Related papers: Concentration inequalities and large deviations fo…

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

We study the probability $p \equiv p_\eta(t)$ that two directed polymers in a given random potential $\eta$ and with fixed and nearby endpoints, do not cross until time $t$. This probability is itself a random variable (over samples $\eta$)…

The greedy walk is a walk on a point process that always moves from its current position to the nearest not yet visited point. We consider here various point processes on two lines. We look first at the greedy walk on two independent…

We prove a version of Nagaev's theorem for the branching random walk with heavy-tailed associated random walk. For a branching random walk on $\mathbb{R}$ we consider the random measure $Z_n = \sum_{|u|=n} e^{-V_u} \delta_{V_u}$ where…

We establish Hoeffding-type concentration inequalities for the low and high tail bounds of sums of exchangeable random variables. Our results exhibit an anti-symmetry in such tail bounds due to the assumption of exchangeability, a…

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

What is the probability that the number of triangles in $\mathcal{G}_{n,p}$, the Erd\H{o}s-R\'enyi random graph with edge density $p$, is at least twice its mean? Writing it as $\exp[- r(n,p)]$, already the order of the rate function…

We prove a large deviation principle for the largest singular value of sparse non-Hermitian random matrices, or directed Erd\H{o}s-R\'enyi networks in the constant average degree regime $p =\frac{d}{n}$ where $d$ is fixed. Entries are…

In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which the tail probability…

If the edges of the complete graph $K_n$ are totally ordered, a simple path whose edges are in ascending order is called increasing. The worst-case length of the longest increasing path has remained an open problem for several decades, with…

We consider the sample average of a centered random walk in $\mathbb{R}^d$ with regularly varying step size distribution. For the first exit time from a compact convex set $A$ not containing the origin, we show that its tail is of lognormal…

The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfultool to deal with the optimal control problems of mean-field…

We show that the quotient of Levy processes of jump-diffusion type has a fat-tailed distribution. An application is to price theory in economics. We show that fat tails arise endogenously from modeling of price change based on an excess…

We present a new class of prior measures in connection to $\ell_p$ regularization techniques when $p \in(0,1)$ which is based on the generalized Gamma distribution. We show that the resulting prior measure is heavy-tailed, non-convex and…

The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…

We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

We investigate the statistics of extremal path(s) (both the shortest and the longest) from the root to the bottom of a Cayley tree. The lengths of the edges are assumed to be independent identically distributed random variables drawn from a…

Given an initial point $x_0 \in \mathbb{R}^d$ and a sequence of vectors $v_1, v_2, \dots$ in $\mathbb{R}^d$, we define a greedy sequence by setting $x_{n} = x_{n-1} \pm v_n$ where the sign is chosen so as to minimize $\|x_n\|$. We prove…