相关论文: The random conductance model with heavy tails on n…

Random graphs are more and more used for modeling real world networks such as evolutionary networks of proteins. For this purpose we look at two different models and analyze how properties like connectedness and degree distributions are…

In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem, is related to max-sum equivalence of the randomly weighted sums in bi-variate set…

Continuous time branching models are used to create random fractals in a Euclidean space, whose Hausdorff dimension is controlled by an input parameter. Finite realizations are applied in modelling the set of sites visited in models of…

A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong…

We study a current transport through a system of a few grains connected with tunneling links. The exact solution is given for an arbitrarily connected double-grain system with a shared gate in the framework of the orthodox model. The…

In this paper we study the component structure of random graphs with independence between the edges. Under mild assumptions, we determine whether there is a giant component, and find its asymptotic size when it exists. We assume that the…

We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…

Patterns and waves are basic and important phenomena that govern the dynamics of physical and biological systems. A common theme in investigating such systems is to identify the intrinsic factors responsible for such self-organization. The…

The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…

We establish stable functional central limit theorems for scaled elephant random walks in the diffusive, critical, and superdiffusive cases using the martingale approach.

Consider an expander graph in which a $\mu$ fraction of the vertices are marked. A random walk starts at a uniform vertex and at each step continues to a random neighbor. Gillman showed in 1993 that the number of marked vertices seen in a…

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…

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…

This is a continuation of our earlier work [Stochastic Processes and their Applications, 129(1), pp.102--128, 2019] on the random walk in random scenery and in random layered conductance. We complete the picture of upper deviation of the…

We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…

This is an introductory level survey of some topics from a new branch of fractal analysis -- the theory of self-similar groups. We discuss recent works on random walks on self-similar groups and their applications to the problem of…

This note describes recent results on the localization properties of Random Quantum Walks on the d-dimensional lattice in a regime analogous to the large disorder regime by means of the Fractional Moments Method adapted to the unitary…

In recent decades, it has been emphasized that the evolving structure of networks may be shaped by interaction principles that yield sparse graphs with a vertex degree distribution exhibiting an algebraic tail, and other structural traits…

We consider the biased random walk on a critical Galton-Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying…