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We provide a complete and self-contained proof of spectral and dynamical localization for the one-dimensional Anderson model, starting from the positivity of the Lyapunov exponent provided by F\"urstenberg's theorem. That is, a…

Mathematical Physics · Physics 2017-08-04 Valmir Bucaj , David Damanik , Jake Fillman , Vitaly Gerbuz , Tom VandenBoom , Fengpeng Wang , Zhenghe Zhang

The Anderson transition in three dimensions in a randomly varying magnetic flux is investigated in detail by means of the transfer matrix method with high accuracy. Both, systems with and without an additional random scalar potential are…

Disordered Systems and Neural Networks · Physics 2009-10-31 T. Kawarabayashi , B. Kramer , T. Ohtsuki

This paper presents a framework for binary autoregressive time series in which each observation is a Bernoulli variable whose success probability evolves with past outcomes and probabilities, in the spirit of GARCH-type dynamics,…

Econometrics · Economics 2026-04-17 Anna Bykhovskaya , Nour Meddahi

We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…

Dynamical Systems · Mathematics 2024-03-20 F. Flandoli , S. Galatolo , P. Giulietti , S. Vaienti

We present a symbolic decomposition of the Pearson chi-square statistic with unequal cell probabilities, by presenting Hadamard-type matrices whose columns are eigenvectors of the variance-covariance matrix of the cell counts. All of the…

Computation · Statistics 2018-06-12 Abbas Alhakim

Anderson model of noninteracting disordered electrons is studied in high spatial dimensions. We find that off-diagonal one- and two-particle propagators behave as gaussian random variables w.r.t. momentum summations. With this…

Disordered Systems and Neural Networks · Physics 2008-09-16 V. Janis , J. Kolorenc

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

Probability · Mathematics 2007-11-25 Sourav Chatterjee

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

Probability · Mathematics 2015-06-26 Alexander Soshnikov

We investigate the fidelity susceptibility, which quantifies the sensitivity of single-particle eigenstates to perturbations, in the three-dimensional Anderson model. As a function of disorder strength $W$, it exhibits two distinct peaks.…

Disordered Systems and Neural Networks · Physics 2026-05-26 Piotr Tokarczyk , Lev Vidmar , Anatoli Polkovnikov , Patrycja Łydżba

The eigenproblem for thin shells of revolution under uncertainty in material parameters is discussed. Here the focus is on the smallest eigenpairs. Shells of revolution have natural eigenclusters due to symmetries, moreover, the eigenpairs…

Numerical Analysis · Mathematics 2018-03-19 Harri Hakula , Mikael Laaksonen

We study the Anderson-type localisation-delocalisation transition found previously in the QCD Dirac spectrum at high temperature. Using high statistics QCD simulations with $N_f=2+1$ flavours of staggered quarks, we discuss how the change…

High Energy Physics - Lattice · Physics 2013-12-09 Matteo Giordano , Tamas G. Kovacs , Ferenc Pittler

We present an experimental signature of the Anderson localisation of microcavity polaritons, and provide a systematic study of the dependence on disorder strength. We reveal a controllable degree of localisation, as characterised by the…

In this paper we present a class of Anderson type operators with independent, non-stationary (non-decaying) random potentials supported on a subset of positive density in the odd-dimensional lattice and prove the existence of pure…

Mathematical Physics · Physics 2011-07-12 M Krishna

We study quasi-periodic eigenvalue problems that arise in the stability analysis of periodic traveling wave solutions to Hamiltonian PDEs. We establish bounds on regions in the complex plane when the eigenvalues may deviate from the…

Analysis of PDEs · Mathematics 2024-10-28 Jared C Bronski , Ver Mikyoung Hur , Sarah E Simpson

A results of numerical procedure for construction of confidence intervals for parameter of Poisson distribution for signal in the presence of background which has Poisson distribution with known value of parameter are presented. It is shown…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov

High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…

Methodology · Statistics 2020-06-08 Daren Wang , Yi Yu , Rebecca Willett

The method proposed by the present authors to deal analytically with the problem of Anderson localization via disorder [J.Phys.: Condens. Matter {\bf 14} (2002) 13777] is generalized for higher spatial dimensions D. In this way the…

Disordered Systems and Neural Networks · Physics 2009-11-11 V. N. Kuzovkov , W. von Niessen

We examine the localization properties of the 2D Anderson Hamiltonian with off-diagonal disorder. Investigating the behavior of the participation numbers of eigenstates as well as studying their multifractal properties, we find states in…

Disordered Systems and Neural Networks · Physics 2009-10-30 Andrzej Eilmes , Rudolf A. Roemer , Michael Schreiber

We investigate the short-distance statistics of the local density of states nu in long one-dimensional disordered systems, which display Anderson localization. It is shown that the probability distribution function P(nu) can be recovered…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. Schomerus , M. Titov
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