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Related papers: KPZ equation tails for general initial data

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The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several…

Probability · Mathematics 2009-03-18 Andrew Richards

In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…

Statistics Theory · Mathematics 2019-02-11 Yaonan Jin , Yingkai Li , Yining Wang , Yuan Zhou

In systems where deposition rates are high compared to diffusion, desorption and other mechanisms that generate correlations, a crossover from random to correlated growth of surface roughness is expected at a characteristic time t_0. This…

Statistical Mechanics · Physics 2009-11-11 Fabio D. A. Aarao Reis

For extreme value copulas with a known upper tail dependence coefficient we find pointwise upper and lower bounds, which are used to establish upper and lower bounds of the Spearman and Kendall correlation coefficients. We shown that in all…

Probability · Mathematics 2018-12-11 Alexey V. Lebedev

Consider Bernoulli(1/2) percolation on $\Z^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make the…

Probability · Mathematics 2009-09-08 Adam Timar

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

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

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

Probability · Mathematics 2025-02-27 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

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…

Statistics Theory · Mathematics 2013-12-20 J. L. Wadsworth , J. A. Tawn

We report on the first exact solution of the KPZ equation in one dimension, with an initial condition which physically corresponds to the motion of a macroscopically curved height profile. The solution provides a determinantal formula for…

Statistical Mechanics · Physics 2015-03-13 Tomohiro Sasamoto , Herbert Spohn

Consider the upper tail probability that the homomorphism count of a fixed graph $H$ within a large sparse random graph $G_n$ exceeds its expected value by a fixed factor $1+\delta$. Going beyond the Erd\H{o}s-R\'enyi model, we establish…

Probability · Mathematics 2021-02-01 Sohom Bhattacharya , Amir Dembo

We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…

Optimization and Control · Mathematics 2026-03-12 Nina Maria Gottschling , Michele Caprio

We consider last passage percolation on $\mathbb Z^2$ with general weight distributions, which is expected to be a member of the Kardar-Parisi-Zhang (KPZ) universality class. In this model, an oriented path between given endpoints which…

Probability · Mathematics 2024-01-23 Shirshendu Ganguly , Milind Hegde

We consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq0$ with the reflecting boundary at $x=0$. The interface is initially flat, $h(x,t=0)=0$. We focus on the…

Statistical Mechanics · Physics 2019-05-01 Tomer Asida , Eli Livne , Baruch Meerson

We consider all totally asymmetric simple exclusion processes (TASEPs) whose transition probabilities are given in the Sch\"utz-type formulas and which jump with homogeneous rates. We show that the multi-point distribution of particle…

Probability · Mathematics 2023-01-10 Yuta Arai

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

Probability · Mathematics 2025-01-28 Jiawei Li , Tomasz Tkocz

Exponential tail bounds for sums play an important role in statistics, but the example of the $t$-statistic shows that the exponential tail decay may be lost when population parameters need to be estimated from the data. However, it turns…

Statistics Theory · Mathematics 2022-03-22 Guenther Walther

We consider the periodic totally asymmetric simple exclusion process with a general initial condition that properly approximates a periodic upper-semicontinuous function. We find the large time limit of the rescaled space-time multipoint…

Probability · Mathematics 2026-03-03 Jinho Baik , Yuchen Liao , Zhipeng Liu

We show that under the 1:2:3 scaling, critically probing large space and time, the height function of finite range asymmetric exclusion processes and the KPZ equation converge to the KPZ fixed point, constructed earlier as a limit of the…

Probability · Mathematics 2025-05-09 Jeremy Quastel , Sourav Sarkar

The upper tail problem in the Erd\H{o}s--R\'enyi random graph $G\sim\mathcal{G}_{n,p}$ asks to estimate the probability that the number of copies of a graph $H$ in $G$ exceeds its expectation by a factor $1+\delta$. Chatterjee and Dembo…

Combinatorics · Mathematics 2019-11-12 Bhaswar B. Bhattacharya , Shirshendu Ganguly , Eyal Lubetzky , Yufei Zhao