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We study the dynamics of an elastic chain driven on a disordered substrate and analyze numerically the statistics of force fluctuations at the depinning transition. The probability distribution function of the amplitude of the slip events…

Statistical Mechanics · Physics 2009-10-31 F. Lacombe , S. Zapperi , H. J. Herrmann

In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…

Probability · Mathematics 2014-06-24 Alexandru V. Asimit , Enkelejd Hashorva , Dominik Kortschak

The simultaneous effect of both disorder and crystal-lattice pinning on the equilibrium behavior of oriented elastic objects is studied using scaling arguments and a functional renormalization group technique. Our analysis applies to…

Statistical Mechanics · Physics 2009-10-31 Thorsten Emig , Thomas Nattermann

We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$…

Probability · Mathematics 2007-05-23 Janko Gravner , Craig A. Tracy , Harold Widom

Planar topological superconductors with power-law-decaying pairing display different kinds of topological phase transitions where quasiparticles dubbed nonlocal-massive Dirac fermions emerge. These exotic particles form through long-range…

Superconductivity · Physics 2019-07-17 T. O. Puel , O. Viyuela

The density of states of Dirac fermions with a random mass on a two-dimensional lattice is considered. We give the explicit asymptotic form of the single-electron density of states as a function of both energy and (average) Dirac mass, in…

Mesoscale and Nanoscale Physics · Physics 2017-09-27 Simon Villain-Guillot , Giancarlo Jug , Klaus Ziegler

We study phase-ordering dynamics of a ferromagnetic system with a scalar order-parameter on fractal graphs. We propose a scaling approach, inspired by renormalization group ideas, where a crossover between distinct dynamical behaviors is…

Statistical Mechanics · Physics 2013-03-29 Raffaella Burioni , Federico Corberi , Alessandro Vezzani

We study the competition between pinning of a charge density wave (CDW) by random distributed impurities and a periodic potential of the underlying crystal lattice. In d=3 dimensions, we find for commensurate phases of order p>p_c\approx…

Statistical Mechanics · Physics 2009-10-30 Thorsten Emig , Thomas Nattermann

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

Probability · Mathematics 2016-01-07 Archil Gulisashvili , Peter Tankov

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

Dynamical Systems · Mathematics 2019-01-08 Yongluo Cao , Gang Liao , Zhiyuan You

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

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

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as…

In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem, is related to max-sum equivalence of the randomly weighted sums in bi-variate set…

Probability · Mathematics 2025-05-27 Dimitrios G. Konstantinides , Charalampos D. Passalidis

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

Risk Management · Quantitative Finance 2024-11-15 Fan Yang , Yi Zhang

In this paper, we investigate the ground state of two-dimensional disordered cylinders which contain spinless, interacting electrons using the Hartree-Fock approximation. Calculations of the deviation of the polarization from uniformity…

Condensed Matter · Physics 2007-05-23 A. Kambili , H. Fehrmann , C. J. Lambert , J. H. Jefferson

The optimal fluctuation approach is applied to study the most distant (non-universal) tails of the free-energy distribution function P(F) for an elastic string (of a large but finite length L) interacting with a quenched random potential. A…

Disordered Systems and Neural Networks · Physics 2009-11-13 I. V. Kolokolov , S. E. Korshunov

We study, using functional renormalization (FRG), two copies of an elastic system pinned by mutually correlated random potentials. Short scale decorrelation depend on a non trivial boundary layer regime with (possibly multiple) chaos…

Disordered Systems and Neural Networks · Physics 2009-11-11 Pierre Le Doussal

The Full Counting Statistics (FCS) is studied for a one-dimensional system of non-interacting fermions with and without disorder. For two unbiased $L$ site lattices connected at time $t=0$, the charge variance increases as the natural…

Mesoscale and Nanoscale Physics · Physics 2013-05-30 G. C. Levine , M. J. Bantegui , J. A. Burg

We propose a simple and general procedure based on a recently introduced approach that uses an importance-sampling Monte Carlo algorithm in the disorder to probe to high precision the tails of ground-state energy distributions of disordered…

Disordered Systems and Neural Networks · Physics 2007-05-23 Mathias Koerner , Helmut G. Katzgraber , Alexander K. Hartmann