Related papers: Disorder-dominated phases of random systems : rela…
We review the density of states and related quantities of quasi one-dimensional disordered Peierls systems in which fluctuation effects of a backscattering potential play a crucial role. The low-energy behavior of non-interacting fermions…
In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-tail. We present a new model for the growth of…
This paper studies stochastic mechanisms under which light-tailed latent price dynamics yield realized prices with power-law tails. The realized price is modeled as $P_T=e^{X_T}$, where $X$ is a Markov-modulated L\'evy process and $T$ is…
A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…
We study the transition between the strong and weak disorder regimes in the scaling properties of the average optimal path $\ell_{\rm opt}$ in a disordered Erd\H{o}s-R\'enyi (ER) random network and scale-free (SF) network. Each link $i$ is…
Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical…
We study localization properties of electronic states in one-dimensional lattices with nearest-neighbour interaction. Both the site energies and the hopping amplitudes are supposed to be of arbitrary form. A few cases are considered in…
Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…
The ground state solution of the random dimer model is at a critical point after, which has been shown with random link excitations. In this paper we test the robustness of the random dimer model to the random link excitation by imposing…
Motivated by complex microstructures in the modelling of shape-memory alloys and by rigidity and flexibility considerations for the associated differential inclusions, in this article we study the energy scaling behaviour of a simplified…
This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…
We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…
For the long-range one-dimensional Ising spin-glass with random couplings decaying as $J(r) \propto r^{-\sigma}$, the scaling of the effective coupling defined as the difference between the free-energies corresponding to Periodic and…
The free energy and local height probabilities of the dilute A models with broken $\Integer_2$ symmetry are calculated analytically using inversion and corner transfer matrix methods. These models possess four critical branches. The first…
We study the model of Directed Polymers in Random Environment in 1+1 dimensions, where the distribution at a site has a tail which decays regularly polynomially with power \alpha, where \alpha \in (0,2). After proper scaling of temperature…
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…
Methods for studying droplets in models with quenched disorder are critically examined. Low energy excitations in two dimensional models are investigated by finding minimal energy interior excitations and by computing the effect of bulk…
We consider the evolution of scale-free networks according to preferential attachment schemes and show the conditions for which the exponent characterizing the degree distribution is bounded by upper and lower values. Our framework is an…
The Kitaev model is a fascinating example of an exactly solvable model displaying a spin-liquid ground state in two dimensions. However, deviations from the original Kitaev model are expected to appear in real materials. In this Letter, we…
Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…