A perturbative series supplies explicit corrections to the big-jump approximation for sums of stretched-exponential random variables, describing the crossover to moderate deviations.
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6 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 6representative citing papers
Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
The symmetric Dyson exclusion process exhibits ballistic scaling and non-local hydrodynamics with current j[ρ] = (1/π) sin(πρ) sinh(π H ρ) where H is the Hilbert transform, equivalent to a local two-field system, with exact solutions for block initial states matching simulations.
BayesFP provides a unified retraining-free sampler for diffusion and flow policies by casting constrained trajectory generation as posterior sampling via an extended Feynman-Kac corrector.
Recasts sampling-based nonconvex optimization as smoothed gradient descent to obtain non-asymptotic convergence guarantees and introduces the DIDA annealed algorithm that converges to the global optimum.
On infinite bounded-degree graphs, divisible sandpiles with i.i.d. initial masses of mean μ stabilize almost surely if μ < 1 and masses have finite p-moment for p > 3, but explode if μ ≥ 1; the conditions are nearly sharp via counterexamples on other graphs.
citing papers explorer
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Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
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Emergent Hydrodynamics in an Exclusion Process with Long-Range Interactions
The symmetric Dyson exclusion process exhibits ballistic scaling and non-local hydrodynamics with current j[ρ] = (1/π) sin(πρ) sinh(π H ρ) where H is the Hilbert transform, equivalent to a local two-field system, with exact solutions for block initial states matching simulations.