Related papers: The Parabolic Anderson Model with Acceleration and…
To date the most precise estimations of the critical exponent for the Anderson transition have been made using the transfer matrix method. This method involves the simulation of extremely long quasi one-dimensional systems. The method is…
We propose a realization of the two-impurity Anderson model in a double quantum-dot device. When charge transfer between the dots is suppressed the system exhibits a quantum phase transition, controlled by a surface of non-Fermi liquid…
The Aubry-Andr\'e-Harper model provides a paradigmatic example of aperiodic order in a one-dimensional lattice displaying a delocalization-localization phase transition at a finite critical value $V_c$ of the quasiperiodic potential…
A theorem about asymptotic estimation of multiple integral of a special type is proved for the case when the integrand peaks at the integration domain bound, but not at a point of extremum. Using this theorem the asymptotic expansion of the…
Let $\{u(t\,,x): (t,x)\in (0, \infty)\times \mathbb{R}\}$ be the solution to parabolic Anderson model with narrow wedge initial condition. Using the association property of parabolic Anderson model, we establish a lower bound on spatial…
Let $\xi$ be a Gaussian white noise on $\mathbb R^d$ ($d=1,2,3$). Let $(\xi_\varepsilon)_{\varepsilon>0}$ be continuous Gaussian processes such that $\xi_\varepsilon\to\xi$ as $\varepsilon\to0$, defined by convolving $\xi$ against a…
We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for the risk and then construct an…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…
The physics of Anderson transitions between localized and metallic phases in disordered systems is reviewed. The term ``Anderson transition'' is understood in a broad sense, including both metal-insulator transitions and quantum-Hall-type…
We develop a technique of multiple scale asymptotic expansions along mean flows and a corresponding notion of weak multiple scale convergence. These are applied to homogenize convection dominated parabolic equations with rapidly…
We introduce a minimal model of energy transfer through scales to describe, at a qualitative level, the subcritical transition between laminar and turbulent flows, viewed in a statistical physics framework as a discontinuous absorbing phase…
We consider the parabolic Anderson model $\frac{\partial}{\partial t} v_n=\kappa\Delta_n v_n + \xi_n v_n$ on the $n$-dimensional hypercube $\{-1,+1\}^n$ with random i.i.d. potential $\xi_n$. We parametrize time by volume and study $v_n$ at…
We consider a discrete-time version of the parabolic Anderson model. This may be described as a model for a directed (1+d)-dimensional polymer interacting with a random potential, which is constant in the deterministic direction and i.i.d.…
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…
The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…
In this paper we study intermittency for the parabolic Anderson equation $\partial u/\partial t=\kappa\Delta u+\gamma\xi u$ with $u:\mathbb{Z}^d\times[0,\infty)\to\mathbb{R}$, where $\kappa\in[0,\infty)$ is the diffusion constant, $\Delta$…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
Anderson localization of particles -- the complete halt of wave transport through multiple scattering and phase coherence -- is a paradigmatic manifestation of quantum interference in disordered media. In three dimensions, the scaling…
We consider the parabolic Anderson problem with random potentials having inverse-square singularities around the points of a standard Poisson point process in $\mathbb{R}^d$, $d \geq 3$. The potentials we consider are obtained via…
We study the asymptotic speed of traveling fronts of the scalar reaction diffusion for positive reaction terms and with a diffusion coefficient depending nonlinearly on the concentration and on its gradient. We restrict our study to…