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The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

This paper aims to develop a rigorous asymptotic analysis of an approximate renormalization group recursion for inverse participation ratios $P_q$ of critical powerlaw random band matrices. The recursion goes back to the work by Mirlin and…

Mathematical Physics · Physics 2016-12-21 Yan. V. Fyodorov , Antti Kupiainen , Christian Webb

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

In this paper we demonstrate numerically that random networks whose adjacency matrices ${\bf A}$ are represented by a diluted version of the Power--Law Banded Random Matrix (PBRM) model have multifractal eigenfunctions. The PBRM model…

Physics and Society · Physics 2019-04-16 Didier A. Vega-Oliveros , J. A. Méndez-Bermúdez , Francisco A. Rodrigues

We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…

Disordered Systems and Neural Networks · Physics 2015-05-14 R. Juhász , F. Iglói

Let $\mu$ be the geometric realization on $[0,1]$ of a Gibbs measure on $\Sigma=\{0,1\}^{\mathbb{N}}$ associated with a H\"older potential. The thermodynamic and multifractal properties of $\mu$ are well known to be linked via the…

Mathematical Physics · Physics 2015-12-15 Julien Barral , Stéphane Seuret

We consider the random wetting transition on the Cayley tree, i.e. the problem of a directed polymer on the Cayley tree in the presence of random energies along the left-most bonds. In the pure case, there exists a first-order transition…

Disordered Systems and Neural Networks · Physics 2009-03-26 Cecile Monthus , Thomas Garel

We revisit the problem of wavefunction statistics at the Anderson metal-insulator transition (MIT) of non-interacting electrons in d > 2 spatial dimensions. At the transition, the complex spatial structure of the critical wavefunctions is…

Disordered Systems and Neural Networks · Physics 2013-05-29 Matthew S. Foster , Shinsei Ryu , Andreas W. W. Ludwig

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…

Statistical Mechanics · Physics 2013-04-12 Zhi Chen , Xiao Xu

Models of many-body localization (MBL) exhibit slow numerical drifts towards delocalization with increasing system size, for which no satisfactory theory exists. Numerics indicates that these drifts are driven by the proliferation of…

Disordered Systems and Neural Networks · Physics 2026-05-08 Carlo Vanoni , David M. Long , Anushya Chandran

Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig (A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)) on the case of diluted two-dimensional Potts model, the moments $\bar{\rho^q(r)}$ of…

Disordered Systems and Neural Networks · Physics 2007-08-22 Cecile Monthus , Thomas Garel

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

Condensed Matter · Physics 2015-06-25 Martin Janssen

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

We study within a paradigmatic model for glassy dynamics, the Barrat-M\'ezard trap model, the effect of a nontrivial network structure in the connectivity among traps. Sparseness of this network has recently been shown to lead to…

Disordered Systems and Neural Networks · Physics 2025-07-28 Diego Tapias , Peter Sollich

The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic…

Statistical Mechanics · Physics 2009-11-10 Pedro A. Pury , Manuel O. Caceres

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu

Transition to hyperchaotic regimes in Rayleigh-Benard convection in a square periodicity cell is studied by three-dimensional numerical simulations. By fixing the Prandtl number at P=0.3 and varying the Rayleigh number as a control…

Fluid Dynamics · Physics 2022-06-30 R. Chertovskih , E. V. Chimanski , E. L. Rempel

Spectral statistics of systems that undergo many--body localization transition are studied. An analysis of the gap ratio statistics from the perspective of inter- and intra-sample randomness allows us to pin point differences between…

Disordered Systems and Neural Networks · Physics 2019-03-06 Piotr Sierant , Jakub Zakrzewski