相关论文: Tails of the endpoint distribution of directed pol…

We obtain an asymptotic expansion for the tails of the random variable $\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2)$ where $\mathcal{A}_2$ is the Airy$_2$ process. Using the formula of Schehr \cite{Sch} that connects the density…

We study the model of Directed Polymers in Random Environment in 1+1 dimensions, where the distribution at a site has a tail which decays regularly polynomially with power \alpha, where \alpha \in (0,2). After proper scaling of temperature…

We study analytically and numerically the winding of directed polymers of length $t$ around each other or around a rod. Unconfined polymers in pure media have exponentially decaying winding angle distributions, the decay constant depending…

We study the probability $p \equiv p_\eta(t)$ that two directed polymers in a given random potential $\eta$ and with fixed and nearby endpoints, do not cross until time $t$. This probability is itself a random variable (over samples $\eta$)…

We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials

We give an explicit formula for the joint density of the max and argmax of the Airy$_2$ process minus a parabola. The argmax has a universal distribution which governs the rescaled endpoint for large time or temperature of directed polymers…

We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…

The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the…

An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…

We investigate the upper tail distribution of the partition function of the directed polymer in a random environment on $\mathbb Z^d$ in the weak disorder phase. We show that the distribution of the infinite volume partition function…

The optimal fluctuation approach is applied to study the most distant (non-universal) tails of the free-energy distribution function P(F) for an elastic string (of a large but finite length L) interacting with a quenched random potential. A…

We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with heavy tail of maximum distribution.

It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…

Understanding the tail behavior of distributions is crucial in statistical theory. For instance, the tail of a distribution plays a ubiquitous role in extreme value statistics, where it is associated with the likelihood of extreme events.…

Multivariate rapid variation describes decay rates of joint light tails of a multivariate distribution. We impose a local uniformity condition to control decay variation of distribution tails along different directions, and using…

Although power laws of the Zipf type have been used by many workers to fit rank distributions in different fields like in economy, geophysics, genetics, soft-matter, networks etc., these fits usually fail at the tails. Some distributions…

We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…

We obtain first decay rates of probabilities of tails of multivariate polynomials built on independent random variables with heavy tails. Then we derive stable limit theorems for nonconventional sums of the form $\sum_{Nt\geq n\geq…

A directed polymer is allowed to branch, with configurations determined by global energy optimization and disorder. A finite size scaling analysis in 2D shows that, if disorder makes branching more and more favorable, a critical transition…