Related papers: Delocalization of Polymers in Lower Tail Large Dev…
We study limits of the largest connected components (viewed as metric spaces) obtained by critical percolation on uniformly chosen graphs and configuration models with heavy-tailed degrees. For rank-one inhomogeneous random graphs, such…
This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…
We consider the continuum directed random polymer (CDRP) model that arises as a scaling limit from $1+1$ dimensional directed polymers in the intermediate disorder regime. We show that for a point-to-point polymer of length $t$ and any…
The scaling behaviour of randomly branched polymers in a good solvent is studied in two to nine dimensions, using as microscopic models lattice animals and lattice trees on simple hypercubic lattices. As a stochastic sampling method we use…
Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…
Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
Large deviations in the context of first-passage percolation was first studied in the early 1980s by Grimmett and Kesten, and has since been revisited in a variety of studies. However, none of these studies provides a precise relation…
In this article, we derive strong localization results for directed polymers in random environment. We show that at "low temperature" the polymer measure is asymptotically concentrated at a few points of macroscopic mass (we call these…
We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $\rho\in (0,1)$ and points $v_N=((1-\rho)^2 N,\rho^2 N)$ going to infinity along the characteristic direction, we…
We provide a detailed study on the implicit bias of gradient descent when optimizing loss functions with strictly monotone tails, such as the logistic loss, over separable datasets. We look at two basic questions: (a) what are the…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…
These notes are devoted to the statistical mechanics of directed polymers interacting with one-dimensional spatial defects. We are interested in particular in the situation where frozen disorder is present. These polymer models undergo a…
One dimensional pinning models have been widely studied in the physical and mathematical literature, also in presence of disorder. Roughly speaking, they undergo a transition between a delocalized phase and a localized one. In mathematical…
In this work, we analyze the optimization behaviour of common private learning optimization algorithms under heavy-tail class imbalanced distribution. We show that, in a stylized model, optimizing with Gradient Descent with differential…
For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Hammersley's Last-Passage Percolation (LPP), also known as Ulam's problem, is a well-studied model that can be described as follows: consider $m$ points chosen uniformly and independently in $[0,1]^2$, then what is the maximal number…
On the $Z^2$ lattice, vertices are assigned random weights $W(i,j)$. The point-to-point last passage percolation (LPP) time $S_{M,N+1-M}$ between $(1,1)$ and $(M,N+1-M)$ is the maximum total weight among all upward/right-oriented paths…