Related papers: The discrete-time parabolic Anderson model with he…
A directed polymer is allowed to branch, with configurations determined by global energy optimization and disorder. A finite size scaling analysis in 2D shows that, if disorder makes branching more and more favorable, a critical transition…
We establish the complete spectral exponential, and the strong Hilbert-Schmidt dynamical localization for the one-dimensional multi-particle Anderson tight-binding model and for weakly interacting particles system. In other words, we show…
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 upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider annealed estimates, that is when we average over both randomness,…
We study the total mass of the solution to the parabolic Anderson model on a regular tree with an i.i.d. random potential whose marginal distribution is double-exponential. In earlier work we identified two terms in the asymptotic expansion…
We consider the large-time behavior of the solution $u\colon [0,\infty)\times\Z\to[0,\infty)$ to the parabolic Anderson problem $\partial_t u=\kappa\Delta u+\xi u$ with initial data $u(0,\cdot)=1$ and non-positive finite i.i.d. potentials…
In this paper, we study a model of directed polymers in random environment, where the environment is restricted to a time-space tube whose spatial width grows polynomially with time. It can be viewed as an interpolation between the…
We introduce a large and flexible class of discrete tempered stable distributions, and analyze the domains of attraction for both this class and the related class of positive tempered stable distributions. Our results suggest that these are…
We study analytically and numerically the winding of directed polymers of length $t$ around each other or around a rod. Unconfined polymers in pure media have exponentially decaying winding angle distributions, the decay constant depending…
In this article, we derive strong localization results for directed polymers in random environment. We show that at "low temperature" the polymer measure is asymptotically concentrated at a few points of macroscopic mass (we call these…
We establish exponential localization for a multi-particle Anderson model in a Euclidean space of an arbitrary dimension, in presence of a non-trivial short-range interaction and an alloy-type random external potential. Specifically, we…
We present a continuum formulation of a (d+1)-dimensional directed line interacting with sparse potentials (i.e. d-dimensional potentials defined only at discrete longitudinal locations.) An iterative solution for the partition function is…
Stochastic volatility processes with heavy-tailed innovations are a well-known model for financial time series. In these models, the extremes of the log returns are mainly driven by the extremes of the i.i.d. innovation sequence which leads…
In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the…
We propose a model for two $(d+1)$-dimensional directed polymers subjected to a mutual $\delta$-function interaction with a random coupling constant, and present an exact renormalization group study for this system. The exact…
Disorder or sufficiently strong interactions can render a metallic state unstable causing it to turn into an insulating one. Despite the fact that the interplay of these two routes to a vanishing conductivity has been a central research…
Dendronized polymers consist of an elastic backbone with a set of iterated branch structures (dendrimers)attached at every base point of the backbone. The conformations of such molecules depend on the elastic deformation of the backbone and…
We consider the parabolic Anderson model (PAM) $\partial_t u = \frac12 \Delta u + \xi u$ in $\mathbb R^2$ with a Gaussian (space) white-noise potential $\xi$. We prove that the almost-sure large-time asymptotic behaviour of the total mass…
This paper is devoted to the study of the random displacement model on $\R^d$. We prove that, in the weak displacement regime, Anderson and dynamical localization holds near the bottom of the spectrum under a generic assumption on the…
Complete localization is shown to hold for the $d$-dimensional Anderson model with uniformly distributed random potentials provided the disorder strength $\lambda >\lambda_{And}$ where $\lambda_{\text{And}}$ satisfies…