Cover Image

Eigenvalue statistics of Elliptic Volatility Model with power-law tailed volatility

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Maltsev, Anna, Malysheva, Svetlana
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Distinguishing subsampled power laws from other heavy-tailed distributions
by: Sormunen, Silja, et al.
Published: (2024)

Critical volatility threshold for log-normal to power-law transition
by: Kremnev, Valerii
Published: (2026)

Random trade timing and power-law tails in realized prices
by: Seo, Won-Ki
Published: (2026)

Bulk Universality for Complex non-Hermitian Matrices with Independent and Identically Distributed Entries
by: Maltsev, Anna, et al.
Published: (2023)

Deformed Fréchet law for Wigner and sample covariance matrices with tail in crossover regime
by: Han, Yi
Published: (2024)

Symmetric matrices with banded heavy tail noise: local law and eigenvector delocalization
by: Han, Yi
Published: (2023)

Moments at the hard edge and Rayleigh functions
by: Maltsev, Anna, et al.
Published: (2026)

Power laws and power-of-two-choices
by: Redlich, Amanda
Published: (2026)

Large time behavior of critical marked Hawkes processes with heavy tailed marks and related branching particle systems
by: Talarczyk, Anna
Published: (2026)

On sparsity, power-law and clustering properties of graphex processes
by: Caron, François, et al.
Published: (2017)

Phase transitions for a unidirectional elephant random walk with a power law memory
by: Roy, Rahul, et al.
Published: (2024)

The fractional volatility model and rough volatility
by: Mendes, R. Vilela
Published: (2022)

Localization of a one-dimensional simple random walk among power-law renewal obstacles
by: Poisat, Julien, et al.
Published: (2022)

Monotone additive statistics on heavy-tailed convolution semigroups
by: Fritz, Tobias, et al.
Published: (2019)

Eigenvalue gaps of the Laplacian of random graphs
by: Christoffersen, Nicholas, et al.
Published: (2024)

On lower bounds for hypergeometric tails
by: Ai, Jianhang, et al.
Published: (2026)

On the tails of Dickman-like perpetuities
by: Iksanov, Alexander, et al.
Published: (2026)

Importance Sampling for the Extremal Eigenvalue of $β$-Jacobi ensemble
by: Ma, Yutao, et al.
Published: (2024)

Quadratic form of heavy-tailed self-normalized random vector with applications in $α$-heavy Mar\v cenko--Pastur law
by: Dong, Zhaorui, et al.
Published: (2026)

Exact exponential tail estimation for sums of independent centered random variables, under natural norming, with applications to the theory of U-statistics
by: Formica, M. R., et al.
Published: (2024)

Eigenvalue Bounds for Random Matrices via Zerofreeness
by: Mohanty, Sidhanth, et al.
Published: (2025)

Asymptotic Normality of the Largest Eigenvalue for Noncentral Sample Covariance Matrices
by: Cheng, Huihui, et al.
Published: (2024)

Eigenvalues outside the bulk of inhomogeneous Erdős-Rënyi random graphs
by: Chakrabarty, Arijit, et al.
Published: (2019)

Rising GUE Eigenvalue Process from a Fixed Level
by: Himwich, Zoe
Published: (2026)

Phase transitions for a unidirectional elephant random walk with a power law memory II: Some sharper estimates
by: Roy, Rahul, et al.
Published: (2025)

On The Eigenvalue Rigidity of the Jacobi Unitary Ensemble
by: Dai, Dan, et al.
Published: (2025)

Heterogeneous diffusion process with power-law nonlinearity
by: Cardona, Jorge E., et al.
Published: (2025)

Heavy-tailed random vectros: theory and applications
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

An upper tail field of the KPZ fixed point
by: Liu, Zhipeng, et al.
Published: (2025)

On tail behavior of infinite sums of independent indicators
by: Iksanov, Alexander, et al.
Published: (2026)

Global Fluctuations of Gaussian Elliptic Matrices
by: Wu, Lingxuan, et al.
Published: (2025)

Elliptic Approximate Message Passing and an application to theoretical ecology
by: Gueddari, Mohammed-Younes, et al.
Published: (2024)

Two-Sample Covariance Inference in High-Dimensional Elliptical Models
by: Dörnemann, Nina
Published: (2025)

Localization of interacting random particles with power-law long-range hopping
by: Jian, Wenwen, et al.
Published: (2025)

Largest Eigenvalues of Principal Minors of Deformed Gaussian Orthogonal Ensembles and Wishart Matrices
by: Jiang, Tiefeng, et al.
Published: (2024)

Eigenvalues of Product of Ginibre Ensembles and Their Inverses and that of Truncated Haar Unitary Matrices and Their Inverses
by: Chang, Shuhua, et al.
Published: (2024)

Superposition unifies power-law training dynamics
by: Chen, Zixin Jessie, et al.
Published: (2026)

Large deviations for macroscopic observables of heavy-tailed matrices
by: Bordenave, Charles, et al.
Published: (2024)

Branching random walk and log-slowly varying tails
by: Bhattacharya, Ayan, et al.
Published: (2024)

Upper tails for arithmetic progressions revisited
by: Harel, Matan, et al.
Published: (2024)