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We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

Probability · Mathematics 2016-01-07 Archil Gulisashvili , Peter Tankov

We investigate how the scaling behavior of finite systems at magnetic first-order transitions (FOTs) with relaxational dynamics changes in correspondence of various boundary conditions. As a theoretical laboratory we consider the…

Statistical Mechanics · Physics 2019-07-24 Pierpaolo Fontana

We evaluate the mean escape time of overdamped particles over potential barriers in short-correlated quenched Gaussian disorder potentials in one dimension at low temperature. The thermally activated escape is very sensitive to the form of…

Statistical Mechanics · Physics 2023-03-27 Baruch Meerson

We study the crossover behaviors that can be observed in the high-temperature phase of three-dimensional dilute spin systems, using a field-theoretical approach. In particular, for randomly dilute Ising systems we consider the…

Statistical Mechanics · Physics 2016-08-31 Pasquale Calabrese , Pietro Parruccini , Andrea Pelissetto , Ettore Vicari

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

A wide variety of physical systems ranging from the firing of neurons to eutrophication of lakes to the presence of Arctic summer sea ice exhibit a phenomenon known as tipping. In mathematical models, tipping can be caused by bifurcations,…

Dynamical Systems · Mathematics 2018-03-14 Alanna Hoyer-Leitzel , Alice Nadeau , Andrew Roberts , Andrew Steyer

We investigate thermodynamic phase transitions of the joint presence of spin glass (SG) and random field (RF) using a random graph model that allows us to deal with the quenched disorder. Therefore, the connectivity becomes a controllable…

Disordered Systems and Neural Networks · Physics 2021-02-24 R. Erichsen , A. Silveira , S. G. Magalhaes

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

Probability · Mathematics 2019-05-22 Andrew J. Majda , Xin T. Tong

We study the critical behavior of a general class of cubic-symmetric spin systems in which disorder preserves the reflection symmetry $s_a\to -s_a$, $s_b\to s_b$ for $b\not= a$. This includes spin models in the presence of random…

Statistical Mechanics · Physics 2011-07-19 Pasquale Calabrese , Andrea Pelissetto , Ettore Vicari

We consider the three-dimensional randomly diluted Ising model and study the critical behavior of the static and dynamic spin-spin correlation functions (static and dynamic structure factors) at the paramagnetic-ferromagnetic transition in…

Disordered Systems and Neural Networks · Physics 2009-11-13 Pasquale Calabrese , Andrea Pelissetto , Ettore Vicari

We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail. When the model is normal, we show that the…

Probability · Mathematics 2007-05-23 Claudia Kluppelberg , Serguei Pergamenchtchikov

We present results on the low-frequency dynamical and transport properties of random quantum systems whose low temperature ($T$), low-energy behavior is controlled by strong disorder fixed points. We obtain the momentum and frequency…

Disordered Systems and Neural Networks · Physics 2009-10-31 Olexei Motrunich , Kedar Damle , David A. Huse

We investigate transport in several translationally invariant spin-1/2 chains in the limit of high temperatures. We concretely consider spin transport in the anisotropic Heisenberg chain, the pure Heisenberg chain within an alternating…

Statistical Mechanics · Physics 2009-11-03 Robin Steinigeweg , Jochen Gemmer

The effects of random magnetic fields are considered in an Ising spin-glass model defined in the limit of infinite-range interactions. The probability distribution for the random magnetic fields is a double Gaussian, which consists of two…

Statistical Mechanics · Physics 2009-11-13 N. Crokidakis , F. D. Nobre

We study the critical behavior of the one-dimensional random field Ising model (RFIM) with long-range interactions ($\propto r^{-(d+\sigma)}$) by the nonperturbative functional renormalization group. We find two distinct regimes of critical…

Statistical Mechanics · Physics 2017-10-12 Ivan Balog , Gilles Tarjus , Matthieu Tissier

We provide asymptotic theory for certain functions of the sample autocovariance matrices of a high-dimensional time series with infinite fourth moment. The time series exhibits linear dependence across the coordinates and through time.…

Statistics Theory · Mathematics 2020-01-16 Johannes Heiny , Thomas Mikosch

We investigate spin precession in the presence of randomly distributed field sources. Their fields h_i reorient by thermally activated transitions and decrease as r^{-mu} with the distance from the spin probe. Based on analytical…

Condensed Matter · Physics 2007-05-23 Falk Scheffler , Philipp Maass

Finite-temperature spin transport in integrable isotropic spin chains (i.e., spin chains with continuous nonabelian symmetries) is known to be superdiffusive, with anomalous transport properties displaying remarkable robustness to isotropic…

Statistical Mechanics · Physics 2024-12-10 Catherine McCarthy , Sarang Gopalakrishnan , Romain Vasseur

We show that a simple mechanistic model of spatial dispersal for settling organisms, subject to parameter variability, can generate heavy-tailed radial probability density functions. The movement of organisms in the model consists of a…

Populations and Evolution · Quantitative Biology 2025-09-23 Luis F. Gordillo , Priscilla E. Greenwood

We investigate the dynamical spreading of spatial correlations after a quantum quench starting from a magnetically disordered state in the transverse-field Ising model at one (1D) and two spatial dimensions (2D). We analyze specifically the…

Quantum Gases · Physics 2023-08-04 Ryui Kaneko , Ippei Danshita