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The density of states of disordered hopping models generically exhibits an essential singularity around the edges of its support, known as a Lifshitz tail. We study this phenomenon on the Bethe lattice, i.e. for the large-size limit of…

Disordered Systems and Neural Networks · Physics 2011-09-28 Victor Bapst , Guilhem Semerjian

Quenched disorder in semiconductors induces localized electronic states at the band edge, which manifest as an exponential tail in the density of states. For large impurity densities, this tail takes a universal Lifshitz form that is…

Statistical Mechanics · Physics 2024-03-20 Enrique Rozas Garcia , Johannes Hofmann

The self-alignment concentrations, $c(x)$, as functions of the length, $x$, of the identically matching maximal segments in the genomes of a variety of species, typically present power-law tails extending to the largest scales, i.e., $c(x)…

Populations and Evolution · Quantitative Biology 2014-12-23 Kun Gao , HongGuang Sun , Jian-Zhou Zhu

The dynamics of chaotic systems are, by definition, exponentially sensitive to initial conditions and may appear rather random. In this work, we explore relations between the chaotic dynamics of an observable and the dynamics of information…

Mesoscale and Nanoscale Physics · Physics 2019-09-18 Markus J. Klug , Sergey V. Syzranov

We discuss the effects of fluctuations of the local density of charged dopants near a first order phase transition in electronic systems, that is driven by change of charge carrier density controlled by doping level. Using a generalization…

Strongly Correlated Electrons · Physics 2009-11-07 Kun Yang

The leading superconducting instabilities of the two-dimensional extended repulsive one-band Hubbard model within spin-fluctuation pairing theory depend sensitively on electron density, band and interaction parameters. We map out the phase…

Superconductivity · Physics 2023-01-02 Mercè Roig , Astrid T. Rømer , P. J. Hirschfeld , Brian M. Andersen

The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…

Disordered Systems and Neural Networks · Physics 2009-10-31 Alexander D. Mirlin

We introduce a simple generalization of rational bubble models which removes the fundamental problem discovered by [Lux and Sornette, 1999] that the distribution of returns is a power law with exponent less than 1, in contradiction with…

Statistical Mechanics · Physics 2009-10-31 D. Sornette

We consider a renewal process \tau={\tau_0,\tau_1,...} on the integers, where the law of \tau_i-\tau_{i-1} has a power-like tail P(\tau_i-\tau_{i-1}=n)=n^{-(\alpha+1)}L(n) with \alpha\ge0 and L(.) slowly varying. We then assign a random,…

Mathematical Physics · Physics 2008-04-28 Fabio Lucio Toninelli

We study the Directed Polymer model subject to a particular form of disorder, $\eta(x,t)=\eta_X(x) \eta_T(t)$, recently proposed in biological applications. We find that two new universality classes arise, depending on the the lattice…

Statistical Mechanics · Physics 2009-10-31 Paolo De Los Rios , Yi-Cheng Zhang

We investigate the distributions of epsilon-drawdowns and epsilon-drawups of the most liquid futures financial contracts of the world at time scales of 30 seconds. The epsilon-drawdowns (resp. epsilon- drawups) generalise the notion of runs…

Statistical Finance · Quantitative Finance 2015-04-08 Vladimir Filimonov , Didier Sornette

The correlation properties of the nonaffine elastic response in strongly disordered materials are investigated using the theory of correlated random matrices and supported by numerical models. While the nonaffine displacement field itself…

Disordered Systems and Neural Networks · Physics 2026-04-09 D. A. Conyuh , D. V. Babin , I. O. Raikov , Y. M. Beltukov

The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two \emph{independent} pure birth processes that are observed at a common exponentially…

Probability · Mathematics 2018-10-08 Tom Britton

We investigate diffusion of excitation in one- and two-dimensional lattices with random on-site energies and deterministic long-range couplings (hopping) inversely proportional to the distance. Three regimes of diffusion are observed in…

Disordered Systems and Neural Networks · Physics 2020-11-18 Karol Kawa , Paweł Machnikowski

We study the problem of random search in finite networks with a tree topology, where it is expected that the distribution of the first-passage time F(t) decays exponentially. We show that the slope of the exponential tail is independent of…

Statistical Mechanics · Physics 2018-11-22 M. Reza Shaebani , Robin Jose , Christian Sand , Ludger Santen

We propose and study a model of scale-free growing networks that gives a degree distribution dominated by a power-law behavior with a model-dependent, hence tunable, exponent. The model represents a hybrid of the growing networks based on…

Disordered Systems and Neural Networks · Physics 2009-11-10 H. Y. Lee , H. Y. Chan , P. M. Hui

We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…

Computational Physics · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

The phase transition in the q-state Potts model with homogeneous ferromagnetic couplings is strongly first order for large q, while is rounded in the presence of quenched disorder. Here we study this phenomenon on different two-dimensional…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. T. Mercaldo , J-Ch. Anglès d'Auriac , F. Iglói

We show that assuming that the returns are independent when conditioned on the value of their variance (volatility), which itself varies in time randomly, then the distribution of returns is well described by the statistics of the sum of…

Statistical Finance · Quantitative Finance 2025-04-30 Hernán Larralde , Roberto Mota Navarro

In dimension $d \geq 3$, the directed polymer in a random medium undergoes a phase transition between a free phase and a disorder dominated phase. For the latter, Fisher and Huse have proposed a droplet theory based on the scaling of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Cecile Monthus , Thomas Garel