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相关论文: KPZ equation tails for general initial data

200 篇论文

We derive simple but nearly tight upper and lower bounds for the binomial lower tail probability (with straightforward generalization to the upper tail probability) that apply to the whole parameter regime. These bounds are easy to compute…

概率论 · 数学 2022-11-04 Huangjun Zhu , Zihao Li , Masahito Hayashi

In the parking model on $\mathbb{Z}^d$, each vertex is initially occupied by a car (with probability $p$) or by a vacant parking spot (with probability $1-p$). Cars perform independent random walks and when they enter a vacant spot, they…

概率论 · 数学 2020-08-13 Michael Damron , Hanbaek Lyu , David Sivakoff

We prove that the random variable $\ct=\argmax_{t\in\rr}\{\aip(t)-t^2\}$ has tails which decay like $e^{-ct^3}$. The distribution of $\ct$ is a universal distribution which governs the rescaled endpoint of directed polymers in 1+1…

概率论 · 数学 2020-10-15 Jeremy Quastel , Daniel Remenik

We derive upper and lower bounds on the overall compression ratio of the 1978 Lempel-Ziv (LZ78) algorithm, applied independently to $k$-blocks of a finite individual sequence. Both bounds are given in terms of normalized empirical entropies…

信息论 · 计算机科学 2025-06-17 Neri Merhav

General upper tail estimates are given for counting edges in a random induced subhypergraph of a fixed hypergraph H, with an easy proof by estimating the moments. As an application we consider the numbers of arithmetic progressions and…

概率论 · 数学 2015-05-13 Svante Janson , Andrzej Rucinski

The short time behavior of the 1+1 dimensional KPZ growth equation with a flat initial condition is obtained from the exact expressions of the moments of the partition function of a directed polymer with one endpoint free and the other…

统计力学 · 物理学 2012-11-13 Thomas Gueudre , Pierre Le Doussal , Alberto Rosso , Adrien Henry , Pasquale Calabrese

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…

统计力学 · 物理学 2015-06-22 Christian Van den Broeck , Upendra Harbola , Raul Toral , Katja Lindenberg

This paper presents an improved exponential tail bound for Beta distributions, refining a result in [15]. This improvement is achieved by interpreting their bound as a regular Kullback-Leibler (KL) divergence one, while introducing a…

概率论 · 数学 2025-08-12 Pierre Perrault

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which the tail probability…

概率论 · 数学 2018-06-12 Dominyka Kievinaitė , Jonas Šiaulys

Kuiper's statistic is a good measure for the difference of ideal distribution and empirical distribution in the goodness-of-fit test. However, it is a challenging problem to solve the critical value and upper tail quantile, or simply Kuiper…

统计计算 · 统计学 2024-03-26 Hong-Yan Zhang , Wei Sun , Xiao Chen , Rui-Jia Lin , Yu Zhou

We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$. We are interested in estimating the lower tail…

组合数学 · 数学 2019-04-12 Yufei Zhao

We develop a new probabilistic and geometric method to obtain several sharp results pertaining to the upper tail behavior of continuum Gibbs measures on infinite ensembles of random continuous curves, also known as line ensembles,…

概率论 · 数学 2025-12-23 Shirshendu Ganguly , Milind Hegde

We consider the simple random walk on Galton-Watson trees with supercritical offspring distribution, conditioned on non-extinction. In case the offspring distribution has finite support, we prove an upper bound for the annealed return…

概率论 · 数学 2025-01-22 Peter Müller , Jakob Stern

The time-dependent probability distribution function of the height for the Kardar-Parisi-Zhang equation with sharp wedge initial conditions has been obtained recently as a convolution between the Gumbel distribution and a difference of two…

统计力学 · 物理学 2011-07-21 Sylvain Prolhac , Herbert Spohn

The periodic KPZ fixed point is the conjectural universal limit of the KPZ universality class models on a ring when both the period and time critically tend to infinity. For the case of the periodic narrow wedge initial condition, we…

概率论 · 数学 2025-05-27 Jinho Baik , Zhipeng Liu

We analyze a class of non-simple exclusion processes and the corresponding growth models by generalizing Gaertners Cole-Hopf transformation. We identify the main non-linearity and eliminate it by imposing a gradient type condition. For…

概率论 · 数学 2015-12-11 Amir Dembo , Li-Cheng Tsai

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

概率论 · 数学 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…

统计金融 · 定量金融 2019-03-21 Henrik O. Rasmussen , Paul Wilmott

The Korkine-Zolotareff (KZ) reduction is one of the often used reduction strategies for lattice decoding. In this paper, we first investigate some important properties of KZ reduced matrices. Specifically, we present a linear upper bound on…

信息论 · 计算机科学 2018-08-29 Jinming Wen , Xiao-Wen Chang

We consider the fluctuations in the stochastic growth of a one-dimensional interface of height $h(x,t)$ described by the Kardar-Parisi-Zhang (KPZ) universality class. We study the joint probability distribution function (JPDF) of the…

无序系统与神经网络 · 物理学 2018-09-24 Jacopo de Nardis , Pierre Le Doussal