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We show that the tails of the asymptotic density distribution of a quantum wave packet that localizes in the the presence of random or quasiperiodic disorder can be described by the diagonal term of the projection over the eingenstates of…

Quantum Gases · Physics 2014-01-28 Marco Moratti , Michele Modugno

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…

Statistical Mechanics · Physics 2014-09-29 G. Cigdem Yalcin , Alberto Robledo , Murray Gell-Mann

Reliably characterizing the full conditional distribution of a multivariate response variable given a set of covariates is crucial for trustworthy decision-making. However, misspecified or miscalibrated multivariate models may yield a poor…

Machine Learning · Computer Science 2025-10-27 Victor Dheur , Souhaib Ben Taieb

We address the phenomenon of statistical orthogonality catastrophe in insulating disordered systems. More in detail, we analyse the response of a system of non-interacting fermions to a local perturbation induced by an impurity. By…

We report the first experimental observation of strong multifractality in wave functions at the Anderson localization transition in open three-dimensional elastic networks. Our results confirm the recently predicted symmetry of the…

Disordered Systems and Neural Networks · Physics 2009-12-21 Sanli Faez , Anatoliy Strybulevych , John H. Page , Ad Lagendijk , Bart A. van Tiggelen

We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are…

Condensed Matter · Physics 2009-10-31 E. Bacry , J. Delour , J. F. Muzy

We identify a new type of pattern formation in spatially distributed active systems. We simulate one-dimensional two-component systems with predator-prey local interaction and pursuit-evasion taxis between the components. In a sufficiently…

Pattern Formation and Solitons · Physics 2013-05-29 V. N. Biktashev , M. A. Tsyganov

By means of Monte Carlo simulations we show that there are two qualitatively different modes of localization of classical waves in 1-{\em D} random periodic-on-average systems. States from pass bands and band edges of the underlying band…

Disordered Systems and Neural Networks · Physics 2009-10-31 Lev I. Deych , D. Zaslavsky , A. A. Lisyansky

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

The reduced density matrix of many-body systems possessing an additive conserved quantity can be decomposed in orthogonal sectors which can be independently analyzed. Recently, these have been proven to equally contribute to entanglement…

Statistical Mechanics · Physics 2020-08-05 Xhek Turkeshi , Paola Ruggiero , Vincenzo Alba , Pasquale Calabrese

We use multifractal finite-size scaling to perform a high-precision numerical study of the critical properties of the Anderson localization-delocalization transition in the unitary symmetry class, considering the Anderson model including a…

Disordered Systems and Neural Networks · Physics 2017-10-11 Jakob Lindinger , Alberto Rodríguez

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

We relate the entropy of entanglement of ensembles of random vectors to their generalized fractal dimensions. Expanding the von Neumann entropy around its maximum we show that the first order only depends on the participation ratio, while…

Quantum Physics · Physics 2009-03-12 Olivier Giraud , John Martin , Bertrand Georgeot

We consider disordered pinning models, when the return time distribution of the underlying renewal process has a polynomial tail with exponent $\alpha \in (1/2,1)$. This corresponds to a regime where disorder is known to be relevant, i.e.…

Probability · Mathematics 2017-09-01 Francesco Caravenna , Fabio Lucio Toninelli , Niccolo Torri

We discuss the irreversibility, nonlocality, and fluctuations, as well as the Lyapunov and hydrodynamic instabilities characterizing atomistic, smooth-particle, and finite-difference solutions of the two-dimensional Rayleigh-B\'enard…

Statistical Mechanics · Physics 2012-05-22 Wm. G. Hoover , Carol G. Hoover

The disordered XXZ model is a prototype model of the many-body localization transition (MBL). Despite numerous studies of this model, the available numerical evidence of multifractality of its eigenstates is not very conclusive due severe…

Disordered Systems and Neural Networks · Physics 2020-05-22 David J. Luitz , Ivan M. Khaymovich , Yevgeny Bar Lev
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