Related papers: Large deviations for some corner growth models wit…
We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…
Consider the upper tail probability that the homomorphism count of a fixed graph $H$ within a large sparse random graph $G_n$ exceeds its expected value by a fixed factor $1+\delta$. Going beyond the Erd\H{o}s-R\'enyi model, we establish…
The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…
Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…
Preferential attachment schemes, where the selection mechanism is linear and possibly time-dependent, are considered, and an infinite-dimensional large deviation principle for the sample path evolution of the empirical degree distribution…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
Distributions of the size of the largest component, in particular the large-deviation tail, are studied numerically for two graph ensembles, for Erdoes-Renyi random graphs with finite connectivity and for two-dimensional bond percolation.…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
We investigate the biased quenched trap model on top of a two-dimensional lattice in the case of diverging expected dwell times. By utilizing the double-subordination approach and calculating the return probability in $2$d, we explicitly…
The so-called 'Level 2.5' general result for the large deviations of the joint probability of the density and of the currents for Markov Jump processes is applied to the case of $N$ independent particles on a ring with random transition…
We study the distribution of the area and perimeter of the convex hull of the "true" self-avoiding random walk in a plane. Using a Markov chain Monte Carlo sampling method, we obtain the distributions also in their far tails, down to…
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…
The Horton-Strahler analysis is a graph-theoretic method to measure the bifurcation complexity of branching patterns, by defining a number called the order to each branch. The main result of this paper is a large deviation theorem for the…
We study in this paper the problem of least absolute deviation (LAD) regression for high-dimensional heavy-tailed time series which have finite $\alpha$-th moment with $\alpha \in (1,2]$. To handle the heavy-tailed dependent data, we…
A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…
The theory of growth kinetics developed previously is extended to the asymmetric case of off-critical quenches for systems with a conserved scalar order parameter. In this instance the new parameter $M$, the average global value of the…
In this paper we determine the exact rate of growth of the solution of a deterministic delay differential equation in which the delayed term is regularly varying at infinity and dominates, and determine criteria to characterise this…
We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…