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Related papers: Heavy-tailed configuration models at criticality

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We study first passage percolation on the configuration model. Assuming that each edge has an independent exponentially distributed edge weight, we derive explicit distributional asymptotics for the minimum weight between two randomly…

Probability · Mathematics 2010-11-10 Shankar Bhamidi , Remco van der Hofstad , Gerard Hooghiemstra

Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the…

Probability · Mathematics 2021-05-12 Miriam Hägele , Jaakko Lehtomaa

We propose a novel finite size scaling analysis for percolation transition observed in complex networks. While it is known that cooperative systems in growing networks often undergo an infinite order transition with inverted…

Disordered Systems and Neural Networks · Physics 2013-11-08 Takehisa Hasegawa , Tomoaki Nogawa , Koji Nemoto

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. For most concentrations of the scatterers the trajectories close…

Condensed Matter · Physics 2007-05-23 Meng-she Cao , E. G. D. Cohen

We study cluster sizes in supercritical $d$-dimensional inhomogeneous percolation models with long-range edges -- such as long-range percolation -- and/or heavy-tailed degree distributions -- such as geometric inhomogeneous random graphs…

Probability · Mathematics 2025-11-12 Joost Jorritsma , Júlia Komjáthy , Dieter Mitsche

We consider the evolution of scale-free networks according to preferential attachment schemes and show the conditions for which the exponent characterizing the degree distribution is bounded by upper and lower values. Our framework is an…

Statistical Finance · Quantitative Finance 2013-01-07 João P. da Cruz , Pedro G. Lind

We consider the rank-1 inhomogeneous random graph in the Brownian regime in the critical window. Aldous studied the weights of the components, and showed that this ordered sequence converges in the $\ell^2$-topology to the ordered…

This paper is organized in three parts closely related to closure properties of heavy-tailed distributions and heavy-tailed random vectors. In the first part we consider two random variables X and Y with distributions F and G respectively.…

Probability · Mathematics 2025-02-04 Dimitrios G. Konstantinides , Charalampos D. Passalidis

Motivated by applications, the last few years have witnessed tremendous interest in understanding the structure as well as the behavior of dynamics for inhomogeneous random graph models. In this study we analyze the maximal components at…

Probability · Mathematics 2016-08-02 Shankar Bhamidi , Sanchayan Sen , Xuan Wang

Recently, the scaling limit of cluster sizes for critical inhomogeneous random graphs of rank-1 type having finite variance but infinite third moment degrees was obtained (see previous work by Bhamidi, van der Hofstad and van Leeuwaarden).…

Probability · Mathematics 2014-04-09 Remco van der Hofstad , Sandra Kliem , Johan S. H. van Leeuwaarden

Leaves, i.e., vertices of degree one, can play a significant role in graph structure, especially in sparsely connected settings in which leaves often constitute the largest fraction of vertices. We consider a leaf-based counterpart of the…

Statistical Mechanics · Physics 2025-11-07 Harrison Hartle , P. L. Krapivsky

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…

Statistics Theory · Mathematics 2023-02-13 Adrian Casey , Ioannis Papastathopoulos

We consider inhomogeneous spatial random graphs on the real line. Each vertex carries an i.i.d. weight and edges are drawn such that short edges and edges to vertices with large weights occur with higher probability. This allows the study…

Probability · Mathematics 2025-09-08 Peter Gracar , Lukas Lüchtrath , Christian Mönch

We consider the random directed graph $\vec{G}(n,p)$ with vertex set $\{1,2,\ldots,n\}$ in which each of the $n(n-1)$ possible directed edges is present independently with probability $p$. We are interested in the strongly connected…

Probability · Mathematics 2021-08-05 Christina Goldschmidt , Robin Stephenson

Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…

Statistics Theory · Mathematics 2025-11-10 Hamidreza Maleki Almani

We study the susceptibility, i.e., the mean cluster size, in random graphs with given vertex degrees. We show, under weak assumptions, that the susceptibility converges to the expected cluster size in the corresponding branching process. In…

Combinatorics · Mathematics 2009-11-16 Svante Janson

We describe the critical window for percolation in the universality class of sparse growing random graphs. In our models, vertices arrive sequentially and connect independently to each earlier vertex $v$ with probability proportional to a…

Probability · Mathematics 2025-12-23 Joost Jorritsma , Pascal Maillard , Peter Mörters

Consider balls $\Lambda_n$ of growing volumes in the $d$-dimensional hierarchical lattice, and place edges independently between each pair of vertices $x\neq y\in\Lambda_n$ with probability $1-\exp(-\beta J(x, y) )$ where $J(x, y) \asymp \|…

Probability · Mathematics 2025-09-12 Sanchayan Sen

We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional dominatedly varying and of two-dimensional consistently varying…

Probability · Mathematics 2025-06-25 Dimitrios G. Konstantinides , Charalampos D. Passalidis