相关论文: Heavy tail properties of stationary solutions of m…

We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft…

We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.

The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…

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…

The velocity distribution function of granular gases in the homogeneous cooling state as well as some heated granular gases decays for large velocities as $f\propto\exp(- {\rm const.} v)$. That is, its high-energy tail is overpopulated as…

This paper studies non-autonomous Lyness type recurrences of the form $x_{n+2}=(a_n+x_{n+1})/x_{n}$, where $\{a_n\}$ is a $k$-periodic sequence of positive numbers with primitive period $k$. We show that for the cases $k\in\{1,2,3,6\}$ the…

Cyclic and randomized stepsizes are widely used in the deep learning practice and can often outperform standard stepsize choices such as constant stepsize in SGD. Despite their empirical success, not much is currently known about when and…

Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…

We study a random walk on a complex of finitely many half-lines joined at a common origin; jumps are heavy-tailed and of two types, either one-sided (towards the origin) or two-sided (symmetric). Transmission between half-lines via the…

We study the Boltzmann equation with hard sphere in a near-equilibrium setting. The initial data is compactly supported in the space variable and has a polynomial tail in the microscopic velocity. We show that the solution can be decomposed…

A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions are susceptible to the problem of sparse information in the…

We present a new class of prior measures in connection to $\ell_p$ regularization techniques when $p \in(0,1)$ which is based on the generalized Gamma distribution. We show that the resulting prior measure is heavy-tailed, non-convex and…

Non-Hermitean operators may appear during the calculation of a partition function in various models of statistical mechanics. The tail eigen-states, having anomalously small real part of energy $Re(\eps)$, became naturally important in this…

We consider a $p$-dimensional time series where the dimension $p$ increases with the sample size $n$. The resulting data matrix $X$ follows a stochastic volatility model: each entry consists of a positive random volatility term multiplied…

The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…

For a martingale $(X_n)$ converging almost surely to a random variable $X$, the sequence $(X_n - X)$ is called martingale tail sum. Recently, Neininger [Random Structures Algorithms, 46 (2015), 346-361] proved a central limit theorem for…

The dominant approaches to text representation in natural language rely on learning embeddings on massive corpora which have convenient properties such as compositionality and distance preservation. In this paper, we develop a novel method…

We prove the so-called generalized Haff's law yielding the optimal algebraic cooling rate of the temperature of a granular gas described by the homogeneous Boltzmann equation for inelastic interactions with non constant restitution…

Given two multivariate copulas with corresponding tail dependence functions, we investigate the relation between a natural tail dependence ordering $\leq_{tdo}$ and the order $\leq_{loc}$ of local stochastic dominance. We show that,…

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…