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We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…
We consider random resistor networks with nodes given by a point process on $\mathbb{R}^d$ and with random conductances. The length range of the electrical filaments can be unbounded. We assume that the randomness is stationary and ergodic…
To study transport properties of complex networks, we analyze the equivalent conductance $G$ between two arbitrarily chosen nodes of random scale-free networks with degree distribution $P(k)\sim k^{-\lambda}$ in which each link has the same…
We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…
The one-step replica symmetry breaking cavity method is proposed as a new tool to investigate large deviations in random graph ensembles. The procedure hinges on a general connection between negative complexities and probabilities of rare…
In this paper, we present a novel approach based on the random walk process for finding meaningful representations of a graph model. Our approach leverages the transient behavior of many short random walks with novel initialization…
Normalizing flows are a flexible class of probability distributions, expressed as transformations of a simple base distribution. A limitation of standard normalizing flows is representing distributions with heavy tails, which arise in…
We consider a random walk in an i.i.d. Cauchy-tailed conductances environment. We obtain a quenched functional CLT for the suitably rescaled random walk, and, as a key step in the arguments, we improve the local limit theorem for…
Transport in undoped graphene is related to percolating current patterns in the networks of {\em N-} and {\em P}-type regions reflecting the strong bipolar charge density fluctuations. Transmissions of the {\em P-N} junctions, though small,…
This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of…
The quantum transport properties of a graphene kirigami similar to those studied in recent experiments are calculated in the regime of elastic, reversible deformations. Our results show that, at low electronic densities, the conductance…
Importance sampling algorithms for heavy-tailed random walks are considered. Using a specification with algorithms based on mixtures of the original distribution with some other distribution, sufficient conditions for obtaining bounded…
Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…
The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…
Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of mainstream random probability measures such as the Dirichlet process (DP). The first contribution of this paper focuses on characterizing the tails…
We introduce and summarise results from the recent paper `Scaling limits of stochastic processes associated with resistance forms', and also applications from `Time-changes of stochastic processes associated with resistance forms', which…
Models with mixed origins of anomalous subdiffusion have been considered important for understanding transport in biological systems. Here, one such mixed model, the quenched trap model (QTM) on fractal lattices, is investigated. It is…
I start by reviewing some basic properties of random graphs. I then consider the role of random walks in complex networks and show how they may be used to explain why so many long tailed distributions are found in real data sets. The key…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…
In this paper we give a survey of methods used to calculate values of resistance distance (also known as effective resistance) in graphs. Resistance distance has played a prominent role not only in circuit theory and chemistry, but also in…