Related papers: The divisible sandpile with heavy-tailed variables
We study the dynamics of the Stochastic Sandpile Model on finite graphs, with two main results. First, we describe a procedure to exactly sample from the stationary distribution of the model in all connected finite graphs, extending a…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
We prove that, on the infinite Sierpinski gasket graph SG, rotor walk with random initial configuration of rotors is recurrent. We also give a necessary condition for an i.i.d. sandpile to stabilize. In particular, we prove that an i.i.d.…
The main purpose of the present paper is to establish a link between quadrature surfaces (potential theoretic concept) and sandpile dynamics (Laplacian growth models). For this aim, we introduce a new model of Laplacian growth on the…
We consider stationary time series $\{X_j, j \in Z\} whose finite dimensional distributions are regularly varying with extremal independence. We assume that for each $h \geq 1$, conditionally on $X_0$ to exceed a threshold tending to…
In recent work by L. Levine and Y. Peres, it was observed that three models for particle aggregation on the lattice - the divisible sandpile, rotor-router aggregation, and internal diffusion limited aggregation - share a common scaling…
We show that tilting a model sandpile that has dynamic disorder leads to bistability and hysteresis at the angle of repose. Also the distribution of {\it local slopes} shows an interesting dependence on the amount of tilt - weakly tilted…
This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…
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…
By working with coefficients in $\mathbb{Z}$ or $\mathbb{R}$, one can define two different notions of stability for a sandpile on a graph. We call a sandpile immutable when these notions agree. Our main results give linear-algebraic…
We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…
We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials
We study the surface roughness of prototype models displaying self-organized criticality (SOC) and their noncritical variants in one dimension. For SOC systems, we find that two seemingly equivalent definitions of surface roughness yields…
We study scaling limits of exploding Abelian sandpiles using ideas from percolation and front propagation in random media. We establish sufficient conditions under which a limit shape exists and show via a family of counterexamples that…
We present a linear stability analysis of stationary states (or fixed points) in large dynamical systems defined on random directed graphs with a prescribed distribution of indegrees and outdegrees. We obtain two remarkable results for such…
Consider the Abelian sandpile measure on $\mathbb{Z}^d$, $d \ge 2$, obtained as the $L \to \infty$ limit of the stationary distribution of the sandpile on $[-L,L]^d \cap \mathbb{Z}^d$. When adding a grain of sand at the origin, some region,…
The divisible sandpile model is a growth model on graphs that was introduced by Levine and Peres as a tool to study internal diffusion limited aggregation. In this work we investigate the shape of the divisible sandpile model on the…
In this thesis we study the relationship between the existence of canonical metrics on a complex manifold and stability in the sense of geometric invariant theory. We introduce a modification of K-stability of a polarised variety which we…
The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…