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

The size distribution of planned and forced outages and following restoration times in power systems have been studied for almost two decades and has drawn great interest as they display heavy tails. Understanding of this phenomenon has…

Power-law tails are ubiquitous in income distributions and in the energy distributions of diluted relativistic gases. We analyze the conceptual link between these two cases. In economic interactions fat tails arise because the richest…

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

We study the phase diagrams and thermodynamic properties of a system of coexisting itinerant electrons and local pairs (LP), in the presence of diagonal disorder. The model considered takes into account both the charge exchange couplings,…

We study the tails of closing auction return distributions for a sample of liquid European stocks. We use the stochastic call auction model of Derksen et al. (2020a), to derive a relation between tail exponents of limit order placement…

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Leaves, i.e., vertices of degree one, can play a significant role in graph structure, especially in sparsely connected settings in which leaves often constitute the largest fraction of vertices. We consider a leaf-based counterpart of the…

Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…

Continuous One-dimensional models supporting extended states are studied. These delocalized statesoccur at well defined values of the energy and are consequences of simple statistical correlation rules. We explicitly study alloys of…

We study theoretically the disorder-induced smearing of the density of states in a two-dimensional electron system taking into account a spin-orbit term in the Hamiltonian of a free electron. We show that the characteristic energy scale for…

Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…

In this article, we introduce the notion of free subexponentiality, which extends the notion of subexponentiality in the classical probability setup to the noncommutative probability spaces under freeness. We show that distributions with…

One-rank perturbations of Wigner matrices have been closely studied: let $P=\frac{1}{\sqrt{n}}A+\theta vv^T$ with $A=(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$ symmetric, $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d. with…

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

Proliferating cell populations at steady state growth often exhibit broad protein distributions with exponential tails. The sources of this variation and its universality are of much theoretical interest. Here we address the problem by…

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…

We study the sample size dependence of the strength of disordered materials with a flaw, by numerical simulations of lattice models for fracture. We find a crossover between a regime controlled by the fluctuations due to disorder and…

The asymptotic behavior of velocity statistics in the tails of distributions and at high Reynolds numbers remains unresolved in turbulence. To investigate this behavior we measured the $n$th-order moments of the distributions of…

Incoherent transport of excitations in one-dimensional disordered lattices with pairs of traps placed at random is studied by numerically solving the corresponding master equation. Results are compared to the case of lattices with the same…