Related papers: On the lower tail variational problem for random g…
We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute…
We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…
Given a graph $F$, the random Tur\'an problem asks to determine the maximum number of edges in an $F$-free subgraph of $G_{n,p}$. Prior to this work, the only bipartite graphs $F$ with known tight bounds included certain classes of complete…
In this paper we present a method for obtaining tail-bounds for random variables satisfying certain probabilistic recurrences that arise in the analysis of randomized parallel divide and conquer algorithms. In such algorithms, some…
Exact pattern matching in labeled graphs is the problem of searching paths of a graph $G=(V,E)$ that spell the same string as the given pattern $P[1..m]$. This basic problem can be found at the heart of more complex operations on variation…
Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi))$, for $\xi>0$ and $x\neq…
Correcting for skewness can result in more accurate tail probability approximations in the central limit theorem for sums of independent random variables. In this paper, we extend the theory to sums of local statistics of independent random…
Let $\Psi_1,\Psi_2,...$ be a sequence of i.i.d. random Lipschitz functions on a complete separable metric space with unbounded metric $d$ and forward iterations $X_n$. Suppose that $X_n$ has a stationary distribution. We study the…
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…
Let H be a graph, and let C_H(G) be the number of (subgraph isomorphic) copies of H contained in a graph G. We investigate the fundamental problem of estimating C_H(G). Previous results cover only a few specific instances of this general…
This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…
In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…
Grebinski and Kucherov (1998) and Alon et al. (2004-2005) study the problem of learning a hidden graph for some especial cases, such as hamiltonian cycle, cliques, stars, and matchings. This problem is motivated by problems in chemical…
We compute the stationary in-degree probability, $P_{in}(k)$, for a growing network model with directed edges and arbitrary out-degree probability. In particular, under preferential linking, we find that if the nodes have a light tail…
In this paper, we estimate the sparse dependence structure in the tail region of a multivariate random vector, potentially of high dimension. The tail dependence is modeled via a graphical model for extremes embedded in the H\"usler-Reiss…
We consider a statistical model for the problem of finding subgraphs with specified topology in an otherwise random graph. This task plays an important role in the analysis of social and biological networks. In these types of networks,…
We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…
We consider two independent Erd\H{o}s-R\'enyi random graphs, with possibly different parameters, and study two isomorphism problems, a graph embedding problem and a common subgraph problem. Under certain conditions on the graph parameters…
Many complex networks in natural and social phenomena have often been characterized by heavy-tailed degree distributions. However, due to rapidly growing size of network data and concerns on privacy issues about using these data, it becomes…
The chromatic threshold $\delta_\chi(H,p)$ of a graph $H$ with respect to the random graph $G(n,p)$ is the infimum over $d > 0$ such that the following holds with high probability: the family of $H$-free graphs $G \subset G(n,p)$ with…