Related papers: Large deviations for triangles in scale-free rando…

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…

Given a sequence of $s$-uniform hypergraphs $\{H_n\}_{n \geq 1}$, denote by $T_p(H_n)$ the number of edges in the random induced hypergraph obtained by including every vertex in $H_n$ independently with probability $p \in (0, 1)$. Recent…

Geometric scale-free random graphs are popular models for networks that exhibit as heavy-tailed degree distributions, small-worldness and high clustering. In these models, vertices have weights that cause the heavy-tailed degrees and are…

In this paper, we consider an analog of the well-studied extremal problem for triangle-free subgraphs of graphs for uniform hypergraphs. A loose triangle is a hypergraph $T$ consisting of three edges $e,f$ and $g$ such that $|e \cap f| = |f…

Let $\mathcal{T}$ be a finite nonempty set of $3$-element subsets of a totally ordered set $V$. We view $\mathcal{T}$ as the set of triangles in the support graph. Let $\delta_{1,\mathcal{T}}$ be the signed edge-triangle incidence matrix,…

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Given a fixed graph H, what is the (exponentially small) probability that the number X_H of copies of H in the binomial random graph G_{n,p} is at least twice its mean? Studied intensively since the mid 1990s, this so-called infamous upper…

We show that by restricting the degrees of the vertices of a graph to an arbitrary set \( \Delta \), the threshold point $ \alpha(\Delta) $ of the phase transition for a random graph with $ n $ vertices and $ m = \alpha(\Delta) n $ edges…

It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…

In many areas of interest, modern risk assessment requires estimation of the extremal behaviour of sums of random variables. We derive the first order upper-tail behaviour of the weighted sum of bivariate random variables under weak…

We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…

We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy…

We study the size of the largest clique $\omega(G(n,\alpha))$ in a random graph $G(n,\alpha)$ on $n$ vertices which has power-law degree distribution with exponent $\alpha$. We show that for `flat' degree sequences with $\alpha>2$ whp the…

We prove deviation inequalities for sums of high-dimensional random matrices and operators with dependence and {\rc heavy tails}. Estimation of high-dimensional matrices is a concern for numerous modern applications. However, most results…

We generalize the random graph evolution process of Bohman, Frieze, and Wormald [T. Bohman, A. Frieze, and N. C. Wormald, Random Struct. Algorithms, 25, 432 (2004)]. Potential edges, sampled uniformly at random from the complete graph, are…

In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree distributions in a large social network. The degree…

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 consider the supercritical bond percolation on $\mathbb Z^d$ and study the graph distance on the percolation graph called the chemical distance. It is well-known that there exists a deterministic constant $\mu(x)$ such that the chemical…

We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of $\beta$-ensembles in three cases : the case of Wigner matrices without Gaussian tails, that is Wigner…

Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…