Related papers: Dynamical Lifshitz Tails

For regularized estimation, the upper tail behavior of the random Lipschitz coefficient associated with empirical loss functions is known to play an important role in the error bound of Lasso for high dimensional generalized linear models.…

This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

We give an explicit description of the behaviour of the root number in the family given by twists of an elliptic curve $E$ by the rational values of a polynomial $f(T)$. In particular, we give a criterion (on $f$ depending on $E$) for the…

A homeomorphism of the $2$-torus with Lefschetz number different from zero has a fixed point. We give a version of this result for nilpotent groups of diffeomorphisms. We prove that a nilpotent group of $2$-torus diffeomorphims has finite…

We derive the effective Ginzburg-Landau theory for finite momentum (FFLO/PDW) superconductivity without spin population imbalance from a model with local attraction and repulsive pair-hopping. We find that the GL free energy must include up…

This work investigates the tail behavior of solutions to the affine stochastic fixed-point equation of the form $X\stackrel{d}{=}AX+B$, where $X$ and $(A,B)$ are independent. Focusing on the light-tail regime, following [Burdzy et al.…

We derive a lower bound for moments of random chaoses of order two with coefficients in arbitrary Banach space F generated by independent symmetric random variables with logarithmically concave tails (which is probably two-sided). We also…

We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood. We provide conditions under which the perturbed system is ergodic and admits a…

We study tail risk dynamics in high-frequency financial markets and their connection with trading activity and market uncertainty. We introduce a dynamic extreme value regression model accommodating both stationary and local unit-root…

Bond-percolation graphs are random subgraphs of the d-dimensional integer lattice generated by a standard bond-percolation process. The associated graph Laplacians, subject to Dirichlet or Neumann conditions at cluster boundaries, represent…

We consider the rotation number $\rho(t)$ of a diffeomorphism $f_t=R_t\circ f$, where $R_t$ is the rotation by $t$ and $f$ is an orientation preserving $C^\infty$ diffeomorphism of the circle $S^1$. We shall show that if $\rho(t)$ is…

We investigate a Dirac-type equation in (2+1) dimensions modified by Lifshitz spatial derivatives with dynamical exponent $z=2$, focusing on the spectral properties of bound states under radial confinement. Analytical solutions are obtained…

We consider the upper and lower tail probabilities for the centered (by time$/24$) and scaled (according to KPZ time$^{1/3}$ scaling) one-point distribution of the Cole-Hopf solution of the KPZ equation when started with initial data drawn…

It is shown that the nonparametric maximum likelihood estimator of a univariate log-concave probability density satisfies desirable consistency properties in the tail regions. Specifically, let $P$ and $f$ denote the true underlying…

For a branching random walk that drifts to infinity, consider its Malthusian martingale, i.e.~the additive martingale with parameter $\theta$ being the smallest root of the characteristic equation. When particles are killed below the…

Let $f$ be an orientation and area preserving diffeomorphism of an oriented surface $M$ with an isolated degenerate fixed point $z_0$ with Lefschetz index one. Le Roux conjectured that $z_0$ is accumulated by periodic orbits. In this…

We consider a twisted quantum wave guide, and are interested in the spectral analysis of the associated Dirichlet Laplacian H. We show that if the derivative of rotation angle decays slowly enough at infinity, then there is an infinite…

We show how the small perturbations of a linear cocycle have a relative rotation number associated with an invariant measure of the base dynamics an with a $2$-dimensional bundle of the finest dominated splitting (provided that some…

We study the problem of differentially private stochastic convex optimization (DP-SCO) with heavy-tailed gradients, where we assume a $k^{\text{th}}$-moment bound on the Lipschitz constants of sample functions rather than a uniform bound.…