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The objective of this paper is to investigate the layered structure of topological complexity in the tail of a probability distribution. We establish the functional strong law of large numbers for Betti numbers, a basic quantifier of…

概率论 · 数学 2021-05-28 Takashi Owada , Zifu Wei

We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers…

概率论 · 数学 2016-01-11 Takashi Owada , Robert J. Adler

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

数学物理 · 物理学 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

This study presents functional limit theorems for the Euler characteristic of Vietoris-Rips complexes. The points are drawn from a non-homogeneous Poisson process on $\mathbb{R}^d$, and the connectivity radius governing the formation of…

概率论 · 数学 2020-04-08 Andrew M. Thomas , Takashi Owada

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

概率论 · 数学 2016-02-12 Takashi Owada

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

Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…

统计理论 · 数学 2008-11-06 N. Chamandy , K. J. Worsley , J. Taylor , F. Gosselin

Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…

量子物理 · 物理学 2026-04-08 Wai-Keong Mok

Let $F$ be a probability distribution on $\mathbb{R}^d$ which admits a bounded density. We investigate the Euler characteristic of the \v{C}ech complex on $n$ points sampled from $F$ i.i.d. as $n\to\infty$ in the thermodynamic limit regime.…

概率论 · 数学 2024-09-27 Tobias Fleckenstein , Niklas Hellmer

We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…

动力系统 · 数学 2025-09-03 Dmitry Dolgopyat , Sixu Liu

Topological descriptors, such as the Euler characteristic function and the persistence diagram, have grown increasingly popular for representing complex data. Recent work showed that a carefully chosen set of these descriptors encodes all…

计算几何 · 计算机科学 2025-11-18 Brittany Terese Fasy , Maksym Makarchuk , Samuel Micka , David L. Millman

We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…

动力系统 · 数学 2025-06-04 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f. Using a point process representation of the error, valid for arbitrary…

概率论 · 数学 2007-05-23 Jonathan Taylor , Akimichi Takemura , Robert J. Adler

We study the large-width asymptotics of random fully connected neural networks with weights drawn from $\alpha$-stable distributions, a family of heavy-tailed distributions arising as the limiting distributions in the Gnedenko-Kolmogorov…

统计理论 · 数学 2025-03-12 Tomás Soto

It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…

概率论 · 数学 2025-10-21 Peter E. Kloeden , Ricardo M. S. Rosa

This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…

概率论 · 数学 2016-08-29 Michael A. Högele , Paulo-Henrique da Costa

We construct smooth axisymmetric-with-swirl initial data in a periodic cylinder for which the three-dimensional incompressible Euler evolution develops a finite-time boundary singularity. The construction is carried out in the dynamically…

偏微分方程分析 · 数学 2026-05-07 Rishad Shahmurov

We determine the asymptotics of the joint eigenfunctions of the torus action on a toric Kahler variety. Such varieties are models of completely integrable systems in complex geometry. We first determine the pointwise asymptotics of the…

复变函数 · 数学 2007-05-23 Bernard Shiffman , Tatsuya Tate , Steve Zelditch

In this work we investigate the statistical mechanics of a family of two dimensional (2D) fluid flows, described by the generalized Euler equations, or $\alpha$-models. These models describe both nonlocal and local dynamics, with one…

流体动力学 · 物理学 2020-01-29 Giovanni Conti , Gualtiero Badin

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

统计金融 · 定量金融 2013-05-14 Jongwook Kim , Gabjin Oh
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