Related papers: The $\Phi_3^4$ measure has sub-Gaussian tails
We construct the $\Phi^4_3$ measure on a periodic three dimensional box as an absolutely continuous perturbation of a random shift of the Gaussian free field. The shifted measure is constructed via Girsanov's theorem and the relevant…
If the Euclidean norm is strongly concentrated with respect to a measure, the average distribution of an average marginal of this measure has Gaussian asymptotics that captures tail behaviour. If the marginals of the measure have…
We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the…
We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
The aim of this note is to estimate the tail of the distribution of the number of particles in an interval under determinantal and Pfaffian point processes. The main result of the note is that the square of the number of particles under the…
Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…
We consider the well-posedness of Bayesian inverse problems when the prior measure has exponential tails. In particular, we consider the class of convex (log-concave) probability measures which include the Gaussian and Besov measures as…
Let $f$ be an invertible transitive subshift of finite type over a bilateral symbol space $X$, let $\mu$ be a Gibbs measure for $f$ determined by a H\"older continuous potential on $X$, and let $A$ be an invertible continuous linear cocycle…
In this paper we obtain the non-asymptotic exact moment and tails estimates for polynomial on martingale differences. We give also some examples on order to show the exactness of obtained results.
We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class generalises the sub-Gaussian and sub-Exponential families to…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
The determination of a steeply falling energy spectrum from rare events with non-gaussian measurement errors is a delicate matter. The final shape of the spectrum may be severely distorted as a consequence of non-gaussian tails in the…
Building on the notes [Hai17], we give a sufficient condition for the marginal distribution of the solution of singular SPDEs on the $d$-dimensional torus to be singular with respect to the law of the Gaussian measure induced by the…
We study quadratic forms that can occur as trace forms of Galois field extensions L/K, under the assumption that K contains a primitive 4th root of unity. M. Epkenhans conjectured that any such form is a scaled Pfister form. We prove this…
We study numerically the late-time behaviour of the coupled Einstein Yang-Mills system. We restrict ourselves to spherical symmetry and employ Bondi-like coordinates with radial compactification. Numerical results exhibit tails with…
We present a construction of the fractional $\Phi^4$ Euclidean quantum field theory on $\mathbb{R}^3$ in the full subcritical regime via parabolic stochastic quantisation. Our approach is based on the use of a truncated flow equation for…
In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…
We study scale-invariant systems in the presence of Gaussian quenched electric disorder, focusing on the tails of the energy spectra induced by disorder. For relevant disorder we derive asymptotic expressions for the densities of…
We propose a novel mechanism for the origin of non-Gaussian tails in the probability distribution functions (PDFs) of local variables in nonlinear, diffusive, dynamical systems including passive scalars advected by chaotic velocity fields.…