Narcowich, Petrushev, and Ward to provide a multiresolution sequence of polynomial approximations to functions on the sphere. The needlet construction makes use of integration rules that are exact for…
Risk measures like Marginal Expected Shortfall and Marginal Mean Excess quantify conditional risk and in particular, aid in the understanding of systemic risk. In many such scenarios, models exhibiting heavy tails in the margins and…
In this paper, we give a wavelet characterization of the upper global Holder index, which can be seen as the irregular counterpart of the usual global Holder index, for which a wavelet characterization is well-known.
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…