Related papers: The $\Phi_3^4$ measure has sub-Gaussian tails
We discuss two-sided bounds for moments and tails of quadratic forms in Gaussian random variables with values in Banach spaces. We state a natural conjecture and show that it holds up to additional logarithmic factors. Moreover in a certain…
We consider Glauber dynamics reversible with respect to Gibbs measures with heavy tails. Spins are unbounded. The interactions are bounded and finite range. The self potential enters into two classes of measures, $\kappa$-concave…
Using an intrinsic approach, we study some properties of random fields which appear as tail fields of regularly varying stationary random fields. The index set is allowed to be a general locally compact Hausdorff Abelian group $\mathbb{G}$.…
In this note we prove that, for infinitely divisible laws, convergence of the fourth moment to 3 is sufficient to ensure convergence in law to the Gaussian distribution. Our results include infinitely divisible measures with respect to…
The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…
Kurtosis is seen as a measure of the discrepancy between the observed data and a Gaussian distribution and is defined when the 4th moment is finite. In this work an empirical study is conducted to investigate the behaviour of the sample…
We consider the sums $S_n=\xi_1+\cdots+\xi_n$ of independent identically distributed random variables. We do not assume that the $\xi$'s have a finite mean. Under subexponential type conditions on distribution of the summands, we find the…
We study the fractional $\Phi^4_3$-measure (with order $\alpha > 1$) and the dynamical problem of its canonical stochastic quantization: the three-dimensional stochastic damped fractional nonlinear wave equation with a cubic nonlinearity,…
Number counts of massive high-redshift clusters provide a window to study primordial non-Gaussianity. The current quality of data, however, forces the statistical analysis to probe a region of parameter space -- the extreme tail of the mass…
We propose a new method of measuring the third and fourth moments of return distribution based on quadratic variation method when the return process is assumed to have zero drift. The realized third and fourth moments variations computed…
In this paper a result of Latala about the tail behavior of Gaussian polynomials will be discussed. Latala proved an interesting result about this problem in paper [2]. But his proof applied an incorrect statement at a crucial point. Hence…
Measures of the non-Gaussianity of a random field depend on how accurately one is able to measure the field. If a signal measured at a certain point is to be averaged with its surroundings, or coarse-grained, the magnitude of its…
We consider large values of long linear exponential sums involving Fourier coefficients of holomorphic cusp forms. The sums we consider involve rational linear twists $e(nh/k)$ with sufficiently small denominators. We prove both pointwise…
We prove invariance of the Gibbs measure for the (gauge transformed) periodic quartic gKdV. The Gibbs measure is supported on H^s for s<1/2, and the quartic gKdV is analytically ill-posed in this range. In order to consider the flow in the…
We establish the exact low-energy asymptotics of the integrated density of states (Lifschitz tail) in a homogeneous magnetic field and Poissonian impurities with a repulsive single-site potential of Gaussian decay. It has been known that…
We study a novel cubic nonlinear effect, the tails-of-memory, which consist of a combination of the tail effect (backscattering of linear gravitational waves against the curvature of spacetime generated by the source) and the memory effect…
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…
The Euclidean $(\phi^{4})_{3,\epsilon$ model in $R^3$ corresponds to a perturbation by a $\phi^4$ interaction of a Gaussian measure on scalar fields with a covariance depending on a real parameter $\epsilon$ in the range $0\le \epsilon \le…
We review various inequalities for Mills' ratio (1 - \Phi)/\phi, where \phi and \Phi denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving finite continued fractions lead to a…
We prove that the ground state momentum distribution of a one-dimensional system of impenetrable bosons exhibits a $k^{-4}$ tail for any confining potential. We also derive an expression for easily computing the asymptotic occupation…