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

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We obtain in this work a sharp estimate on the left tail of the distribution of the so-called derivative martingale in the $L^4$ phase, answering a conjecture by H. Lacoin, R. Rhodes & V. Vargas in the framework of the Gaussian branching…

Probability · Mathematics 2023-12-22 Benjamin Bonnefont , Vincent Vargas

We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector $X$ has finite mean and covariance. In this setting, the radius of confidence intervals achieved…

Statistics Theory · Mathematics 2019-06-05 Samuel B. Hopkins

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$).…

Methodology · Statistics 2018-05-02 Andrea Fontanari , Nassim Nicholas Taleb , Pasquale Cirillo

We develop two new estimators for a general class of stationary GARCH models with possibly heavy tailed asymmetrically distributed errors, covering processes with symmetric and asymmetric feedback like GARCH, Asymmetric GARCH, VGARCH and…

Statistics Theory · Mathematics 2015-07-29 Jonathan B. Hill

We study the tail behavior for the maximum of discrete Gaussian free field on a 2D box with Dirichlet boundary condition after centering by its expectation. We show that it exhibits an exponential decay for the right tail and a double…

Probability · Mathematics 2012-09-26 Jian Ding

An extension of Riemmann's geometry into a direction dependent geometric structure is usually described by Finsler's geometry. Historically, this construction was motivated by the well-known Riemann's quartic length element example. Quite…

Mathematical Physics · Physics 2021-07-06 Yakov Itin

In a 4-dimensional (4D) weak field geometry governed by the linearized Einstein's equations and sourced primarily by a static, spatially localized, but otherwise arbitrary mass density $T_{00}$, it is known that the leading order tail part…

General Relativity and Quantum Cosmology · Physics 2014-07-17 Yi-Zen Chu

We study the fourth moment of quadratic Dirichlet $L$-functions at $s= \frac{1}{2}$. We show an asymptotic formula under the generalized Riemann hypothesis, and obtain a precise lower bound unconditionally. The proofs of these results…

Number Theory · Mathematics 2020-07-29 Quanli Shen

In our work we study the equations of the form $aX^4+bX^2 Y^2+cY^4=dZ^2$ over Gaussian integers by a method of the resolvents. We study as a new equations $X^4+6X^2 Y^2+Y^4=Z^2$ (Mordell's equation over $\mathbb{Z}[i]$),…

Number Theory · Mathematics 2016-08-01 Felix Sidokhine

Stochastic fractionally dissipative quasi-geostrophic type equation on $R^d$ with a multiplicative Gaussian noise is considered. We prove the existence of a martingale solution. In the 2D sub-critical case we prove also the pathwise…

Probability · Mathematics 2017-02-10 Zdzislaw Brzezniak , Elżbieta Motyl

We present a simple proof for bounding the smallest eigenvalue of the empirical covariance in a causal Gaussian process. Along the way, we establish a one-sided tail inequality for Gaussian quadratic forms using a causal decomposition. Our…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Ingvar Ziemann

We prove that every negatively associated sequence of Bernoulli random variables with "summable covariances" has a trivial tail sigma-field. A corollary of this result is the tail triviality of strongly Rayleigh processes. This is a…

Probability · Mathematics 2022-05-24 Kasra Alishahi , Milad Barzegar , Mohammadsadegh Zamani

The third part of the paper concludes the proof of the main result --- the description of the ergodic decomposition of infinite Pickrell measures. First it is shown that the scaling limit of radial parts of finite-dimensional infinite…

Dynamical Systems · Mathematics 2017-03-08 Alexander I. Bufetov

We derive a lower bound for moments of random chaoses of order two with coefficients in arbitrary Banach space F generated by independent symmetric random variables with logarithmically concave tails (which is probably two-sided). We also…

Probability · Mathematics 2025-02-20 Rafał Meller

Oscillating tails of dispersion-managed optical fiber system are studied for strong dispersion map in the framework of path-averaged Gabitov-Turitsyn equation. The small parameter of the analytical theory is the inverse time. An exponential…

Pattern Formation and Solitons · Physics 2015-06-26 Pavel M. Lushnikov

Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical…

Statistics Theory · Mathematics 2009-12-21 Hans Manner , Johan Segers

We study structure of solutions of the recently constructed minimal extensions of Einstein's gravity in four dimensions at the quartic curvature level. The extended higher derivative theory, just like Einstein's gravity, has only a massless…

High Energy Physics - Theory · Physics 2016-04-25 Atalay Karasu , Esin Kenar , Bayram Tekin

In the author's previous joint work with Hans-Joachim Hein, a mass formula for asymptotically locally Euclidean (ALE) Kaehler manifolds was proved, assuming only relatively weak fall-off conditions on the metric. However, the case of real…

Differential Geometry · Mathematics 2018-10-29 Claude LeBrun

Tensor models are measures for random tensors. They generalise matrix models and were developed to study random geometry in arbitrary dimension. Moreover, they are strongly connected to quantum gravity theories as additionally to the…

Mathematical Physics · Physics 2017-06-26 Thibault Delepouve

We aim to give a pedagogic and essentially self-contained presentation of the construction of various stochastic objects appearing in the dynamical $\Phi^4_3$ model. The construction presented here is based on the use of paraproducts. The…

Probability · Mathematics 2017-02-07 Jean-Christophe Mourrat , Hendrik Weber , Weijun Xu