Related papers: Heavy-tailed chiral random matrix theory

The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraints are that there exists a unique…

We propose a new method for the study of the chiral properties of the ground state in QFT's based on the computation of the probability distribution function of the chiral condensate. It can be applied directly in the chiral limit and…

Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…

This paper proposes methods for Bayesian inference in time-varying parameter (TVP) quantile regression (QR) models featuring conditional heteroskedasticity. I use data augmentation schemes to render the model conditionally Gaussian and…

We examine a distributional fixed-point equation related to a multi-type branching process that is key in the cluster sizes analysis of multivariate heavy-tailed Hawkes processes. Specifically, we explore the tail behavior of its solution…

The dominant approaches to text representation in natural language rely on learning embeddings on massive corpora which have convenient properties such as compositionality and distance preservation. In this paper, we develop a novel method…

Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not applicable, however, in non-differentiable models such as those arising from recent max-linear structural equation models. Moreover, they can…

Modelling non-homogeneous and multi-component data is a problem that challenges scientific researchers in several fields. In general, it is not possible to find a simple and closed form probabilistic model to describe such data. That is why…

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…

Phase diagram of the chiral random matrix model with U(1)A breaking term is studied with the quark chemical potentials varied independently at zero temperature, by taking the chiral and meson condensates as the order parameters. Although,…

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the L\'evy matrices proposed by Bouchaud and Cizeau, as well as sparse random matrices with O(1) non-zero entries…

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used…

We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…

I describe a recent calculation (by me, Hoffmann, Liu, and Schaefer) of the chiral condensate in one-flavor QCD using numerical simulations with overlap fermions. The condensate is extracted by fitting the distribution of low lying…

Let $p>2$, $B\geq 1$, $N\geq n$ and let $X$ be a centered $n$-dimensional random vector with the identity covariance matrix such that $\sup\limits_{a\in S^{n-1}}{\mathrm E}|\langle X,a\rangle|^p\leq B$. Further, let $X_1,X_2,\dots,X_N$ be…

We present a very general chaining method which allows one to control the supremum of the empirical process $\sup_{h \in H} |N^{-1}\sum_{i=1}^N h^2(X_i)-\E h^2|$ in rather general situations. We use this method to establish two main…

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

The in-medium masses of the pseudoscalar open charm ($D$, $\bar D$, $D_s$ and $\bar {D_s}$) and open bottom ($B$, $\bar B$, $B_s$ and $\bar {B_s}$) mesons in hot asymmetric strange hadronic matter are studied within a QCD sum rule approach.…

We consider a Wigner matrix $A$ with entries tail decaying as $x^{-\alpha}$ with $2<\alpha<4$ for large $x$ and study fluctuations of linear statistics $N^{-1}\operatorname{Tr}\varphi(A)$. The behavior of such fluctuations has been…