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A fringe subtree of a rooted tree is a subtree induced by one of the vertices and all its descendants. We consider the problem of estimating the number of distinct fringe subtrees in two types of random trees: simply generated trees and…
We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…
We give an explicit description of the law of terminal value $W$ of additive martingales in a remarkable branching stable process. We show that the right tail probability of the terminal value decays exponentially fast and the left tail…
We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…
We re-visit tail the index regressions framework. For linear specifications, we find that the usual full rank condition can fail because conditioning on extreme outcomes causes regressors to degenerate to constants. Taking this into…
Consider first passage percolation with identical and independent weight distributions and first passage time ${\rm T}$. In this paper, we study the upper tail large deviations $\mathbb{P}({\rm T}(0,nx)>n(\mu+\xi))$, for $\xi>0$ and $x\neq…
The upper tail problem in the Erd\H{o}s--R\'enyi random graph $G\sim\mathcal{G}_{n,p}$ asks to estimate the probability that the number of copies of a graph $H$ in $G$ exceeds its expectation by a factor $1+\delta$. Chatterjee and Dembo…
Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…
We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…
We study the extreme local structure of plane binary trees through the distribution of leaves at maximum depth. We first address two basic questions: (i) the asymptotic probability that exactly two leaves occur at the deepest level, and…
In this paper we consider the first passage percolation with identical and independent exponentially distributions, called the Eden growth model, and we study the upper tail large deviations for the first passage time ${\rm T}$. Our main…
We study an inhomogeneous generalization of the classical corner growth in which the weights are exponentially distributed with random parameters. Our main interest is in the quenched and annealed large deviation properties of the last…
This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators…
The recursive and hierarchical structure of full rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. In most of these cases, the full rooted tree is…
We encode a certain class of stochastic fragmentation processes, namely self-similar fragmentation processes with a negative index of self-similarity, into a metric family tree which belongs to the family of Continuum Random Trees of…
Distinguishing between continuous and first-order phase transitions is a major challenge in random discrete systems. We study the topic for events with recursive structure on Galton-Watson trees. For example, let $\mathcal{T}_1$ be the…
We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…
The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…