Related papers: High values of disorder-generated multifractals an…
We control a broad class of singular (or "rough") Fourier multipliers by geometrically-defined maximal operators via general weighted $L^2(\mathbb{R})$ norm inequalities. The multipliers involved are related to those of Coifman--Rubio de…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementation of the expectation-maximization algorithm, tailored for…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…
Motivated by recent debates around the many-body localization (MBL) problem, and in particular its stability against systemwide resonances, we investigate long-distance spin-spin correlations across the phase diagram of the random-field XXZ…
Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to…
In this paper new multi-variable deformed Fokker-Planck (FP) equations are presented. These deformed FP equations are associated with the Ruijsenaars-Schneider-van Diejen (RSvD) type systems in the same way that the usual one variable FP…
"Murmurations" are a recently-discovered type of fine structure in sums of Dirichlet coefficients averaged over families of $L$-functions. The root cause of this phenomenon remains mysterious. In the present paper, we demonstrate how…
We propose a multilevel stochastic approximation (MLSA) scheme for the computation of the value-at-risk (VaR) and expected shortfall (ES) of a financial loss, which can only be computed via simulations conditionally on the realisation of…
In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…
We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…
Models with correlated disorders are rather common in physics. In some of them, like the Aubry-Andr\'e (AA) model, the localization phase diagram can be found from the (self)duality with respect to the Fourier transform. In the others, like…
We deform conformal field theories with classical gravity duals by marginally relevant random disorder. We show that the disorder generates a flow to IR fixed points with a finite amount of disorder. The randomly disordered fixed points are…
We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…
Dynamic functional connectivity (dFC) derived from resting-state functional magnetic resonance imaging (fMRI) has been extensively utilized in brain science research. The sliding window correlation (SWC) method is a widely used approach for…
We develop the theory of multiresolutions in the context of Hausdorff measure of fractional dimension between 0 and 1. While our fractal wavelet theory has points of similarity that it shares with the standard case of Lebesgue measure on…
Functional connectivity (FC) analysis of resting-state fMRI data provides a framework for characterizing brain networks and their association with participant-level covariates. Due to the high dimensionality of neuroimaging data, standard…
In this paper we consider an extension of the Rosenzweig-Porter (RP) model, the L\'evy-RP (L-RP) model, in which the off-diagonal matrix elements are broadly distributed, providing a more realistic benchmark to develop an effective…
We exhibit a characteristic structure of the class of all regular graphs of degree d that stems from the spectra of their adjacency matrices. The structure has a fractal threadlike appearance. Points with coordinates given by the mean and…