Related papers: Heavy-tailed configuration models at criticality

In this paper we derive results concerning the connected components and the diameter of random graphs with an arbitrary i.i.d. degree sequence. We study these properties primarily, but not exclusively, when the tail of the degree…

The upper tail problem in a random graph asks to estimate the probability that the number of copies of some fixed subgraph in an Erd\H{o}s--R\'enyi random graph exceeds its expectation by some constant factor. There has been much exciting…

We study the tails of closing auction return distributions for a sample of liquid European stocks. We use the stochastic call auction model of Derksen et al. (2020a), to derive a relation between tail exponents of limit order placement…

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable vectors down to simple and concise summary measures like the…

The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…

The model of self-organizing Eulerian walkers is numerically investigated on the square lattice. The critical exponents for the distribution of a number of steps ($\tau_l$) and visited sites ($\tau_s$) characterizing the process of…

This paper introduces a new classification scheme - head/tail breaks - in order to find groupings or hierarchy for data with a heavy-tailed distribution. The heavy-tailed distributions are heavily right skewed, with a minority of large…

We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…

Insurance data can be asymmetric with heavy tails, causing inadequate adjustments of the usually applied models. To deal with this issue, hierarchical models for collective risk with heavy-tails of the claims distributions that take also…

We study the emergence of a giant component in the configuration model subject to additional constraints on the edges. We partition a $d$-dimensional torus into a cubic lattice with a diverging number of compartments containing vertices and…

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

We describe the component sizes in critical independent p-bond percolation on a random d-regular graph on n vertices, where d \geq 3 is fixed and n grows. We prove mean-field behavior around the critical probability p_c=1/(d-1). In…

We study the scaling properties of critical particle systems confined by a potential. Using renormalization-group arguments, we show that their critical behavior can be cast in the form of a trap-size scaling, resembling finite-size scaling…

We consider vertex percolation on pseudo-random $d-$regular graphs. The previous study by the second author established the existence of phase transition from small components to a linear (in $\frac{n}{d}$) sized component, at…

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

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 consider a large class of spatially-embedded random graphs that includes among others long-range percolation, continuum scale-free percolation and the age-dependent random connection model. We assume that the model is supercritical:…

The finite-size scaling theory for continuous phase transition plays an important role in determining critical point and critical exponents from the size-dependent behaviors of quantities in the thermodynamic limit. For percolation phase…