Related papers: The $\Phi_3^4$ measure has sub-Gaussian tails

We prove the existence and the invariance of a Gibbs measure associated to the defocusing sub-quintic Nonlinear Schroedinger equations on the disc of the plane $\R^2$. We also prove an estimate giving some intuition to what may happen in 3…

We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a non-asymptotic point of view. In particular, we define estimators with a…

We prove Gaussian tail estimates for the transition probability of $n$ particles evolving as symmetric exclusion processes on $\bb Z^d$, improving results obtained in \cite{l}. We derive from this result a non-equilibrium Boltzmann-Gibbs…

We present the elliptical processes -- a family of non-parametric probabilistic models that subsumes the Gaussian process and the Student-t process. This generalization includes a range of new fat-tailed behaviors yet retains computational…

In this article two methods to distinguish between polynomial and exponential tails are introduced. The methods are mainly based on the properties of the residual coefficient of variation for the exponential and non-exponential…

This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…

This is the second part of a series of papers where we consider questions related to the tail profile of the bulk/boundary quotients of Gaussian multiplicative chaos measures appearing in boundary Liouville conformal field theory. In this…

The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…

We construct a family of self-similar solutions with fat tails to a quadratic kinetic equation. This equation describes the long time behaviour of weak solutions with finite mass to the weak turbulence equation associated to the nonlinear…

Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities…

We prove an existence result for twisted K\"ahler-Einstein metrics, assuming an appropriate twisted K-stability condition. An improvement over earlier results is that certain non-negative twisting forms are allowed.

We study the set of curvature functions which a given compact manifold with boundary can possess. First, we prove that the sign demanded by the Gauss-Bonnet Theorem is a necessary and sufficient condition for a given function to be the…

We prove that certain Gibbs measures on subshifts of finite type are nonsingular and ergodic for certain countable equivalence relations, including the orbit relation of the adic transformation (the same as equality after a permutation of…

In this paper, we study certain compact 4-manifolds with non-negative sectional curvature $K$. If $s$ is the scalar curvature and $W_+$ is the self-dual part of Weyl tensor, then it will be shown that there is no metric $g$ on $S^2 \times…

Let $\mu$ be a positive measure on the real line with locally finite support $\Lambda$ and integer masses such that its Fourier transform in the sense of distributions is a purely point measure. An explicit form is found for an entire…

We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes $X$, in both continuous- and discrete-time framework. All results obtained here are new for the discrete-time case. In the…

In this paper, we prove exponential tail bounds for canonical (or degenerate) $U$-statistics and $U$-processes under exponential-type tail assumptions on the kernels. Most of the existing results in the relevant literature often assume…

Let $F$ denote a number field and let $\mathfrak{q}\subset O_F$ traverse a sequence of prime ideals with norm $N(\mathfrak{q}) \to \infty$ and for each $\mathfrak{q}$, let $\chi \in \widehat{F^{\times}\setminus \mathbb{A}^\times}$ be a…

We study the behavior of the tail of a measure $\mu^{\boxtimes t}$, where $\boxtimes t$ is the $t$-fold free multiplicative convolution power for $t\geq 1$. We focus on the case where $\mu$ is a probability measure on the positive half-line…

I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…