相关论文: Precise Deviations Results for the Maxima of Some …

We consider the exactly solvable model of exponential directed last passage percolation on $\mathbb{Z}^2$ in the large deviation regime. Conditional on the upper tail large deviation event $\mathcal{U}_{\delta}:=\{T_{n}\geq (4+\delta)n\}$…

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…

Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…

We consider an Erd\H{o}s-R\'{e}nyi graph $\mathbb{G}(n,p)$ on $n$ vertices with edge probability $p$ such that \[ \sqrt{\frac{\log n}{\log \log n}} \ll np \le n^{1/2-o(1)}, \label{eq:abs} \tag{$\dagger$} \] and derive the upper tail large…

In this paper, we provide novel tail bounds on the optimization error of Stochastic Mirror Descent for convex and Lipschitz objectives. Our analysis extends the existing tail bounds from the classical light-tailed Sub-Gaussian noise case to…

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

In this paper, we study critical and subcritical branching $\alpha$-stable processes, $\alpha \in (0, 2)$. We obtain the exact asymptotic behaviors of the tails of the maximal positions of all subcritical branching $\alpha$-stable processes…

Determinantal point processes (DPPs) offer an elegant tool for encoding probabilities over subsets of a ground set. Discrete DPPs are parametrized by a positive semidefinite matrix (called the DPP kernel), and estimating this kernel is key…

For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…

In this article we focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the subcritical branching process with immigration $\{X_{n}\}_{n\in\mathbb{N_{+}}}$, under the condition that one of the offspring $\xi$ or immigration $\eta$ is…

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We…

This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within the context of stochastic difference equation $X^\eta_{j+1}(x)…

Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…

The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two \emph{independent} pure birth processes that are observed at a common exponentially…