Related papers: Optimal tail estimates for directed last passage s…
We consider the mean distribution functions Phi(r|l), Phi(B)(r|l), and Phi(S)(r|l), giving the probability that two sites on the incipient percolation cluster, on its backbone and on its skeleton, respectively, connected by a shortest path…
The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…
We propose a class of weighted least squares estimators for the tail index of a distribution function with a regularly varying upper tail. Our approach is based on the method developed by \cite{Holan2010} for the Parzen tail index.…
By a new type of finite size scaling analysis on the square lattice, and by renormalization group calculations on hierarchical lattices we investigate the effects of dilution on optimal undirected self-avoiding paths in a random…
We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights, continuing the program initiated by Bhamidi and van der Hofstad [6]. We describe our results…
Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…
We introduce and study a model of directed last-passage percolation in planar layered environment. This environment is represented by an array of random exponential clocks arranged in blocks, for each block the average waiting times depend…
In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…
We prove results for first-passage percolation on the configuration model with i.i.d. degrees having finite mean, infinite variance and i.i.d. weights with strictly positive support of the form Y=a+X, where a is a positive constant. We…
The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…
As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…
In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale under norming sequence 1/n, as in the classical Law of Large Numbers (LLN), by means of martingale differences…
We prove Airy process variational formulas for the one-point probability distribution of (discrete time parallel update) TASEP with general initial data, as well as last passage percolation from a general lattice path to a point. We also…
We investigate the use of optimization to compute bounds for extremal performance measures. This approach takes a non-parametric viewpoint that aims to alleviate the issue of model misspecification possibly encountered by conventional…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
We present a proof of an upper tail bound of the correct order (up to a constant factor in the exponent) in two classes of stationary models in the KPZ universality class. The proof is based on an exponential identity due to Rains in the…
Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…
For a unified analysis on the phase estimation, we focus on the limiting distribution. It is shown that the limiting distribution can be given by the absolute square of the Fourier transform of $L^2$ function whose support belongs to…
The sequence of random probability measures $\nu_n$ that gives a path of length $n$, $\unsur{n}$ times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the…
This paper focuses on the time constant for last passage percolation on complete graph. Let $G_n=([n],E_n)$ be the complete graph on vertex set $[n]=\{1,2,\ldots,n\}$, and i.i.d. sequence $\{X_e:e\in E_n\}$ be the passage times of edges.…