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Related papers: Long-time tails in the random transverse Ising cha…

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We show by numerical simulations that the correlation function of the random field Ising model (RFIM) in the critical region in three dimensions has very strong fluctuations and that in a finite volume the correlation length is not…

Condensed Matter · Physics 2009-11-07 Giorgio Parisi , Nicolas Sourlas

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

Probability · Mathematics 2019-03-28 Remco van der Hofstad , Harsha Honnappa

We explore the self-sustained Josephson junction dynamics in dipolar supersolids, predicting the possibility of self-trapping alongside the experimentally observed Josephson oscillations [Biagioni, G. et al., Nature 629, 773 (2024)]. Using…

Quantum Gases · Physics 2025-04-30 Aitor Alaña , Michele Modugno , Pablo Capuzzi , D. M. Jezek

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

Statistical Mechanics · Physics 2026-05-11 Alberto Bassanoni , Omer Hamdi

Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…

Disordered Systems and Neural Networks · Physics 2017-06-06 Jiajun Luo , M. Grayson

We take an $L_1$-dense class of functions $\Cal F$ on a measurable space $(X,\Cal X)$ and a sequence of i.i.d. $X$-valued random variables $\xi_1,\dots,\xi_n$, and give a good estimate on the tail behaviour of $\sup\limits_{f\in\Cal…

Probability · Mathematics 2014-07-07 Peter Major

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…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

We have investigated the nature of the dynamical behaviour in low autocorrelation binary sequences. These models do have a glass transition $T_G$ of a purely dynamical nature. Above the glass transition the dynamics is not fully ergodic and…

Condensed Matter · Physics 2009-10-22 Gabriele Migliorini , Felix Ritort

Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…

Machine Learning · Statistics 2025-05-06 Mert Gurbuzbalaban , Yuanhan Hu , Umut Simsekli , Kun Yuan , Lingjiong Zhu

Transfer-matrix methods are used to study the probability distributions of spin-spin correlation functions $G$ in the two-dimensional random-field Ising model, on long strips of width $L = 3 - 15$ sites, for binary field distributions at…

Statistical Mechanics · Physics 2009-10-31 S. L. A. de Queiroz , R. B. Stinchcombe

We study numerically the paramagnetic phase of the spin-1/2 random transverse-field Ising chain, using a mapping to non-interacting fermions. We extend our earlier work, Phys. Rev. 53, 8486 (1996), to finite temperatures and to dynamical…

Disordered Systems and Neural Networks · Physics 2009-10-30 A. P. Young

We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindley's recursion. This recursion arises in queuing systems with dependent interarrival and service times, and includes…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Zbigniew Palmowski

We prove Gibbs distribution of two-state spin systems(also known as binary Markov random fields) without hard constrains on a tree exhibits strong spatial mixing(also known as strong correlation decay), under the assumption that, for…

Discrete Mathematics · Computer Science 2009-03-05 Jinshan Zhang

We consider self-dual transverse-field Ising spin chains with $m$-spin interaction, where the phase transition is of second and first order, for m <= 3 and m>3, respectively. We present a statistical analysis of the spectra of the…

Statistical Mechanics · Physics 2007-05-23 Jean Christian Angles d'Auriac , Ferenc Igloi

The problem of spin diffusion is studied numerically in one-dimensional classical Heisenberg model using a deterministic odd even spin precession dynamics. We demonstrate that spin diffusion in this model, like energy diffusion, is normal…

Statistical Mechanics · Physics 2015-06-12 Debarshee Bagchi

We study the so-called pinning model, which describes the behavior of a Markov chain interacting with a distinguished state. The interaction depends on an external source of randomness, called disorder, which can attract or repel the Markov…

Probability · Mathematics 2023-02-27 Niccolo Torri

Let $\{X_t, t \geq 1\}$ be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and $\{ \Theta_t, t\geq1 \}$ be a sequence of positive random variables independent of…

Probability · Mathematics 2017-09-05 Rajat Subhra Hazra , Krishanu Maulik

We consider two-dimensional degenerate electron gas in the presence of perpendicular random magnetic field. The magnetic field disorder which is assumed to be gaussian is characterized by two parameters. The first is proportional to the…

Disordered Systems and Neural Networks · Physics 2008-02-03 A. Lusakowski , L. A. Turski

A regularly varying time series as introduced in Basrak and Segers (2009) is a (multivariate) time series such that all finite dimensional distributions are multivariate regularly varying. The extremal behavior of such a process can then be…

Probability · Mathematics 2018-01-29 Anja Janßen

We present a continuous time random walk model for the scale-invariant transport found in a self-organized critical rice pile [Christensen et al., Phys. Rev. Lett. 77, 107 (1996)]. From our analytical results it is shown that the dynamics…

Condensed Matter · Physics 2016-08-31 Marian Boguna , Alvaro Corral