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Related papers: KPZ equation tails for general initial data

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Let $N$ be the number of triangles in an Erd\H{o}s-R\'enyi graph $\mathcal{G}(n,p)$ on $n$ vertices with edge density $p=d/n,$ where $d>0$ is a fixed constant. It is well known that $N$ weakly converges to the Poisson distribution with mean…

Probability · Mathematics 2022-02-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

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

The $(d+1)$-dimensional KPZ equation is the canonical model for the growth of rough $d$-dimensional random surfaces. A deep mathematical understanding of the KPZ equation for $d=1$ has been achieved in recent years, and the case $d\ge 3$…

Probability · Mathematics 2019-05-30 Sourav Chatterjee , Alexander Dunlap

We consider the weakly asymmetric limit of simple exclusion process with drift to the left, starting from step Bernoulli initial data with $\rho_-<\rho_+$ so that macroscopically one has a rarefaction fan. We study the fluctuations of the…

Probability · Mathematics 2013-05-27 Ivan Corwin , Jeremy Quastel

We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…

Probability · Mathematics 2026-04-27 Stephen Jordan Harrison

In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its L\'evy measure. As an application of that result, we obtain two-sided estimates…

Probability · Mathematics 2019-05-02 Soobin Cho , Panki Kim

We consider the Kardar-Parisi-Zhang equation on the interval $[0,L]$ with Neumann type boundary conditions and boundary parameters $u,v$. We show that the $k$-th order cumulant of the height behaves as $c_k(L,u,v)\, t$ in the large time…

Mathematical Physics · Physics 2025-07-21 Guillaume Barraquand , Pierre Le Doussal

We consider a priori generalization bounds developed in terms of cross-validation estimates and the stability of learners. In particular, we first derive an exponential Efron-Stein type tail inequality for the concentration of a general…

Machine Learning · Statistics 2017-06-20 Karim Abou-Moustafa , Csaba Szepesvari

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

Probability · Mathematics 2017-12-12 Svante Janson , Lutz Warnke

We study the probability distribution $\mathcal{P}(H,t,L)$ of the surface height $h(x=0,t)=H$ in the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimension when starting from a parabolic interface, $h(x,t=0)=x^2/L$. The limits of…

Statistical Mechanics · Physics 2016-10-06 Alex Kamenev , Baruch Meerson , Pavel V. Sasorov

We provide large deviations estimates for the upper tail of the number of triangles in scale-free inhomogeneous random graphs where the degrees have power law tails with index $-\alpha, \alpha \in (1,2)$. We show that upper tail…

Probability · Mathematics 2024-03-25 Clara Stegehuis , Bert Zwart

The paper suggests a simple method of deriving minimax lower bounds to the accuracy of statistical inference on heavy tails. A well-known result by Hall and Welsh (Ann. Statist. 12 (1984) 1079-1084) states that if $\hat{\alpha}_n$ is an…

Statistics Theory · Mathematics 2014-03-14 S. Y. Novak

We study in the present article the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda |\nabla h(t,x)|^2 +\sqrt{D}\, \eta(t,x), \qquad (t,x)\in\mathbb{R}_+\times\mathbb{R}^d $$ in $d\ge 3$ dimensions in the…

Analysis of PDEs · Mathematics 2018-01-24 Jacques Magnen , Jérémie Unterberger

The relaxation time limit of the one-point distribution of the spatially periodic totally asymmetric simple exclusion process is expected to be the universal one point distribution for the models in the KPZ universality class in a periodic…

Probability · Mathematics 2020-08-18 Jinho Baik , Zhipeng Liu , Guilherme L. F. Silva

We study the KPZ equation (in D = 2, 3 and 4 spatial dimensions) by using a RSOS discretization of the surface. We measure the critical exponents very precisely, and we show that the rational guess is not appropriate, and that 4D is not the…

Statistical Mechanics · Physics 2009-10-31 E. Marinari , A. Pagnani , G. Parisi

The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…

Probability · Mathematics 2023-05-03 Jinho Baik , Andrei Prokhorov , Guilherme L. F. Silva

We consider the narrow wedge solution to the Kardar-Parisi-Zhang stochastic PDE under the characteristic $3:2:1$ scaling of time, space and fluctuations. We study the correlation of fluctuations at two different times. We show that when the…

Probability · Mathematics 2020-07-14 Ivan Corwin , Promit Ghosal , Alan Hammond

We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…

Probability · Mathematics 2019-05-21 Sam Justice , N. D. Shyamalkumar

We study generalisations of a simple, combinatorial proof of a Chernoff bound similar to the one by Impagliazzo and Kabanets (RANDOM, 2010). In particular, we prove a randomized version of the hitting property of expander random walks and…

Discrete Mathematics · Computer Science 2015-01-16 Jan Hązła , Thomas Holenstein

In this work, we investigate how to develop sharp concentration inequalities for sub-Weibull random variables, including sub-Gaussian and sub-exponential distributions. Although the random variables may not be sub-Guassian, the tail…

Statistics Theory · Mathematics 2026-03-30 Yinan Shen , Jinchi Lv