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A geometrically polar granular rod confined in 2-D geometry, subjected to a sinusoidal vertical oscillation, undergoes noisy self-propulsion in a direction determined by its polarity. When surrounded by a medium of crystalline spherical…

Statistical Mechanics · Physics 2011-03-21 Nitin Kumar , Sriram Ramaswamy , A. K. Sood

We prove the first explicit rate of convergence to the Tracy-Widom distribution for the fluctuation of the largest eigenvalue of sample covariance matrices that are not integrable. Our primary focus is matrices of type $ X^*X $ and the…

Probability · Mathematics 2019-12-12 Haoyu Wang

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex…

Probability · Mathematics 2013-05-28 Christoph Kopp , Ilya Molchanov

In this paper, we present a new framework to obtain tail inequalities for sums of random matrices. Compared with existing works, our tail inequalities have the following characteristics: 1) high feasibility--they can be used to study the…

Machine Learning · Computer Science 2019-10-10 Chao Zhang , Min-Hsiu Hsieh , Dacheng Tao

We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of…

Probability · Mathematics 2020-04-21 Fanny Augeri

We consider the large deviations at the order of the variance for the central value of a family of $L$-functions among the members with bounded discriminant. When there is an upper bound on an integer moment of the central value twisted by…

Number Theory · Mathematics 2025-10-07 N. Creighton

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

Probability · Mathematics 2024-03-05 Zdzisław Brzeźniak , Qi Li , Tusheng Zhang

We develop the study of a particular class of biorthogonal measures, encompassing at the same time several random matrix models and partition functions of polymers. This general framework allows us to characterize the partition functions of…

Mathematical Physics · Physics 2024-10-31 Mattia Cafasso , Tom Claeys

We revisit the study of the mass functions and the bias of dark matter halos. Focusing on the limit of rare massive halos, we point out that exact analytical results can be obtained for the large-mass tail of the halo mass function. This is…

Cosmology and Nongalactic Astrophysics · Physics 2010-01-22 P. Valageas

We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $\rho\in (0,1)$ and points $v_N=((1-\rho)^2 N,\rho^2 N)$ going to infinity along the characteristic direction, we…

Probability · Mathematics 2020-11-02 Manan Bhatia

Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution which density on the half line has a polynomial decay at infinity. Starting from a standard…

Probability · Mathematics 2019-05-16 O. A. Manita , A. Yu. Veretennikov

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging…

Optimization and Control · Mathematics 2021-02-23 Hongjian Wang , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli , Murat A. Erdogdu

In this article we establish a large deviation principle for the family {\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochastic processes {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack 0,1]} is a…

Probability · Mathematics 2009-04-06 Z. Qian , C. Xu

The probability of observing a large deviation (LD) in the number of particles in a region $\Lambda$ in a dilute quantum gas contained in a much larger region $V$ is shown to decay as $\exp[-|\Lambda|\Delta F]$, where $|\L|$ is the volume…

Statistical Mechanics · Physics 2007-05-23 G. Gallavotti , J. L. Lebowitz , V. Mastropietro

We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…

Statistical Mechanics · Physics 2026-04-06 Alain Comtet , Pierre Le Doussal , Naftali R. Smith

We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$. We are interested in estimating the lower tail…

Combinatorics · Mathematics 2019-04-12 Yufei Zhao

The d'Arcais polynomials $P_n(z)$ for $n\in\{0,1,\dots\}$ are defined as $\sum_{n=0}^{\infty} P_n(z) q^n = \exp(-z\ln((q;q)_{\infty}))$ where the $q$-Pochhammer symbol is $(q;q)_{\infty} = \prod_{k=1}^{\infty} (1-q^k)$ for $|q|<1$. Denoting…

Probability · Mathematics 2026-02-03 Shannon Starr

Recent exact predictions for the massive scaling limit of the two dimensional XY-model are based on the equivalence with the sine-Gordon theory and include detailed results on the finite size behavior. The so-called step-scaling function of…

High Energy Physics - Lattice · Physics 2010-04-05 Janos Balog , Francesco Knechtli , Tomasz Korzec , Ulli Wolff

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

This work studies the systematic organization of higher-order gravitational quadrupole tails using generalized unitarity methods imported from the study of scattering amplitudes. The first major result is a constructive algorithm for…

High Energy Physics - Theory · Physics 2024-09-27 Alex Edison