Related papers: Domains of Attraction on Countable Alphabets
Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $\mathbb{R}_+^p$ and then apply it to prove that the joint…
We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…
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…
In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…
Preferential attachment is widely used to model power-law behavior of degree distributions in both directed and undirected networks. In a directed preferential attachment model, despite the well-known marginal power-law degree…
Although power laws of the Zipf type have been used by many workers to fit rank distributions in different fields like in economy, geophysics, genetics, soft-matter, networks etc., these fits usually fail at the tails. Some distributions…
We characterize the tail behavior of the distribution of the PageRank of a uniformly chosen vertex in a directed preferential attachment graph and show that it decays as a power law with an explicit exponent that is described in terms of…
We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…
The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the…
This paper reports results of a network theory approach to the study of the United States patent system. We model the patent citation network as a discrete time, discrete space stochastic dynamic system. From data on more than 2 million…
The extreme value theory is very popular in applied sciences including Finance, economics, hydrology and many other disciplines. In univariate extreme value theory, we model the data by a suitable distribution from the general max-domain of…
An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be…
Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler representations in terms of densities rather than cumulative…
We present an overview of possible reasons for the appearance of heavy-tailed distributions in applications to the natural sciences. These distributions include the laws of Pareto, Lotka, and some new ones. The reasons are illustrated using…
Global random attractors and random point attractors for random dynamical systems have been studied for several decades. Here we introduce two intermediate concepts: $\Delta$-attractors are characterized by attracting all deterministic…
Condorcet domains are subsets of permutations arising in voting theory: regarding their permutations as preference orders on a list of candidates, one avoids Condorcet's paradox when aggregating the preferences via a simple majority…
In this paper we explore the features of a graph generated by random walkers with nodes that have evolutionary attractiveness and Boltzmann-like transition probabilities that depend both on the euclidean distance between the nodes and on…
Popularity is attractive -- this is the formula underlying preferential attachment, a popular explanation for the emergence of scaling in growing networks. If new connections are made preferentially to more popular nodes, then the resulting…