Related papers: Heavy-tailed configuration models at criticality

Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally prohibitive, even in moderate dimensions, due to the necessity…

We study the order parameter probability distribution at the critical point for the three-dimensional spin-1/2 and spin-1 Ising models on the simple cubic lattice with periodic boundary conditions. The finite size scaling relation for the…

We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…

We study the giant component problem slightly above the critical regime for percolation on Poissonian random graphs in the scale-free regime, where the vertex weights and degrees have a diverging second moment. Critical percolation on…

In this paper we study first-passage percolation in the configuration model with empirical degree distribution that follows a power-law with exponent $\tau \in (2,3)$. We assign independent and identically distributed (i.i.d.)\ weights to…

For a $\Delta$-regular connected graph ${\sf H}$ the problem of determining the upper tail large deviation for the number of copies of ${\sf H}$ in $\mathbb{G}(n,p)$, an Erd\H{o}s-R\'{e}nyi graph on $n$ vertices with edge probability $p$,…

We consider percolation on high-dimensional product graphs, where the base graphs are regular and of bounded order. In the subcritical regime, we show that typically the largest component is of order logarithmic in the number of vertices.…

We examine a distributional fixed-point equation related to a multi-type branching process that is key in the cluster sizes analysis of multivariate heavy-tailed Hawkes processes. Specifically, we explore the tail behavior of its solution…

We present a numerical study of the order-parameter probability density function (PDF) of the square Ising model for lattices with linear sizes $L=80-140$. A recent efficient entropic sampling scheme, combining the Wang-Landau and broad…

In the context of long-tail classification on graphs, the vast majority of existing work primarily revolves around the development of model debiasing strategies, intending to mitigate class imbalances and enhance the overall performance.…

Long-tailed classification poses a challenge due to its heavy imbalance in class probabilities and tail-sensitivity risks with asymmetric misprediction costs. Recent attempts have used re-balancing loss and ensemble methods, but they are…

Critical phenomena on scale-free networks with a degree distribution $p_k \sim k^{-\lambda}$ exhibit rich finite-size effects due to its structural heterogeneity. We systematically study the finite-size scaling of percolation and identify…

In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…

Stochastic volatility processes with heavy-tailed innovations are a well-known model for financial time series. In these models, the extremes of the log returns are mainly driven by the extremes of the i.i.d. innovation sequence which leads…

In this paper we consider the problem of estimating the joint upper and lower tail large deviations of the edge eigenvalues of an Erd\H{o}s-R\'enyi random graph $\mathcal{G}_{n,p}$, in the regime of $p$ where the edge of the spectrum is no…

We prove a heavy traffic scaling limit for a shortest remaining processing time queue. We are interested in the case where the processing time distribution has a tail that decays rapidly, i.e., has light tails. In particular, we revisit the…

Finite size fluctuations are a crucial ingredient in kinetic theory of long-range interacting collisionless systems. In this Letter, we introduce a phenomenological theory which predicts an anomalous scaling close to marginal stability for…

We investigate the behavior of large connected components in the Poisson Random Connection model in non-critical regimes with any bounded connection function. We show that the asymptotic size of the largest component restricted to a window…

Consider a critical Erd\"os-R\'enyi random graph: $n$ is the number of vertices, each one of the $\binom{n}{2}$ possible edges is kept in the graph independently from the others with probability $n^{-1}+\lambda n^{-4/3}$, $\lambda$ being a…

Critical, or scale independent, systems are so ubiquitous, that gaining theoretical insights on their nature and properties has many direct repercussions in social and natural sciences. In this report, we start from the simplest possible…