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In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…
Kwapien and Woyczynski asked in their monograph (1992) whether their notion of superstrong domination is inherited when taking sums of independent symmetric random vectors (one vector dominates another if, essentially, tail probabilities of…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
In real-world applications, observations are often constrained to a small fraction of a system. Such spatial subsampling can be caused by the inaccessibility or the sheer size of the system, and cannot be overcome by longer sampling.…
In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem, is related to max-sum equivalence of the randomly weighted sums in bi-variate set…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds.…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…
The total number of fatalities of an epidemic outbreak is a dramatic but extremely informative quantity. Knowledge of the statistics of this quantity allows the calculation of the mean total number of fatalities conditioned to the fact that…
Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…
Let $X_{1,n}\le\cdots\le X_{n,n}$ be the order statistics of $n$ independent random variables with a common distribution function $F$ having right heavy tail with tail index $\gamma$. Given known constants $d_{i,n}$, $1\le i\le n$, consider…
Time evolution of number of species (genera, families, and others), population of them, and size distribution of present ones and life times are studied in terms of a new model, where population of each genetic taxon increases by a (random)…
We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…
We consider Bayesian inverse problems wherein the unknown state is assumed to be a function with discontinuous structure a priori. A class of prior distributions based on the output of neural networks with heavy-tailed weights is…
Understanding the properties of response time distributions is a long-standing problem in cognitive science. We provide a tutorial overview of several contemporary models that assume power law scaling is a plausible description of the…
Scaling laws, a defining feature of deep learning, reveal a striking power-law improvement in model performance with increasing dataset and model size. Yet, their mathematical origins, especially the scaling exponent, have remained elusive.…
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 that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.
We propose another proof of the high dimensional spectrum convergence of the weighted sample covariance, more concise and self-sufficient but with stronger, but reasonable assumptions. We explain and illustrates this theorem for different…