Related papers: On the long tail property of product convolution
Score-based generative models (SGMs) have achieved remarkable empirical success, motivating their application to a broad range of data distributions. However, extending them to heavy-tailed targets remains a largely open problem. Although…
Understanding the tail behavior of distributions is crucial in statistical theory. For instance, the tail of a distribution plays a ubiquitous role in extreme value statistics, where it is associated with the likelihood of extreme events.…
We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…
We study the probability density function for the fluctuations of the magnetic order parameter in the low temperature phase of the XY model of finite size. In two-dimensions this system is critical over the whole of the low temperature…
We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…
This note studies the asymptotic properties of the variable $$Z_d:=\frac{X_1}{d}|\{X_1+X_2=d\},$$ as $d\to \infty$. Here $X_1$ and $X_2$ are non-negative i.i.d. variables with a common twice differentiable density function $f$. General…
In this paper we study a new product of graphs called {\em tight product}. A graph $H$ is said to be a tight product of two (undirected multi) graphs $G_1$ and $G_2$, if $V(H)=V(G_1)\times V(G_2)$ and both projection maps $V(H)\to V(G_1)$…
Let R be a positive random variable independent of S which is beta distributed. In this paper we are interested on the relation between the distribution function of R and that of RS. For this model we derive first some distributional…
Phenotypically structured equations arise in population biology to describe the interaction of species with their environment that brings the nutrients. This interaction usually leads to selection of the fittest individuals. Models used in…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…
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 take an $L_1$-dense class of functions $\Cal F$ on a measurable space $(X,\Cal X)$ and a sequence of i.i.d. $X$-valued random variables $\xi_1,\dots,\xi_n$, and give a good estimate on the tail behaviour of $\sup\limits_{f\in\Cal…
Long-tailed data is a special type of multi-class imbalanced data with a very large amount of minority/tail classes that have a very significant combined influence. Long-tailed learning aims to build high-performance models on datasets with…
Following results of Kemperman and Pinelis, we show that if $X$ and $Y$ are real valued random variables such that $\mathbb{E}\left\vert Y\right\vert<\infty$ and for all non-decreasing convex $\varphi:\mathbb{R}\rightarrow [0,\infty)$,…
We consider the tail behavior of random variables $R$ which are solutions of the distributional equation $R\stackrel{d}{=}Q+MR$, where $(Q,M)$ is independent of $R$ and $|M|\le 1$. Goldie and Gr\"{u}bel showed that the tails of $R$ are no…
Diffusion models have emerged as powerful generative frameworks with widespread applications across machine learning and artificial intelligence systems. While current research has predominantly focused on linear diffusions, these…
Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…
Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…
We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy…