Related papers: The divisible sandpile with heavy-tailed variables
The scaling properties of waves of topplings in the sandpile model on the Sierpinski gasket are investigated. The exponent describing the asymptotics of the distribution of last waves in an avalanche is found. Predictions for scaling…
We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.
Linear stability of inviscid, parallel, and stably stratified shear flow is studied under the assumption of smooth strictly monotonic profiles of shear flow and density, so that the local Richardson number is positive everywhere. The…
We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…
In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree distributions in a large social network. The degree…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
We consider the incompressible Euler equations in $R^2$ when the initial vorticity is bounded, radially symmetric and non-increasing in the radial direction. Such a radial distribution is stationary, and we show that the monotonicity…
This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an auxiliary linear regression model that facilitates estimation…
We study a sandpile model on the set of the lattice points in a large lattice polygon. A small perturbation $\psi$ of the maximal stable state $\mu\equiv 3$ is obtained by adding extra grains at several points. It appears, that the result…
We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…
We investigate the limit shape of the single-source model for stochastic sandpiles on the integer line subject to $p$--topplings. In this model, an initial configuration of $n\in\mathbb{N}$ particles is placed at the origin and stabilized…
I report large-scale Monte Carlo studies of a one-dimensional height-restricted stochastic sandpile using the quasistationary simulation method. Results for systems of up to 50 000 sites yield estimates for critical exponents that differ…
We study high-dimensional signal recovery from non-linear measurements with design vectors having elliptically symmetric distribution. Special attention is devoted to the situation when the unknown signal belongs to a set of low statistical…
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 sums $S_n=\xi_1+\cdots+\xi_n$ of independent identically distributed random variables. We do not assume that the $\xi$'s have a finite mean. Under subexponential type conditions on distribution of the summands, we find the…
In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…