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We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…

复变函数 · 数学 2016-11-15 Kenji Nakagawa

Exponential, and not Gaussian, decay of probability density functions was studied by Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive motion of single particles in disordered media were recently…

统计力学 · 物理学 2022-09-09 Stanislav Burov , Wanli Wang , Eli Barkai

We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…

概率论 · 数学 2021-06-17 Bénédicte Haas

We consider Glauber dynamics reversible with respect to Gibbs measures with heavy tails. Spins are unbounded. The interactions are bounded and finite range. The self potential enters into two classes of measures, $\kappa$-concave…

概率论 · 数学 2008-11-18 Cyril Roberto

We observe that approximate copies of the function $\Lambda _{n}:\mathbb{R}^{n}\rightarrow (0,\infty )$ defined by \begin{equation*} \Lambda _{n}(x)=\exp \left( -x_{1}-\pi \sum_{i=2}^{n}x_{i}^{2}\right) \end{equation*} appear in the tails…

概率论 · 数学 2019-06-19 Daniel Fresen

In transport processes across materials like glasses, living cells, and porous media, the probability density function of displacements exhibits exponential decay rather than Gaussian behavior. We show that this universal behavior of rare…

统计力学 · 物理学 2024-10-31 R. K. Singh , Stanislav Burov

Quantal systems are predicted to show a change-over from exponential decay to power law decay at very long times. Although most theoretical studies predict integer power-law exponents, recent measurements by Rothe et al. of decay…

量子物理 · 物理学 2009-11-13 J. Martorell , J. G. Muga , D. W. L. Sprung

Using an intrinsic approach, we study some properties of random fields which appear as tail fields of regularly varying stationary random fields. The index set is allowed to be a general locally compact Hausdorff Abelian group $\mathbb{G}$.…

概率论 · 数学 2023-01-11 Günter Last

This short note gives a sufficient condition for having the class of polynomials dense in the space of square integrable functions with respect to a finite measure dominated by the Lebesgue measure in the real line, here denoted by $L^2$.…

经典分析与常微分方程 · 数学 2016-03-14 Rodrigo Labouriau

We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the difference between the tails of an infinitely…

概率论 · 数学 2020-01-30 Toshiro Watanabe

We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…

概率论 · 数学 2024-01-22 Sandro Franceschi , Tomoyuki Ichiba , Ioannis Karatzas , Kilian Raschel

In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…

统计力学 · 物理学 2024-02-22 Omer Hamdi , Stanislav Burov , Eli Barkai

The behavior of Laplacian eigenfunctions in domains with branches is investigated. If an eigenvalue is below a threshold which is determined by the shape of the branch, the associated eigenfunction is proved to exponentially decay inside…

数学物理 · 物理学 2020-01-03 Andrey Delitsyn , Binh-Thanh Nguyen , Denis S. Grebenkov

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

概率论 · 数学 2026-04-17 Alexander Iksanov , Oleh Iksanov

A map $f$ on a compact metric space is expansive if and only if $f^n$ is expansive. We study the exponential rate of decay of the expansive constant of $f^n$. A major result is that this rate times box dimension bounds topological entropy.

动力系统 · 数学 2011-01-06 Peng Sun

We study deviation of U-statistics when samples have heavy-tailed distribution so the kernel of the U-statistic does not have bounded exponential moments at any positive point. We obtain an exponential upper bound for the tail of the…

概率论 · 数学 2023-01-30 Milad Bakhshizadeh

In this paper we continue our study of the Laplacian on manifolds with axial analytic asymptotically cylindrical ends initiated in~arXiv:1003.2538. By using the complex scaling method and the Phragm\'{e}n-Lindel\"{o}f principle we prove…

谱理论 · 数学 2010-07-27 Victor Kalvin

We describe some salient features as well as some recent developments concerning short-time deviations from the exponential decay law in the context of Quantum Mechanics by using the Lee Hamiltonian approach and Quantum Field Theory by…

量子物理 · 物理学 2015-06-18 Francesco Giacosa

We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…

动力系统 · 数学 2018-09-14 V Araujo , M J Pacifico

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

概率论 · 数学 2018-02-13 Benoît Kloeckner
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