Related papers: Heavy-tailed configuration models at criticality

Random graphs have played an instrumental role in modelling real-world networks arising from the internet topology, social networks, or even protein-interaction networks within cells. Percolation, on the other hand, has been the fundamental…

We analyse numerically the critical behavior of an absorbing phase transition in a conserved lattice gas in an external field. The external field is realized as a spontaneous creation of active particles which drives the system away from…

Identifying the generating mechanism of a network is challenging as, more often than not, only snapshots are available, but not the full evolution. One candidate for the generating mechanism is preferential attachment which, in its simplest…

The universal behaviour of the directed percolation universality class is well understood, both the critical scaling as well as finite size scaling. This article focuses on the block (finite size) scaling of the order parameter and its…

The tail behavior of aggregates of heavy-tailed random vectors is known to be determined by the so-called principle of "one large jump'', be it for finite sums, random sums, or, L\'evy processes. We establish that, in fact, a more general…

In risk theory, financial asset returns often follow heavy-tailed distributions. Investors and risk managers used to compare risk measures as the value at risk or tail value at risk in order over the whole confidence levels to avoid the…

It is well-known that the behaviour of a random subgraph of a $d$-dimensional hypercube, where we include each edge independently with probability $p$, undergoes a phase transition when $p$ is around $\frac{1}{d}$. More precisely, standard…

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution. The proposed distribution is named the skew-normal-Tukey-h distribution and…

We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Recently, van der Hofstad, Komj\'{a}thy, and Vadon (2022) identified the critical point for the emergence of a giant connected component for the bipartite configuration model (BCM) and used this to analyze its associated random intersection…

Rare events play a crucial role in understanding complex systems. Characterizing and analyzing them in scale-invariant situations is challenging due to strong correlations. In this work, we focus on characterizing the tails of probability…

We study the largest component of a random (multi)graph on n vertices with a given degree sequence. We let n tend to infinity. Then, under some regularity conditions on the degree sequences, we give conditions on the asymptotic shape of the…

In this paper, we present several heavy-tailed distributions belonging to the new class J of distributions obeying the principle of a single big jump introduced by Beck et al. [1]. We describe the structure of this class from different…

Heavy-tailed distributions have been studied in statistics, random matrix theory, physics, and econometrics as models of correlated systems, among other domains. Further, heavy-tail distributed eigenvalues of the covariance matrix of the…

We consider site (vertex) percolation on $d$-regular graphs, for both constant-degree and growing-degree cases. We give sufficient, and relatively tight, conditions for the emergence of the ``Erd\H{o}s-R\'enyi component phenomenon" in the…

Weighted scale-free networks with topology-dependent interactions are studied. It is shown that the possible universality classes of critical behaviour, which are known to depend on topology, can also be explored by tuning the form of the…

We study the percolation phase transition on preferential attachment models, in which vertices enter with $m$ edges and attach proportionally to their degree plus $\delta$. We identify the critical percolation threshold as…