Saved in:
| Main Authors: | Wang, Xingyu, Rhee, Chang-Han |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.07968 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems
by: Wang, Xingyu, et al.
Published: (2023)
by: Wang, Xingyu, et al.
Published: (2023)
Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control
by: Wang, Xingyu, et al.
Published: (2025)
by: Wang, Xingyu, et al.
Published: (2025)
Exit Time Analysis For Kesten's Stochastic Recurrence Equations
by: Rhee, Chang-Han, et al.
Published: (2025)
by: Rhee, Chang-Han, et al.
Published: (2025)
Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities
by: Wang, Xingyu, et al.
Published: (2023)
by: Wang, Xingyu, et al.
Published: (2023)
Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes
by: Blanchet, Jose, et al.
Published: (2025)
by: Blanchet, Jose, et al.
Published: (2025)
Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes
by: Blanchet, Jose, et al.
Published: (2025)
by: Blanchet, Jose, et al.
Published: (2025)
Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
by: Wang, Kai, et al.
Published: (2024)
by: Wang, Kai, et al.
Published: (2024)
Sample-Path Large Deviations for Lévy Processes and Random Walks with Lognormal Increments
by: Su, Zhe, et al.
Published: (2024)
by: Su, Zhe, et al.
Published: (2024)
Sample-path large deviations for a class of heavy-tailed Markov additive processes
by: Chen, Bohan, et al.
Published: (2020)
by: Chen, Bohan, et al.
Published: (2020)
Exit Times for a Discrete Markov Additive Process
by: Palmowski, Zbigniew, et al.
Published: (2020)
by: Palmowski, Zbigniew, et al.
Published: (2020)
Exact Asymptotics for the Exit Time Probabilities of Scalar Ornstein-Uhlenbeck Bridges
by: Zhao, Feng, et al.
Published: (2026)
by: Zhao, Feng, et al.
Published: (2026)
First Passage and First Exit Times for diffusion processes related to a general growth curve
by: Albano, Giuseppina, et al.
Published: (2024)
by: Albano, Giuseppina, et al.
Published: (2024)
An analogue of Law of Iterated Logarithm for Heavy Tailed Random Variables
by: Dolgopyat, Dmitry, et al.
Published: (2023)
by: Dolgopyat, Dmitry, et al.
Published: (2023)
Precise Large Deviations For The Total Population Of Heavy-Tailed Subcritical Branching Process With Immigration
by: Guo, Jiayan, et al.
Published: (2024)
by: Guo, Jiayan, et al.
Published: (2024)
Only Segmented Heavy Tails Can Produce a Light-Tailed Minimum
by: Foss, Sergey, et al.
Published: (2026)
by: Foss, Sergey, et al.
Published: (2026)
Bayesian Inferential Motion Planning Using Heavy-Tailed Distributions
by: Vaziri, Ali, et al.
Published: (2025)
by: Vaziri, Ali, et al.
Published: (2025)
Implicit Compressibility of Overparametrized Neural Networks Trained with Heavy-Tailed SGD
by: Wan, Yijun, et al.
Published: (2023)
by: Wan, Yijun, et al.
Published: (2023)
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)
by: Chang, Shuhua, et al.
Published: (2024)
American Options with Last Exit Times: A Free-Boundary Approach
by: Wu, Zhuoshu, et al.
Published: (2022)
by: Wu, Zhuoshu, et al.
Published: (2022)
Restoring Convergence in Heavy-Tailed Risk Models: A Weighted Kolmogorov Approach for Robust Backtesting
by: Petrosyan, Armen
Published: (2026)
by: Petrosyan, Armen
Published: (2026)
Diffusion Models with Heavy-Tailed Targets: Score Estimation and Sampling Guarantees
by: Yu, Yifeng, et al.
Published: (2026)
by: Yu, Yifeng, et al.
Published: (2026)
Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise
by: Agrawal, Shubhada, et al.
Published: (2026)
by: Agrawal, Shubhada, et al.
Published: (2026)
Heavy-Tailed Mixed p-Spin Spherical Model: Breakdown of Ultrametricity and Failure of the Parisi Formula
by: Kim, Taegyun
Published: (2025)
by: Kim, Taegyun
Published: (2025)
Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise
by: Dang, Thanh, et al.
Published: (2025)
by: Dang, Thanh, et al.
Published: (2025)
Steady-State Convergence of the Continuous-Time Routing System with General Distributions in Heavy Traffic
by: Guang, Jin, et al.
Published: (2024)
by: Guang, Jin, et al.
Published: (2024)
On Sharpest Tail Bounds for Functions of Tail Bounded Random Variables
by: Harrison, Stephen Jordan
Published: (2026)
by: Harrison, Stephen Jordan
Published: (2026)
Stochastic Domination of Exit Times for Random Walks and Brownian Motion with Drift
by: Geng, Xi, et al.
Published: (2024)
by: Geng, Xi, et al.
Published: (2024)
Truncated long-range percolation of words on the square lattice
by: Gomes, Pablo A., et al.
Published: (2024)
by: Gomes, Pablo A., et al.
Published: (2024)
Tail Optimality and Performance Analysis of the Nudge*(M) Scheduling Algorithm
by: Charlet, Nils, et al.
Published: (2024)
by: Charlet, Nils, et al.
Published: (2024)
Assessing Risk Heterogeneity through Heavy-Tailed Frequency and Severity Mixtures
by: Powers, Michael R., et al.
Published: (2025)
by: Powers, Michael R., et al.
Published: (2025)
Tightness Analysis of First Passage Times of $d$-Dimensional Branching Random Walk
by: Blanchet, Jose, et al.
Published: (2024)
by: Blanchet, Jose, et al.
Published: (2024)
When Does the Gittins Policy Have Asymptotically Optimal Response Time Tail?
by: Scully, Ziv, et al.
Published: (2021)
by: Scully, Ziv, et al.
Published: (2021)
Strongly Tail-Optimal Scheduling in the Light-Tailed M/G/1
by: Yu, George, et al.
Published: (2024)
by: Yu, George, et al.
Published: (2024)
Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy
by: Huang, Zhiyuan, et al.
Published: (2023)
by: Huang, Zhiyuan, et al.
Published: (2023)
On the Tail Transition of First Arrival Position Channels: From Cauchy to Exponential Decay
by: Lee, Yen-Chi
Published: (2025)
by: Lee, Yen-Chi
Published: (2025)
Bulk Spectra of Truncated Sample Covariance Matrices
by: Ghosh, Subhroshekhar, et al.
Published: (2024)
by: Ghosh, Subhroshekhar, et al.
Published: (2024)
Robust Mean Estimation for Optimization: The Impact of Heavy Tails
by: van Parys, Bart P. G., et al.
Published: (2025)
by: van Parys, Bart P. G., et al.
Published: (2025)
Tail Bounds via Southwest Boundary
by: Harrison, Stephen Jordan
Published: (2026)
by: Harrison, Stephen Jordan
Published: (2026)
Elementary Tail Bounds on the Hypergeometric Distribution
by: Mannalath, Vaisakh, et al.
Published: (2025)
by: Mannalath, Vaisakh, et al.
Published: (2025)
Tail Dependence of Multivariate Archimedean Copulas
by: Li, Haijun
Published: (2024)
by: Li, Haijun
Published: (2024)
Similar Items
-
Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems
by: Wang, Xingyu, et al.
Published: (2023) -
Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control
by: Wang, Xingyu, et al.
Published: (2025) -
Exit Time Analysis For Kesten's Stochastic Recurrence Equations
by: Rhee, Chang-Han, et al.
Published: (2025) -
Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities
by: Wang, Xingyu, et al.
Published: (2023) -
Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes
by: Blanchet, Jose, et al.
Published: (2025)