Related papers: The divisible sandpile with heavy-tailed variables
We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…
The advection and diffusion of a passive scalar is investigated for a map of the 2-torus. The map is chaotic, and the limit of almost-uniform stretching is considered. This allows an analytic understanding of the transition from a phase of…
We consider a model for chaotic diffusion with amplification on graphs associated with piecewise-linear maps of the interval [S. Lepri, Chaos Solitons & Fractals, 139,110003 (2020)]. We determine the conditions for having fat-tailed…
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis (tail scale) in the marginal distributions. Spatial…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
Stable distributions provide a flexible framework for modeling heavy-tailed and skewed data, with the stability index $\alpha$ quantifying tail heaviness. We propose a new semiparametric estimator for $\alpha$ that leverages the two-sum…
In optical non-linear processes rogue waves can be observed, which can be mathematically described by heavy-tailed distributions. These distributions are special due to the fact that the probability of registering extremely high intensities…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
We consider the Bak-Tang-Wiesenfeld sandpile model on square lattices in different dimensions (D>=6). A finite size scaling analysis of the avalanche probability distributions yields the values of the distribution exponents, the dynamical…
We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…
Based on suitable left-truncated or censored data, two flexible classes of $M$-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination. Asymptotic normality with…
The aim of this work is to establish a linear instability criterium of stationary solutions for the Korteweg-de Vries model on a star graph with a structure represented by a finite collections of semi-infinite edges. By considering a…
We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
This survey is an extended version of lectures given at the Cornell Probability Summer School 2013. The fundamental facts about the Abelian sandpile model on a finite graph and its connections to related models are presented. We discuss…
We consider analytic maps and vector fields defined in $\mathbb{R}^2 \times \mathbb{T}^d$, having a $d$-dimensional invariant torus $\mathcal{T}$. The map (resp. vector field) restricted to $\mathcal{T}$ defines a rotation of frequency…
In this paper we study $\infty$-Laplacian type diffusion equations in weighted graphs obtained as limit as $p\to \infty$ to two types of $p$-Laplacian evolution equations in such graphs. We propose these diffusion equations, that are…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
We study discrete statistical mechanics systems perturbed by a random environment without a finite second moment. Specifically, we consider a random environment whose tail distribution satisfies $P[\omega > x] \sim x^{-\gamma}$ as $x \to…
We study the distribution of the sandpile group of random d-regular graphs. For the directed model, we prove that it follows the Cohen-Lenstra heuristics, that is, the limiting probability that the $p$-Sylow subgroup of the sandpile group…