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The efficient estimation of an approximate model order is very important for real applications with multi-dimensional data if the observed low-rank data is corrupted by additive noise. In this paper, we present a novel robust method for…

Methodology · Statistics 2022-12-21 Alexey A. Korobkov , Marina K. Diugurova , Jens Haueisen , Martin Haardt

In this paper we demonstrate numerically that random networks whose adjacency matrices ${\bf A}$ are represented by a diluted version of the Power--Law Banded Random Matrix (PBRM) model have multifractal eigenfunctions. The PBRM model…

Physics and Society · Physics 2019-04-16 Didier A. Vega-Oliveros , J. A. Méndez-Bermúdez , Francisco A. Rodrigues

We review a recent development in theoretical understanding of the quenched averaged correlation functions of disordered systems and the logarithmic conformal field theory (LCFT) in d-dimensions. The logarithmic conformal field theory is…

Condensed Matter · Physics 2014-10-13 M. Reza Rahimi Tabar

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Correlations of eigenfunctions, $\langle|\psi_k(r_1)|^2|\psi_l(r_2)|^2\rangle$, in a disordered system are investigated. We derive general formulae expressing these correlation functions in terms of the supermatrix sigma-model. In…

Condensed Matter · Physics 2009-10-28 Ya. M. Blanter , A. D. Mirlin

We give evidence that the functional renormalization group (FRG), developed to study disordered systems, may provide a field theoretic description for the loop-erased random walk (LERW), allowing to compute its fractal dimension in a…

Disordered Systems and Neural Networks · Physics 2008-11-24 Andrei A. Fedorenko , Pierre Le Doussal , Kay Joerg Wiese

Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…

Metric Geometry · Mathematics 2014-09-30 Julien Barral

Fractal groups (also called self-similar groups) is the class of groups discovered by the first author in the 80-s of the last century with the purpose to solve some famous problems in mathematics, including the question raising to von…

Group Theory · Mathematics 2021-02-16 Rostislav Grigorchuk , Supun Samarakoon

We study a strongly correlated fermionic model with attractive interactions in the presence of disorder in two spatial dimensions. Our model has been designed so that it can be solved using the recently discovered meron-cluster approach.…

Strongly Correlated Electrons · Physics 2007-05-23 Ji-Woo Lee , Shailesh Chandrasekharan , Harold U. Baranger

Multimodal data, where different types of data are collected from the same subjects, are fast emerging in a large variety of scientific applications. Factor analysis is commonly used in integrative analysis of multimodal data, and is…

Statistics Theory · Mathematics 2021-03-31 Quefeng Li , Lexin Li

It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…

Dynamical Systems · Mathematics 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…

Disordered Systems and Neural Networks · Physics 2009-11-04 V. E. Kravtsov

Neural recording technologies now enable simultaneous recording of population activity across many brain regions, motivating the development of data-driven models of communication between brain regions. However, existing models can struggle…

Neurons and Cognition · Quantitative Biology 2025-10-06 Belle Liu , Jacob Sacks , Matthew D. Golub

This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…

Computation · Statistics 2021-12-06 Ajay Jasra , Kody J. H. Law , Alexander Tarakanov , Fangyuan Yu

High frequency stochastic resonance (SR) phenomena, associated with fluctuational transitions between coexisting periodic attractors, have been investigated experimentally in an electronic model of a single-well Duffing oscillator bistable…

We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…

Statistics Theory · Mathematics 2025-05-14 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

We introduce and analyze multilevel Monte Carlo algorithms for the computation of $\mathbb {E}f(Y)$, where $Y=(Y_t)_{t\in[0,1]}$ is the solution of a multidimensional L\'{e}vy-driven stochastic differential equation and $f$ is a real-valued…

Probability · Mathematics 2011-01-10 Steffen Dereich

Localization results for a class of random Schr\"odinger operators within the Hartree-Fock approximation are proved in two regimes: large disorder and weak disorder/extreme energies. A large disorder threshold $\lambda_{\mathrm{HF}}$…

Mathematical Physics · Physics 2023-09-18 Rodrigo Matos

Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…

Statistical Mechanics · Physics 2009-04-14 W. -X. Zhou , D. Sornette

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

Disordered Systems and Neural Networks · Physics 2020-05-27 Aldo Battista , Remi Monasson