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Related papers: Disorder-dominated phases of random systems : rela…

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We consider the $\pm J$ Ising model on a cubic lattice with a gauge-invariant disorder distribution. Disorder depends on a parameter $\beta_G$ that plays the role of a chemical potential for the amount of frustration. We study the model at…

Disordered Systems and Neural Networks · Physics 2019-04-30 Angelo Giorgio Cavaliere , Andrea Pelissetto

We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…

Statistical Finance · Quantitative Finance 2017-04-06 Nassim Nicholas Taleb

We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…

Probability · Mathematics 2017-05-16 Leonardo Rojas-Nandayapa , Wangyue Xie

We study discrete statistical mechanics systems perturbed by a random environment without a finite second moment. Specifically, we consider a random environment whose tail distribution satisfies $P[\omega > x] \sim x^{-\gamma}$ as $x \to…

Probability · Mathematics 2026-02-05 Gaspard Gomez

For stripes in doped antiferromagnets, we find that the ratio of spin and charge correlation lenghts, $\xi_{s}/\xi_{c}$, provide a sharp criterion for determining the dominant form of disorder in the system. If stripes disorder is…

Strongly Correlated Electrons · Physics 2009-10-31 Oron Zachar

We provide large deviations estimates for the upper tail of the number of triangles in scale-free inhomogeneous random graphs where the degrees have power law tails with index $-\alpha, \alpha \in (1,2)$. We show that upper tail…

Probability · Mathematics 2024-03-25 Clara Stegehuis , Bert Zwart

The present Letter, deals with the statistical theory [Phys. Rev. E {\bf 66}, 056125 (2002) and Phys. Rev E {\bf 72}, 036108 (2005)], which predicts the probability distribution $p(E) \propto \exp_{\kappa} (-I)$, where, $I \propto \beta E…

Statistical Mechanics · Physics 2011-10-19 G. Kaniadakis

We study the time evolution of perturbations in spatially extended chaotic systems in the presence of quenched disorder. We find that initially random perturbations tend to exponentially localize in space around static pinning centers that…

Statistical Mechanics · Physics 2009-11-13 Ivan G. Szendro , Juan M. Lopez , Miguel A. Rodriguez

Empirical evidence suggests that heavy-tailed degree distributions occurring in many real networks are well-approximated by power laws with exponents $\eta$ that may take values either less than and greater than two. Models based on various…

Machine Learning · Statistics 2018-07-10 Benjamin Bloem-Reddy , Adam Foster , Emile Mathieu , Yee Whye Teh

We study the energy minimization for a particle in a quadratic well in presence of short-ranged heavy-tailed disorder, as a toy model for an elastic manifold. The discrete model is shown to be described in the scaling limit by a continuum…

Disordered Systems and Neural Networks · Physics 2014-04-23 Thomas Gueudré , Pierre Le Doussal

We study scale-invariant systems in the presence of Gaussian quenched electric disorder, focusing on the tails of the energy spectra induced by disorder. For relevant disorder we derive asymptotic expressions for the densities of…

Disordered Systems and Neural Networks · Physics 2012-07-17 Sho Yaida

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

Mathematical Physics · Physics 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

The spatiotemporal complexity induced by perturbed initial excitations through the development of modulational instability in nonlinear lattices with or without disorder, may lead to the formation of very high amplitude, localized transient…

Disordered Systems and Neural Networks · Physics 2019-07-19 G. P. Tsironis , N. Lazarides , A Maluckov , Lj. Hadzievski

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…

Probability · Mathematics 2020-12-22 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden , Sanchayan Sen

We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…

Statistical Mechanics · Physics 2009-11-13 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…

Statistics Theory · Mathematics 2013-12-20 J. L. Wadsworth , J. A. Tawn

One-dimensional topological superconductors harbor Majorana bound states at their ends. For superconducting wires of finite length L, these Majorana states combine into fermionic excitations with an energy $\epsilon_0$ that is exponentially…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 Piet W. Brouwer , Mathias Duckheim , Alessandro Romito , Felix von Oppen

Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting…

Statistical Finance · Quantitative Finance 2018-08-01 Stjepan Begušić , Zvonko Kostanjčar , H. Eugene Stanley , Boris Podobnik

In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise…

Probability · Mathematics 2017-08-30 Panki Kim , Ante Mimica

With respect to usual thermal ferromagnetic transitions, the zero-temperature finite-disorder critical point of the Random-field Ising model (RFIM) has the peculiarity to involve some 'droplet' exponent $\theta$ that enters the generalized…

Disordered Systems and Neural Networks · Physics 2011-07-21 Cecile Monthus , Thomas Garel