Related papers: Upper tail bounds for stationary KPZ models
We consider last-passage percolation models in two dimensions, in which the underlying weight distribution has a heavy tail of index alpha<2. We prove scaling laws and asymptotic distributions, both for the passage times and for the shape…
The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…
We study the bias of random bounded-degree polynomials over odd prime fields and show that, with probability exponentially close to 1, such polynomials have exponentially small bias. This also yields an exponential tail bound on the weight…
Obtaining the exact multi-time correlations for one-dimensional growth models described by the Kardar-Parisi-Zhang (KPZ) universality class is presently an outstanding open problem. Here, we study the joint probability distribution function…
We generalize the proof of Karamata's Theorem by the method of approximation by polynomials to the operator case. As a consequence, we offer a simple proof of \emph{uniform dual ergodicity} for a very large class of dynamical systems with…
We present several one-parameter family of higher order field theory models some of which admit explicit kink solutions with an exponential tail while others admit explicit kink solutions with a power-law tail. Various properties of these…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi))$, for $\xi>0$ and $x\neq…
We prove exponential convergence to the stationary measure for a class of 1d Lagrangian systems with random forcing in the space-periodic setting: $$ \phi_t+\phi_x^2/2=F^{\omega}, x \in S^1 = \mathbb{R}/\mathbb{Z}. $$ This confirms a part…
An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…
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…
We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…
In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten [12] and Goldie [8] all discount factors in the model are mutually independent. We prove that the tails of the…
This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…
We consider strictly stationary heavy tailed time series whose finite-dimensional exponent measures are concentrated on axes, and hence their extremal properties cannot be tackled using classical multivariate regular variation that is…
For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration…
In this note, we study the model of directed last passage percolation on $\mathbb{Z}^2$, with i.i.d. exponential weight. We consider the maximum paths from vertices $\left(0,\lfloor k^{2/3} \rfloor\right)$ and $(\lfloor k^{2/3} \rfloor,0)$…
For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof…
In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…
We prove non-asymptotic stretched exponential tail bounds on the height of a randomly sampled node in a random combinatorial tree, which we use to prove bounds on the heights and widths of random trees from a variety of models. Our results…