Related papers: The divisible sandpile with heavy-tailed variables
We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some…
We establish sharp large deviation asymptotics for the maximum order statistic of independent and identically distributed heavy-tailed random variables, valid for all Borel subsets of the right tail. This result yields exact decay rates for…
We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…
We review the Majumdar-Dhar bijection between recurrent states of the Abelian sandpile model and spanning trees. We generalize earlier results of Athreya and Jarai on the infinite volume limit of the stationary distribution of the sandpile…
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…
Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because they contain important information about the observed…
We study density estimation for classes of shift-invariant distributions over $\mathbb{R}^d$. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any…
We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both…
We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…
We give a non-trivial upper bound for the critical density when stabilizing i.i.d. distributed sandpiles on the lattice $\mathbb{Z}^2$. We also determine the asymptotic spectral gap, asymptotic mixing time and prove a cutoff phenomenon for…
We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…
This article deals with the hypothesis test for the extremely heavy-tailed distributions with infinite mean or variance by using a truncated sample mean. We obtain three necessary and sufficient conditions under which the asymptotic…
Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…
In most driven-dissipative sandpile models, the dynamics of the system reaches a critical stationary state. This state displays organization features such as a power-law avalanche spectrum and hyperuniformity, but these features often…
We present and analyze a model of an evolving sandpile surface in (2 + 1) dimensions where the dynamics of mobile grains ({\rho}(x, t)) and immobile clusters (h(x, t)) are coupled. Our coupling models the situation where the sandpile is…
For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…
We extend the classical stability theorem of Erdos and Simonovits in two directions: first, we allow the order of the forbidden graph to grow as log of order of the host graph, and second, our extremal condition is on the spectral radius of…
We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…
In this article, we consider the problem of sampling from a probability measure $\pi$ having a density on $\mathbb{R}^d$ known up to a normalizing constant, $x\mapsto \mathrm{e}^{-U(x)} / \int_{\mathbb{R}^d} \mathrm{e}^{-U(y)} \mathrm{d}…