Related papers: The divisible sandpile with heavy-tailed variables
In a recent work Levine et al. (2015) prove that the odometer function of a divisible sandpile model on a finite graph can be expressed as a shifted discrete bilaplacian Gaussian field. For the discrete torus, they suggest the possibility…
The divisible sandpile model is a fixed-energy continuous counterpart of the Abelian sandpile model. We start with a random initial configuration and redistribute mass deterministically. Under certain conditions the sandpile will stabilize.…
The divisible sandpile starts with i.i.d. random variables ("masses") at the vertices of an infinite, vertex-transitive graph, and redistributes mass by a local toppling rule in an attempt to make all masses at most 1. The process…
We analyze an optimal stopping problem for random walk in random scenery on general graphs, and determine when it has a finite optimum. We use this to extend a theorem of Levine, Murugan, Peres, and Ugurcan [2016]. They proved that on a…
We study the sandpile model in infinite volume on $\mathbb{Z}^d$. In particular, we are interested in the question whether or not initial configurations, chosen according to a stationary measure $\mu$, are $\mu$-almost surely stabilizable.…
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…
A sandpile is a cellular automaton on a graph that evolves by the following toppling rule: if the number of grains at a vertex is at least its valency, then this vertex sends one grain to each of its neighbors. In the study of pattern…
We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…
Define the scale-free Gilbert graph based on a Boolean model with heavy-tailed radius distribution on the $d$-dimensional torus by connecting two centers of balls by an edge if at least one of the balls contains the center of the other. We…
We study the asymptotic behaviour of widely used tests for evaluating and comparing predictive accuracy when forecast errors exhibit heavy tails. In particular, when loss differentials have infinite variance, the Diebold-Mariano test…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
We study the scaling limit of a divisible sandpile model associated to a truncated $\alpha$-stable random walk. We prove that the limiting distribution is related to an obstacle problem for a truncated fractional Laplacian. We also provide,…
This paper addresses the stability analysis of infinite-dimensional sampled-data systems under unbounded perturbations. We present two classes of unbounded perturbations preserving the exponential stability of sampled-data systems. To this…
We introduce a family of abelian sandpile models with two parameters $n, m \in {\bf N}$ defined on finite lattices on $d$-dimensional torus. Sites with $2dn+m$ or more grains of sand are unstable and topple, and in each toppling $m$ grains…
This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case where the infinitely divisible process has heavy tail…
For $\alpha \in (1,2]$, the $\alpha$-stable graph arises as the universal scaling limit of critical random graphs with i.i.d. degrees having a given $\alpha$-dependent power-law tail behavior. It consists of a sequence of compact measured…
Statistical description of stochastic dynamics in highly unstable potentials is strongly affected by properties of divergent trajectories, that quickly leave meta-stable regions of the potential landscape and never return. Using ideas from…
Stable distributions are of fundamental importance in probability theory, yet their absolute continuity makes them unsuitable for modeling count data. A discrete analog of strict stability has been previously proposed by replacing scaling…
We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…