Related papers: Heavy-tailed configuration models at criticality
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…
In this work, we modify the affine wealth model of wealth distributions to examine the effects of nonconstant redistribution on the very wealthy. Previous studies of this model, restricted to flat redistribution schemes, have demonstrated…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…
We consider a variant of the classical Erd\H{o}s-R\'enyi random graph, where components with surplus are slowed down to prevent the apparition of complex components. The sizes of the components of this process undergo a similar phase…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
We provide sufficient conditions for a regular graph $G$ of growing degree $d$, guaranteeing a phase transition in its random subgraph $G_p$ similar to that of $G(n,p)$ when $p\cdot d\approx 1$. These conditions capture several well-studied…
We investigate percolation on growing networks where the evolution of connected components resembles a non-equilibrium version of the multiplicative coalescent. The supercritical $\pi> \pi_c$ regime for a host of such models was conjectured…
In risk management, tail risks are of crucial importance. The assessment of risks should be carried out in accordance with the regulatory authority's requirement at high quantiles. In general, the underlying distribution function is…
We focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the critical branching process with immigration $\{X_{n}\}$, when the offspring $\xi$ is regularly varying with index $\nu+1$ and the immigration $\eta$ is regularly varying with…
Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…
We studied oscillatory behavior of critical amplitudes for the Gaussian model on a hierarchical structure presented by a modified Sierpinski gasket lattice. This model is known to display non-standard critical behavior on the lattice under…
The order parameter for a continuous transition shows diverging fluctuation near the critical point. Here we show, through numerical simulations and scaling arguments, that the inequality (or variability) between the values of an order…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
The distribution of interface (domain-wall) velocities ${\bf v}$ in a phase-ordering system is considered. Heuristic scaling arguments based on the disappearance of small domains lead to a power-law tail, $P_v(v) \sim v^{-p}$ for large v,…
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…
We consider a class of scale-free inhomogeneous random graphs, which includes some long-range percolation models. We study the maximum degree in such graphs in a growing observation window and show that its limiting distribution is Frechet.…
We investigate the heterogeneity of outcomes of repeated instances of percolation experiments in complex networks using a message passing approach to evaluate heterogeneous, node dependent probabilities of belonging to the giant or…
We investigate the scaling of the largest critical percolation cluster on a large d-dimensional torus, for nearest-neighbor percolation in high dimensions, or when d>6 for sufficient spread-out percolation. We use a relatively simple…
We analyze the (computational) complexity distribution of sphere-decoding (SD) for random infinite lattices. In particular, we show that under fairly general assumptions on the statistics of the lattice basis matrix, the tail behavior of…
We formulate and study a model for inhomogeneous long-range percolation on $\Zbold^d$. Each vertex $x\in\Zbold^d$ is assigned a non-negative weight $W_x$, where $(W_x)_{x\in\Zbold^d}$ are i.i.d.\ random variables. Conditionally on the…