Related papers: High values of disorder-generated multifractals an…
The random banded matrices (RBM) whose diagonal elements fluctuate much stronger than the off-diagonal ones were introduced recently by Shepelyansky as a convenient model for coherent propagation of two interacting particles in a random…
We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…
We study, using functional renormalization (FRG), two copies of an elastic system pinned by mutually correlated random potentials. Short scale decorrelation depend on a non trivial boundary layer regime with (possibly multiple) chaos…
Regression discontinuity (RD) analysis with latent variables as introduced by Morell et al. (2025), offers a useful augmentation of the conventional RD by incorporating measurement model. This approach is particularly relevant in education…
We examine both the dynamical and the multifractal properties at the chaos threshold of logistic maps with general nonlinearity $z>1$. First we determine analytically the sensitivity to initial conditions $\xi_{t}$. Then we consider a…
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
Functional magnetic resonance imaging (fMRI) is widely used for studying and diagnosing brain disorders, with functional connectivity (FC) matrices providing powerful representations of large-scale neural interactions. However, existing…
Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…
In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…
We investigate numerically and experimentally the near-field response of disordered arrays comprising asymmetrically split ring resonators that exhibit strong cooperative response. Our simulations treat the unit cell split ring resonators…
Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of…
We continue the study of random matrix universality in two-dimensional conformal field theories. This is facilitated by expanding the spectral form factor in a basis of modular invariant eigenfunctions of the Laplacian on the fundamental…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…
This paper proposes novel inferential procedures for discovering the network Granger causality in high-dimensional vector autoregressive models. In particular, we mainly offer two multiple testing procedures designed to control the false…
Diagrammatic expansions are a central tool for treating correlated electron systems. At thermal equilibrium, they are most naturally defined within the Matsubara formalism. However, extracting any dynamic response function from a Matsubara…
This work studies two-dimensional fixed-flux Rayleigh-B\'enard convection with periodic boundary conditions in both horizontal and vertical directions and analyzes its dynamics using numerical continuation, secondary instability analysis…
In linear regression modelling the distortion of effects after marginalizing over variables of the conditioning set has been widely studied in several contexts. For Gaussian variables, the relationship between marginal and partial…
We consider the canonical ensemble of multilayered constrained Erdos-Renyi networks (CERN) and regular random graphs (RRG), where each layer represents graph vertices painted in a specific color. We study the critical behavior in such…
A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…