Related papers: The $\Phi_3^4$ measure has sub-Gaussian tails
We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…
Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…
We present explicit estimates of right and left tails and exact (up to universal, multiplicative constants) estimates of tails and moments of hitting times of Bessel processes. The latter estimates are obtained from more general estimates…
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…
We obtain in this paper a non-asymptotic non-improvable up to multiplicative constant moment and exponential tail estimates for distribution for U-statistics by means of martingale representation. We show also the exactness of obtained…
We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…
The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the…
We construct the $\Phi^4_3$ measure on an arbitrary 3-dimensional compact Riemannian manifold without boundary as an invariant probability measure of a singular stochastic partial differential equation. Proving the nontriviality and the…
In this thesis, I determine a bound on the defect of terminal Gorenstein quartic 3-folds. More generally, I study the defect of terminal Gorenstein Fano 3-folds of Picard rank 1 and genus at least 3. I state a geometric "motivation" of non…
It is shown that the ratio of factorial cumulant moments to factorial moments for a multiplicity distribution truncated in the tail reveals oscillations in sign similar to those observed in experimental data. It is suggested that this…
In this paper we prove the existence of the high-energy tails for electron distribution function of the Boltzmann equation for semiconductors, in the stationary and homogeneous regime, in the analytic band approximation and scattering with…
Whilst current observational evidence favors a close-to-Gaussian spectrum of primordial perturbations, there exist many models of the early Universe that predict this distribution to have exponentially enhanced or suppressed tails. In this…
We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of $\beta$-ensembles in three cases : the case of Wigner matrices without Gaussian tails, that is Wigner…
In our paper we extend some results of the theory of Fourier quasicrystals on the real line to a horizontal strip of finite width. For measures in a strip we use a natural generalization of the usual Fourier transform for measures on the…
Nowadays in density estimation, posterior rates of convergence for location and location-scale mixtures of Gaussians are only known under light-tail assumptions; with better rates achieved by location mixtures. It is conjectured, but not…
Reliable calculations of financial risk require that the fat-tailed nature of prices changes is included in risk measures. To this end, a non-Gaussian approach to financial risk management is presented, modeling the power-law tails of the…
We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the difference between the tails of an infinitely…
We obtain upper bounds for the fourth and higher moments of short exponential sums involving Fourier coefficients of holomorphic cusp forms twisted by rational additive twists with small denominators.
Most of the modern literature on robust mean estimation focuses on designing estimators which obtain optimal sub-Gaussian concentration bounds under minimal moment assumptions and sometimes also assuming contamination. This work looks at…
We study the upper tail of the number of arithmetic progressions of a given length in a random subset of {1,...,n}, establishing exponential bounds which are best possible up to constant factors in the exponent. The proof also extends to…