Related papers: Long-time tails in the random transverse Ising cha…
In this paper, the second-order statistics of the instantaneous mutual information are studied, in time-varying Rayleigh fading channels, assuming general non-isotropic scattering environments. Specifically, first the autocorrelation…
Whereas the short time behaviour of an unstable quantum mechanical system is well understood from its theoretical as well as experimental side, the long time tail of the very same systems has neither been measured experimentally nor is…
In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…
The static transverse and longitudinal correlation functions (CF) of a 3-dimensional ferromagnet are calculated for the exactly solvable anisotropic spherical model (ASM) determined as the limit D \to \infty of the classical D-component…
Optimal information processing in peripheral sensory systems has been associated in several examples to the signature of a critical or near critical state. Furthermore, cortical systems have also been described to be in a critical state in…
We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…
The present work investigates two properties of level crossings of a stationary Gaussian process $X(t)$ with autocorrelation function $R_X(\tau)$. We show firstly that if $R_X(\tau)$ admits finite second and fourth derivatives at the…
We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has…
Dynamical correlations of the spin and the energy density are investigated in the critical region of the random transverse-field Ising chain by numerically exact calculations in large finite systems (L<=128). The spin-spin autocorrelation…
Aging in a two-dimensional Ising spin model with both ferromagnetic exchange and antiferromagnetic dipolar interactions is established and investigated via Monte Carlo simulations. The behaviour of the autocorrelation function $C(t,t_w)$ is…
Long tails in the velocity distribution are observed in plasmas and gravitational systems. Some experiments and observations in far-from-equilibrium conditions show that these tails behave as 1/v^(5/2). We show here that such heavy tails…
Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…
We numerically study the one-dimensional long-range Transverse Field Ising Model (TFIM) in the antiferromagnetic (AFM) regime at zero temperature using Generalized Hartree-Fock (GHF) theory. The spin-spin interaction extends to all spins in…
We consider the following recurrence relation with random i.i.d. coefficients $(a_n,b_n)$: $$ x_{n+1}=a_{n+1} x_n+b_{n+1} $$ where $a_n\in GL(d,\mathbb{R}),b_n\in \mathbb{R}^d$. Under natural conditions on $(a_n,b_n)$ this equation has a…
Using a numerically exact technique we study spin transport and the evolution of spin-density excitation profiles in a disordered spin-chain with long-range interactions, decaying as a power-law, $r^{-\alpha}$ with distance and $\alpha<2$.…
Our work aims to study the tail behaviour of weighted sums of the form $\sum_{i=1}^{\infty} X_{i} \prod_{j=1}^{i}Y_{j}$, where $(X_{i}, Y_{i})$ are independent and identically distributed, with common joint distribution bivariate Sarmanov.…
We investigate the dynamical critical behavior of the two-dimensional three-state Potts model with single spin-flip dynamics in equilibrium. We focus on the mean-squared deviation of the magnetization $M$ (MSD$_{M}$) as a function of time,…
We study a class of spin-$1/2$ quantum ladder models with generalised plaquette interactions in the presence of a transverse field. We show that in certain parameter regimes these models have strong zero modes responsible for the long…
We consider linear, time-dependent and skew-adjoint perturbations of periodic transport equations on the one-dimensional torus. We describe the long-time behavior of solutions for all non-degenerate perturbations in resonant regime, proving…
We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…