Related papers: Polynomial Tail Decay for Stationary Measures

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fields on $\mathbb{Z}^2$ with moving average coefficients…

We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…

In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the stationary distribution. As a consequence, the light-tailed…

We study right limits of the Bergman Shift matrix. Our results have applications to ratio asymptotics, weak asymptotic measures, relative asymptotics, and zero counting measures of the orthogonal and orthonormal polynomials.

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…

Given a graph $G$ and collection of subgraphs $T$ (called tiles), we consider covering $G$ with copies of tiles in $T$ so that each vertex $v\in G$ is covered with a predetermined multiplicity. The multinomial tiling model is a natural…

We implement a differential-geometric approach to normal forms for contracting measurable cocycles to $\mbox{Diff}^q({\bf R}^n, {\bf 0})$, $q \geq 2$. We obtain resonance polynomial normal forms for the contracting cocycle and its…

We estimate from above and below the dimension of invariant measure for contracting-on-average iterated function systems in $\R^d$.

We prove that the stationary measures for the free-energy increment process for the geometric last passage percolation (LPP) and log-gamma polymer model on a diagonal strip is given by a marginal of a two-layer Gibbs measure with a simple…

In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…

This paper studies properties of functions having monotone tails. We extend Theorem 1 of Dhaene et al. (2002a) and show how the tail quantiles of a random variable transformed with a monotone tail function can be expressed as the…

We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…

We study the upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider annealed estimates, that is when we average over both randomness,…

We study experimentally systems of orthogonal polynomials with respect to self-similar measures. When the support of the measure is a Cantor set, we observe some interesting properties of the polynomials, both on the Cantor set and in the…

A popular measure of association is the tail dependence coefficient which measures the strength of dependence in either the lower-left or upper-right tail of a bivariate distribution. In this paper, we develop the idea of quantile…

We consider a Markov chain on $R^+$ with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invariant tail distribution is proven; such a heavy-tailed invariant…

This work is devoted to study the deformation of spacetime metrics as generalized conformal transformations. Some applications are also considered, in particular the equations of motion in deformed spacetime are studied.