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Multiple studies of neural avalanches across different data modalities led to the prominent hypothesis that the brain operates near a critical point. The observed exponents often indicate the mean-field directed-percolation universality…

Neurons and Cognition · Quantitative Biology 2022-11-14 Roxana Zeraati , Victor Buendía , Tatiana A. Engel , Anna Levina

The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…

Probability · Mathematics 2012-11-26 Guus Balkema , Paul Embrechts , Natalia Nolde

Modelling non-homogeneous and multi-component data is a problem that challenges scientific researchers in several fields. In general, it is not possible to find a simple and closed form probabilistic model to describe such data. That is why…

Methodology · Statistics 2017-12-27 Nehla Debbabi , Marie Kratz , Mamadou Mboup

Uniform spherical beads were used to explore the behavior of a granular system near its critical angle of repose on a conical bead pile. We found two tuning parameters that could take the system to a critical point where a simple power-law…

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

Probability · Mathematics 2023-06-21 Prakirt Raj Jhunjhunwala , Daniela Hurtado-Lange , Siva Theja Maguluri

We consider strictly stationary heavy tailed time series whose finite-dimensional exponent measures are concentrated on axes, and hence their extremal properties cannot be tackled using classical multivariate regular variation that is…

Statistics Theory · Mathematics 2014-10-10 Rafal Kulik , Philippe Soulier

We study the percolation properties of the growing clusters model. In this model, a number of seeds placed on random locations on a lattice are allowed to grow with a constant velocity to form clusters. When two or more clusters eventually…

Statistical Mechanics · Physics 2015-05-18 Nikolaos Tsakiris , Michail Maragakis , Kosmas Kosmidis , Panos Argyrakis

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…

Probability · Mathematics 2019-07-23 Pavlina Jordanova

In this paper, we investigate the scaling limit of heavy-tailed nearly unstable cumulative INAR($\infty$) processes. These processes exhibit a power-law tail of the form $n^{-(1+\alpha)}$ for $\alpha \in (\frac{1}{2}, 1)$, and the $\ell^1$…

Probability · Mathematics 2026-02-17 Yingli Wang , Chunhao Cai , Ping He , QingHua Wang

We consider the multi-parameter random simplicial complex as a higher dimensional extension of the classical Erd\"os-R\'enyi graph. We investigate appearance of "unusual" topological structures in the complex from the point of view of large…

Probability · Mathematics 2022-02-18 Gennady Samorodnitsky , Takashi Owada

The degree distribution is one of the most fundamental graph properties of interest for real-world graphs. It has been widely observed in numerous domains that graphs typically have a tailed or scale-free degree distribution. While the…

Data Structures and Algorithms · Computer Science 2015-11-30 Olivia Simpson , C. Seshadhri , Andrew McGregor

We consider the upper tail large deviations of subgraph counts for irregular graphs $\mathrm{H}$ in $\mathbb{G}(n,p)$, the sparse Erd\H{o}s-R\'enyi graph on $n$ vertices with edge connectivity probability $p \in (0,1)$. For $n^{-1/\Delta}…

Probability · Mathematics 2025-04-10 Anirban Basak , Shaibal Karmakar

The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme value theory literature, various techniques are available to…

Methodology · Statistics 2025-05-05 Emma S. Simpson , Jonathan A. Tawn

Long-tailed classification is challenging due to its heavy imbalance in class probabilities. While existing methods often focus on overall accuracy or accuracy for tail classes, they overlook a critical aspect: certain types of errors can…

Machine Learning · Computer Science 2025-01-27 Bolian Li , Ruqi Zhang

Real-world data are long-tailed, the lack of tail samples leads to a significant limitation in the generalization ability of the model. Although numerous approaches of class re-balancing perform well for moderate class imbalance problems,…

Computer Vision and Pattern Recognition · Computer Science 2024-09-04 Yanbiao Ma , Licheng Jiao , Fang Liu , Shuyuan Yang , Xu Liu , Puhua Chen

In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and…

Probability · Mathematics 2026-04-28 Dimitrios G. Konstantinides , Charalampos D. Passalidis

The explosive percolation problem on the complete graph is investigated via extensive numerical simulations. We obtain the cluster-size distribution at the moment when the cluster size heterogeneity becomes maximum. The distribution is…

Statistical Mechanics · Physics 2015-05-27 Hyun Keun Lee , Beom Jun Kim , Hyunggyu Park

Define the scale-free Gilbert graph based on a Boolean model with heavy-tailed radius distribution on the $d$-dimensional torus by connecting two centers of balls by an edge if at least one of the balls contains the center of the other. We…

Probability · Mathematics 2014-11-26 Christian Hirsch

We study the connected components in critical percolation on the Hamming hypercube $\{0,1\}^m$. We show that their sizes rescaled by $2^{-2m/3}$ converge in distribution, and that, considered as metric measure spaces with the graph distance…

Probability · Mathematics 2024-01-30 Arthur Blanc-Renaudie , Nicolas Broutin , Asaf Nachmias

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the L\'evy matrices proposed by Bouchaud and Cizeau, as well as sparse random matrices with O(1) non-zero entries…

Probability · Mathematics 2024-09-24 Charles Bordenave , Alice Guionnet , Camille Male