相关论文: Large deviations of the interference in the Ginibr…

We study the Sine$_\beta$ process introduced in [B. Valk\'o and B. Vir\'ag. Invent. math. (2009)] when the inverse temperature $\beta$ tends to 0. This point process has been shown to be the scaling limit of the eigenvalues point process in…

Stable distributions are of fundamental importance in probability theory, yet their absolute continuity makes them unsuitable for modeling count data. A discrete analog of strict stability has been previously proposed by replacing scaling…

Rating prediction is a core problem in recommender systems to quantify user's preferences towards items, however, rating imbalance naturally roots in real-world user ratings that cause biased predictions and lead to poor performance on tail…

Dynamical patterns in complex networks of coupled oscillators are both of theoretical and practical interest, yet to fully reveal and understand the interplay between pattern emergence and network structure remains to be an outstanding…

We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson's Brownian motion model, has an…

We look at the eigenvalues of the complex Ginibre Ensemble of random matrices consisting of $N$ eigenvalues. We study the event that for $ {c \in [0,1]}$, $\lfloor cN \rfloor$ of the eigenvalues are located outside of a disk of radius $ R…

Given $\alpha \in (0, \infty)$ and $r \in (0, \infty)$, let ${\cal D}_{r, \alpha}$ be the disc of radius $r$ in the hyperbolic plane having curvature $-\alpha^2$. Consider the Poisson point process having uniform intensity density on ${\cal…

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…

We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-varying tails, with tail indices $\alpha,\alpha'>0$,…

We investigate the joint distribution of nodes of small degrees and the degree profile in preferential dynamic attachment circuits. In particular, we study the joint asymptotic distribution of the number of the nodes of outdegree $0$…

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

Motivated by the recent discovery of a dispersive-to-nondispersive transition for linear waves in shear flows, we accurately explored the wavenumber-Reynolds number parameter map of the plane Poiseuille flow, in the limit of least-damped…

Condensation phenomena are ubiquitous in nature and are found in condensed matter, disordered systems, networks, finance, etc. In the present work we investigate one of the best frameworks in which condensation phenomena take place, namely,…

We explore extreme value phenomena in spatial scale-free random graphs in a continuum setting based on a homogeneous Poisson point process in $\mathbb{R}^d$. Vertices carry i.i.d. weights $(W_x)$ and, conditionally on the vertex set and the…

We give an approximate solution to the difficult inverse problem of inferring the topology of an unknown network from given time-dependent signals at the nodes. For example, we measure signals from individual neurons in the brain, and infer…

Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

Connectivity and capacity are two fundamental properties of wireless multi-hop networks. The scalability of these properties has been a primary concern for which asymptotic analysis is a useful tool. Three related but logically distinct…

The statistical distribution of levels of an integrable system is claimed to be a Poisson distribution. In this paper, we numerically generate an ensemble of N dimensional random diagonal matrices as a model for regular systems. We evaluate…

Extreme value theory offers a statistical framework for quantifying the risk of rare events, with the generalized Pareto (GP) distribution providing the canonical limit model for univariate threshold exceedances. In many applications,…