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相关论文: Tail bounds for the O'Connell-Yor polymer

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We study numerically the late-time behaviour of the coupled Einstein Yang-Mills system. We restrict ourselves to spherical symmetry and employ Bondi-like coordinates with radial compactification. Numerical results exhibit tails with…

广义相对论与量子宇宙学 · 物理学 2009-01-16 Michael Pürrer , Peter C Aichelburg

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…

统计理论 · 数学 2013-12-20 J. L. Wadsworth , J. A. Tawn

We prove upper bounds on the graph diameters of polytopes in two settings. The first is a worst-case bound for polytopes defined by integer constraints in terms of the height of the integers and certain subdeterminants of the constraint…

组合数学 · 数学 2022-09-16 Hariharan Narayanan , Rikhav Shah , Nikhil Srivastava

Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…

机器学习 · 统计学 2025-06-03 Benjamin Dupuis , Umut Şimşekli

We obtain explicit bounds on the truncation error of the cumulant series of a bounded complex function of a random vector with independent components. The bounds are based on multidimensional differences. This extends the theory of the…

组合数学 · 数学 2025-08-29 Mikhail Isaev

This paper investigates the asymptotics of the number of prime values taken by a polynomial in several variables with integer coefficients. Based on probabilistic heuristics and the multidimensional Bateman Horn conjecture, the expected…

数论 · 数学 2026-04-30 Victor Volfson

We study the upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider annealed estimates, that is when we average over both randomness,…

概率论 · 数学 2009-09-29 Amine Asselah

We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value. The…

概率论 · 数学 2008-11-05 Nizar Demni

We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…

组合数学 · 数学 2026-03-12 Torben Donzelmann , Martina Juhnke , Benedikt Rednoß , Christoph Thäle

We propose an analytical approach to the computation of tail probabilities of compound distributions whose individual components have heavy tails. Our approach is based on the contour integration method, and gives rise to a representation…

计算金融 · 定量金融 2017-10-04 Igor Halperin

The analysis of extremal dependence in high dimensions has recently attracted considerable interest. Existing methodology primarily focuses on modeling and estimation of extremal dependence structures, often supported by concentration…

统计理论 · 数学 2026-04-02 Axel Bücher , Yeonjoon Choi , Katharina Effertz , Stanislav Volgushev

We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…

概率论 · 数学 2025-02-27 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

We consider a random variable X satisfying almost-sure conditions involving G:=<DX,-DL^{-1}X> where DX is X's Malliavin derivative and L^{-1} is the inverse Ornstein-Uhlenbeck operator. A lower- (resp. upper-) bound condition on G is proved…

概率论 · 数学 2009-01-06 Frederi G. Viens

Various recent experiments hint at a geometry dependence of scaling relations in Rayleigh-B\'enard convection. Aspect ratio and shape dependences have been found. In this paper a mechanism is offered which can account for such dependences.…

混沌动力学 · 物理学 2009-11-07 Siegfried Grossmann , Detlef Lohse

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

概率论 · 数学 2026-04-17 Alexander Iksanov , Oleh Iksanov

When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many times. Surprisingly we find an entropy method for the left…

概率论 · 数学 2007-05-23 Hyungsu Kim , Chul Ki Ko , Sungchul Lee

We prove precise deviations results in the sense of Cram\'er and Petrov for the upper tail of the distribution of the maximal value for a special class of determinantal point processes that play an important role in random matrix theory.…

概率论 · 数学 2016-09-22 Peter Eichelsbacher , Thomas Kriecherbauer , Katharina Schüler

We study the extent of independence needed to approximate the product of bounded random variables in expectation, a natural question that has applications in pseudorandomness and min-wise independent hashing. For random variables whose…

计算复杂性 · 计算机科学 2015-08-12 Parikshit Gopalan , Amir Yehudayoff

We develop a quantitative large deviations theory for random hypergraphs, which rests on tensor decomposition and counting lemmas under a novel family of cut-type norms. As our main application, we obtain sharp asymptotics for joint upper…

概率论 · 数学 2023-05-10 Nicholas A. Cook , Amir Dembo , Huy Tuan Pham

We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…

概率论 · 数学 2020-06-09 Bikramjit Das , Vicky Fasen-Hartmann , Claudia Klüppelberg