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Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…

Machine Learning · Statistics 2025-05-06 Mert Gurbuzbalaban , Yuanhan Hu , Umut Simsekli , Kun Yuan , Lingjiong Zhu

We show that the one-sided Dyck shift has a unique tail invariant topologically $\sigma$-finite measure (up to scaling). This invariant measure of the one sided Dyck turns out to be a shift-invariant probability. Furthermore, it is one of…

Dynamical Systems · Mathematics 2007-11-07 Tom Meyerovitch

We construct explicit one-parameter families of stationary measures for the Kardar-Parisi-Zhang equation in half-space with Neumann boundary conditions at the origin, as well as for the log-gamma polymer model in a half-space. The…

Probability · Mathematics 2023-05-10 Guillaume Barraquand , Ivan Corwin

We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…

Probability · Mathematics 2013-05-09 Andrey Sarantsev

We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…

Probability · Mathematics 2020-11-30 Witold M. Bednorz , Rafał M. Łochowski , Rafał Martynek

The results of this paper contribute to the study of invariant measures of Borel dynamical systems that can be modeled using generalized Bratteli diagrams. In this context, we study tail invariant measures on the path spaces of generalized…

Dynamical Systems · Mathematics 2026-02-24 Sergey Bezuglyi , Palle Jorgensen , Olena Karpel , Thiago Raszeja , Shrey Sanadhya

Several recent papers construct auxiliary polynomials to bound the Weil height of certain classes of algebraic numbers from below. Following these techniques, the author gave a general method for introducing auxiliary polynomials to…

Number Theory · Mathematics 2015-06-22 Charles L. Samuels

In 1992, Kalai and Kleitman proved a quasipolynomial upper bound on the diameters of convex polyhedra. Todd and Sukegawa-Kitahara proved tail-quasipolynomial bounds on the diameters of polyhedra. These tail bounds apply when the number of…

Combinatorics · Mathematics 2016-03-15 J. Mackenzie Gallagher , Edward D. Kim

In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal…

Risk Management · Quantitative Finance 2024-06-28 Corrado De Vecchi , Max Nendel , Jan Streicher

The notion of tail adversarial stability has been proven useful in obtaining limit theorems for tail dependent time series. Its implication and advantage over the classical strong mixing framework has been examined for max-linear processes,…

Statistics Theory · Mathematics 2023-07-28 Shuyang Bai , Ting Zhang

In the context of locally constant skew-products over the shift with circle fiber maps we introduce the notion of measures with periodic repetitive pattern, inspired by \cite{GorIlyKleNal:05} and which includes the non-hyperbolic measures…

Dynamical Systems · Mathematics 2020-09-15 Bruno Santiago , Régis Varão

In the context of orthogonal polynomials in the plane we introduce the notion of a polynomially small (PS) perturbation of a measure. In such a case we establish relative asymptotic results for the two sequences of the associated…

Complex Variables · Mathematics 2016-12-22 Edward B. Saff , Nikos Stylianopoulos

We consider a class of wave equations of the type $\partial_{tt} u + Lu + B\partial_{t} u = 0$, with a self-adjoint operator $L$, and various types of local damping represented by $B$. By establishing appropriate and raher precise estimates…

Analysis of PDEs · Mathematics 2017-03-07 Otared Kavian , Qiong Zhang

This short note gives a sufficient condition for having the class of polynomials dense in the space of square integrable functions with respect to a finite measure dominated by the Lebesgue measure in the real line, here denoted by $L^2$.…

Classical Analysis and ODEs · Mathematics 2016-03-14 Rodrigo Labouriau

We develop a polynomial reduction procedure that transforms any gauge fixed CHY amplitude integrand for $n$ scattering particles into a $\sigma$-moduli multivariate polynomial of what we call the $\textit{standard form}$. We show that a…

High Energy Physics - Theory · Physics 2016-09-05 Michael Zlotnikov

We provide polynomial upper bounds for the minimal sizes of distal cell decompositions in several kinds of distal structures, particularly weakly $o$-minimal and $P$-minimal structures. The bound in general weakly $o$-minimal structures…

Logic · Mathematics 2026-02-11 Aaron Anderson

The TWIST Collaboration has completed a new measurement of the energy-angle spectrum of positrons from the decay of highly polarized muons. A simultaneous measurement of the muon decay parameters {\rho}, {\delta}, and (P_{\mu}){\xi} tests…

Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…

Probability · Mathematics 2016-09-07 J. C. Breton , C. Houdré , N. Privault

We propose a measure of shape which is appropriate for the study of a complicated geometric structure, defined using the topology of neighborhoods of the structure. One aspect of this measure gives a new notion of fractal dimension. We…

Algebraic Topology · Mathematics 2010-12-20 Robert MacPherson , Benjamin Schweinhart

We study the local dimensions and local multifractal properties of measures on doubling metric spaces. Our aim is twofold. On one hand, we show that there are plenty of multifractal type measures in all metric spaces which satisfy only mild…

Classical Analysis and ODEs · Mathematics 2017-02-03 Antti Käenmäki , Tapio Rajala , Ville Suomala