相关论文: Large deviations for renormalized self-intersectio…
Branching Processes in a Random Environment (BPREs) $(Z_n:n\geq0)$ are a generalization of Galton Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. We determine here the upper large…
The upcrossings index $0\leq \eta\leq 1,$ a measure of the degree of local dependence in the upcrossings of a high level by a stationary process, plays, together with the extremal index $\theta,$ an important role in extreme events…
We study independent long-range percolation on $\mathbb{Z}^d$ where the vertices $u$ and $v$ are connected with probability asymptotic to $\frac{\beta}{\|u-v\|^{2d}}$ for $\|u-v\|_\infty\geq 2$ and with probability 1 for $\|u-v\|_\infty=1$,…
Employing the framework of regular variation, we propose two decompositions which help to summarize and describel high-dimensional tail dependence. Via transformation, we define a vector space on the positive orthant, yielding the notion of…
This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the…
The stability of flows in layers of finite thickness $H$ is examined against small scale three dimensional (3D) perturbations and large scale two-dimensional (2D) perturbations. The former provide an indication of a forward transfer of…
We consider the first-hitting time of a tempered $\beta$-stable subordinator, also called inverse tempered stable (ITS) subordinator. The density function of the ITS subordinator is obtained, for the index of stability $\beta \in (0,1)$.…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…
Renormalization group calculations are used to give exact solutions for rigidity percolation on hierarchical lattices. Algebraic scaling transformations for a simple example in two dimensions produce a transition of second order, with an…
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
We investigate certain large deviation asymptotics concerning random interlacements in Z^d, d bigger or equal to 3. We find the principal exponential rate of decay for the probability that the average value of some suitable non-decreasing…
Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived…
In a previous work, we showed that the 2D, extended-source internal DLA (IDLA) of Levine and Peres is $\delta^{3/5}$-close to its scaling limit, if $\delta$ is the lattice size. In this paper, we investigate the scaling limits of the…
In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…
The differential equations involving two discrete delays are helpful in modeling two different processes in one model. We provide the stability and bifurcation analysis in the fractional order delay differential equation $D^\alpha x(t)=a…
We investigate the combined effects of distributed delay and the balance between excitatory and inhibitory nodes on the stability of synchronous oscillations in a network of coupled Stuart--Landau oscillators. To this end a network model is…
We consider a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) $\{(\boldsymbol{X}_n,J_n)\}$ on $\mathbb{Z}_+^2\times S_0$, where $\boldsymbol{X}_n=(X_{1,n},X_{2,n})$ is the level state, $J_n$ the phase…
We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…
We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…
In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…