相关论文: Note on the Heat-Kernel Decay for Random Walk amon…

We provide large deviations estimates for the upper tail of the number of triangles in scale-free inhomogeneous random graphs where the degrees have power law tails with index $-\alpha, \alpha \in (1,2)$. We show that upper tail…

The task of estimation of the tails of probability distributions having small samples seems to be still opened and almost unsolvable. The paper tries to make a step in filling this gap. In 2017 Jordanova et al. introduce six new…

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.…

An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…

Let $h:[0,1]\to\mathbb{R}$ be $C^2$ and such that $\sup_{[0,1]} h''<0$. For a (large) positive integer $n$, set $h_n(k) = n h(k/n)$ for any $k\in\{0,\dots,n\}$. We consider a random walk $(S_k)_{k\geq 0}$ with i.i.d.\ centred increments…

A popular account of the connection between random walks and electric networks.

We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…

In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and…

In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the stationary distribution. As a consequence, the light-tailed…

The fourfold research proposal regards in particular: critical oriented percolation; random walk limit laws; neural networks with long-range connections; the ant in a labyrinth.

Laboratory experiments were conducted to study heat transport characteristics in a nonhomogeneously heated fluid annulus subjected to rotation along the vertical axis (z). The nonhomogeneous heating was obtained by imposing radial and…

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

Veraverbeke's (1977) theorem relates the tail of the distribution of the supremum of a random walk with negative drift to the tail of the distribution of its increments, or equivalently, the probability that a centered random walk with…

Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

In this note we reconsider the late-time, power-law decay rate of scalar fields in a Kerr space-time background. We implement a number of mathematical and computational enhancements to our time-domain, (2+1)D Teukolsky evolution code and…

This paper has been withdrawn by the author, since now all four parts of the review are available as a single file 0804.1639. I also made some revision of the text in order to avoid misprints and some inaccurate expressions.

We obtain the rate of growth of long strange segments and the rate of decay of infinite horizon ruin probabilities for a class of infinite moving average processes with exponentially light tails. The rates are computed explicitly. We show…

In this paper, we will give a sufficient condition for a non-negative random variable $X$ to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability distribution function. We focus on the relation between the…

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.