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Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…
We derive an upper bound for the annealed return probability for the simple random walk on supercritical Bienaym\'e-Galton-Watson trees. The bound decays subexponentially in time $t$ with $t^{1/3}$ in the exponent. It is valid for all…
We propose a method for cutting down a random recursive tree that focuses on its higher degree vertices. Enumerate the vertices of a random recursive tree of size $n$ according to a decreasing order of their degrees; namely, let…
Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of…
We provide the first tight bounds on the lower tail probability of the one point distribution of the KPZ equation with narrow wedge initial data. Our bounds hold for all sufficiently large times $T$ and demonstrates a crossover between…
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 define the reflection of a random walk at a general barrier and derive, in case the increments are light tailed and have negative mean, a necessary and sufficient criterion for the global maximum of the reflected process to be finite…
Recently, there has been interest in extending long-known results about the multispecies coalescent tree to other models of gene trees. Results about the gene duplication and loss (GDL) tree have mathematical proofs, including species tree…
We investigate dominant late-time tail behaviors of massive scalar fields in nearly extreme Reissner-Nordstr\"{o}m background. It is shown that the oscillatory tail of the scalar fields has the decay rate of $t^{-5/6}$ at asymptotically…
In this paper, we study large time large deviations for the height function $\mathfrak{h}(x,t)$ of the $q$-deformed polynuclear growth introduced in ABW22 [arXiv:2108.06018]. We show that the upper-tail deviations have speed $t$ and derive…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
We consider three bivariate polynomial invariants $P$, $A$, and $S$ for rooted trees, as well as a trivariate polynomial invariant $M$. These invariants are motivated by random destruction processes such as the random cutting model or site…
In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…
Consider the linear nonhomogeneous fixed point equation R =_d sum_{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}_{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}_{i=1}^N is a sequence of i.i.d.…
We derive in this short report the exponential as well as power decreasing tail estimations for the sums of centered exchangeable random variables, alike ones for the sums of the centered independent ones.
We consider a type of random processes which satisfies the conditional increment condition and obtain an estimate for the tail probability and a Doob-type inequality of the maximum of the process. The main result is that, for processes…
We study Brownian motion in a drifted Brownian potential in the subexponential regime. We prove that the annealed probability of deviating below the almost sure speed has a polynomial rate of decay and compute the exponent in this power…
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail. When the model is normal, we show that the…