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We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has…

Mathematical Physics · Physics 2021-09-27 Mario Kieburg , Adam Monteleone

There is a renewed surge in percolation-induced transport properties of diverse nano-particle composites (cf. RSC Nanoscience & Nanotechnology Series, Paul O'Brien Editor-in-Chief). We note in particular a broad interest in nano-composites…

Disordered Systems and Neural Networks · Physics 2013-09-26 Feng Shi , Simi Wang , Peter J. Mucha , M. Gregory Forest

This work provide a thorough study of L\'evy or heavy-tailed random matrices (LM). By analysing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the…

Disordered Systems and Neural Networks · Physics 2016-01-26 Elena Tarquini , Giulio Biroli , Marco Tarzia

We establish the large deviation probabilities for the height of random recursive trees, revealing polynomial upper-tail decay and stretched-exponential lower-tail decay. Remarkably, the lower tail features an atypical prefactor that grows…

Probability · Mathematics 2026-04-23 Xinxin Chen , Heng Ma

We investigate the upper tail distribution of the partition function of the directed polymer in a random environment on $\mathbb Z^d$ in the weak disorder phase. We show that the distribution of the infinite volume partition function…

Probability · Mathematics 2025-01-09 Stefan Junk , Hubert Lacoin

Polymers in a melt may be subject to topological constraints, as in the example of unlinked polymer rings. How to do statistical mechanics in the presence of such constraints remains a fundamental open problem. We study the effect of…

Statistical Mechanics · Physics 2015-12-04 Pablo Serna , Guy Bunin , Adam Nahum

Distributions of the size of the largest component, in particular the large-deviation tail, are studied numerically for two graph ensembles, for Erdoes-Renyi random graphs with finite connectivity and for two-dimensional bond percolation.…

Disordered Systems and Neural Networks · Physics 2015-05-20 A. K. Hartmann

We initiate the study of differentially private learning in the proportional dimensionality regime, in which the number of data samples $n$ and problem dimension $d$ approach infinity at rates proportional to one another, meaning that…

Machine Learning · Computer Science 2025-02-20 Cynthia Dwork , Pranay Tankala , Linjun Zhang

We use the optimal fluctuation method to evaluate the short-time probability distribution $\mathcal{P}\left(H,L,t\right)$ of height at a single point, $H=h\left(x=0,t\right)$, of the evolving Kardar-Parisi-Zhang (KPZ) interface…

Statistical Mechanics · Physics 2018-02-15 Naftali R. Smith , Baruch Meerson , Pavel Sasorov

The thesis concentrates on two problems in discrete geometry, whose solutions are obtained by analytic, probabilistic and combinatoric tools. The first chapter deals with the strong polarization problem. This states that for any sequence…

Metric Geometry · Mathematics 2019-07-12 Gergely Ambrus

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

Probability · Mathematics 2020-09-15 Thomas Mikosch , Igor Rodionov

In this paper we study anisotropic oriented percolation on $\mathbb{Z}^d$ for $d\geq 4$ and show that the local condition for phase transition is closely related to the mean-field condition. More precisely, we show that if the sum of the…

Probability · Mathematics 2021-06-22 Pablo Almeida Gomes , Alan Pereira , Remy Sanchis

Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling. This behavior poses a fundamental challenge for modern deep generative models. Standard Variational Autoencoders (VAEs) employ Gaussian…

Machine Learning · Statistics 2026-05-20 Abdelhakim Ziani , Andras Horvath , Paolo Ballarini

The parabolic Anderson model on $\mathbb{Z}^d$ with i.i.d. potential is known to completely localise if the distribution of the potential is sufficiently heavy-tailed at infinity. In this paper we investigate a modification of the model in…

Probability · Mathematics 2017-08-28 Stephen Muirhead , Richard Pymar , Nadia Sidorova

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

We consider directed polymers in a random potential given by a deterministic profile with a strong maximum at the origin taken with random sign at each integer time. We study two main objects based on paths in this random potential. First,…

Probability · Mathematics 2009-09-15 Yuri Bakhtin , Konstantin Khanin

We consider the soft Boolean model, a model that interpolates between the Boolean model and long-range percolation, where vertices are given via a stationary Poisson point process. Each vertex carries an independent Pareto-distributed…

Probability · Mathematics 2024-04-23 Benedikt Jahnel , Lukas Lüchtrath , Marcel Ortgiese

We study atypically large fluctuations of height $H$ in the 1+1-dimensional Kardar-Parisi-Zhang (KPZ) equation at long times $t$, when starting from a "droplet" initial condition. We derive exact large deviation function of height for…

Statistical Mechanics · Physics 2017-06-13 Pavel Sasorov , Baruch Meerson , Sylvain Prolhac

Given a branching random walk $(Z_n)_{n\geq0}$ on $\mathbb{R}$, let $Z_n(A)$ be the number of particles located in interval $A$ at generation $n$. It is well known (e.g., \cite{biggins}) that under some mild conditions, $Z_n(\sqrt…

Probability · Mathematics 2020-12-02 Shuxiong Zhang

The predictions of the polymer mode coupling theory for the finite size corrections to the transport coefficients of entangled polymeric systems are tested in comparisons with various experimental data. It is found that quantitative…

Condensed Matter · Physics 2009-10-30 Matthias Fuchs , Kenneth S. Schweizer