Related papers: Tail Behavior of Sphere-Decoding Complexity in Ran…
We investigate the static and dynamical behavior of 1D interacting fermions in disordered Hubbard chains, contacted to semi-infinite leads. The chains are described via the repulsive Anderson-Hubbard Hamiltonian, using static and…
We consider the Dirichlet Laplacian $H_\gamma$ on a 3D twisted waveguide with random Anderson-type twisting $\gamma$. We introduce the integrated density of states $N_\gamma$ for the operator $H_\gamma$, and investigate the Lifshits tails…
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…
We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…
We investigate the statistics of the number $N(R,S)$ of lattice points, $n\in \Z^2$, in a ``random'' annular domain $\Pi(R,w)=\,(R+w)A\,\setminus RA$, where $R,w >0$. Here $A$ is a fixed convex set with smooth boundary and $w$ is chosen so…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
Consider the partition function of a directed polymer in an IID field. We assume that both tails of the negative and the positive part of the field are at least as light as exponential. It is a well-known fact that the free energy of the…
The probability distribution of percolation thresholds in finite lattices were first believed to follow a normal Gaussian behaviour. With increasing computer power and more efficient simulational techniques, this belief turned to a…
We investigate statistical distributions of differences in gravitational-lensing deflections between two light rays, the so-called lensing excursion angles. A probability distribution function of the lensing excursion angles, which plays a…
We give an asymptotic evaluation of the complexity of spherical p-spin spin-glass models via random matrix theory. This study enables us to obtain detailed information about the bottom of the energy landscape, including the absolute minimum…
The question of list decoding error-correcting codes over finite fields (under the Hamming metric) has been widely studied in recent years. Motivated by the similar discrete structure of linear codes and point lattices in R^N, and their…
It was observed that the number of cases and deaths for infectious diseases were associated with heavy-tailed power law distributions such as the Pareto distribution. While Pareto distribution was widely used to model the cases and deaths…
We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess…
The state-of-the-art error correcting codes are based on large random constructions (random graphs, random permutations, ...) and are decoded by linear-time iterative algorithms. Because of these features, they are remarkable examples of…
This paper introduces a class of copula models for spatial data, based on multivariate Pareto-mixture distributions. We explore the tail properties of these models, demonstrating their ability to capture both tail dependence and asymptotic…
We study the large-$r$ behavior of the bulk order-parameter correlation function $G(\bf{r})$ for $T>T_c$ within the lattice $\phi^4$ theory. We also study the large-$L$ behavior of the susceptibility $\chi$ of the confined lattice system of…
We address the question whether hard-core bosons, equivalent to the XX-model, remain integrable once the system is no longer closed. We consider the lattice version under incoherent local pump and loss and show, using random matrix theory,…
We study the implications of coupling Langmuir kinetics (LK) process with the dynamics of an extending lattice. The model that we consider couples dynamically extending exclusion process (DEEP) with the process of random attachment and…
We solve inverse problems from the D-N map for the quantum graph on a finite domain in a square lattice and that on a hexagonal lattice, as well as inverse scattering problems from the S-matrix for a locally perturbed square lattice and a…
We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…