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We consider highly heterogeneous random networks with symmetric interactions in the limit of high connectivity. A key feature of this system is that the spectral density of the corresponding ensemble exhibits a divergence within the bulk.…

Disordered Systems and Neural Networks · Physics 2023-11-29 Diego Tapias , Peter Sollich

We apply the techniques of stochastic integration with respect to fractional Brownian motion and the theory of regularity and supremum estimation for stochastic processes to study the maximum likelihood estimator (MLE) for the drift…

Statistics Theory · Mathematics 2007-08-22 Ciprian A. Tudor , Frederi G. Viens

The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures. Nice power-law scaling…

Materials Science · Physics 2009-01-03 Chuang Liu , Xiu-Lei Jiang , Tao Liu , Ling Zhao , Wei-Xing Zhou , Wei-Kang Yuan

In this article we will present a new perspective on the variable order fractional calculus, which allows for differentiation and integration to a variable order, i.e. one differentiates (or integrates) a function along the path of a…

Probability · Mathematics 2018-08-31 Fabian Harang , Torstein Nilssen , Frank Proske

A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…

Information Theory · Computer Science 2025-06-24 Kun Chen , Zhihua Zhang

It is shown that the families of generalized matrix ensembles recently considered which give rise to an orthogonal invariant stable L\'{e}vy ensemble can be generated by the simple procedure of dividing Gaussian matrices by a random…

Statistical Mechanics · Physics 2009-11-13 O. Bohigas , J. X. de Carvalho , M. P. Pato

We introduce the self-excited multifractal (SEMF) model, defined such that the amplitudes of the increments of the process are expressed as exponentials of a long memory of past increments. The principal novel feature of the model lies in…

Statistical Mechanics · Physics 2011-05-12 Vladimir Filimonov , Didier Sornette

Let $X_{1},X_{2},...$ be a sequence of independent random variables ($rv$)with common distribution function ($df$) $F$ such that $F(1)=0$ and for each $n\geq 1,$ let $X_{1,n}\leq X_{2,n}\leq ...\leq X_{n,n}$ denote the order statistics…

Probability · Mathematics 2012-02-14 Gane Samb lo

We consider a spinless particle moving in a random potential on a d-dimensional torus. Introducing the gradient of the logarithm of the wave-function transforms the time independent Schroedinger equation into a stochastic differential…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. J. van Biljon , F. G. Scholtz

Negative, or latent, dimensions have always attracted a strong interest since their discovery. When randomness is introduced in multifractals, the sample-to-sample fluctuations of multifractal spectra emerge inevitably, which has motivated…

Statistical Mechanics · Physics 2007-05-23 Wei-Xing Zhou , Zun-Hong Yu

In this paper, we investigated the boundedness of multilinear fractional strong maximal operator $\mathcal{M}_{\mathcal{R},\alpha}$ associated with rectangles or related to more general basis with multiple weights…

Classical Analysis and ODEs · Mathematics 2015-12-31 Mingming Cao , Qingying Xue , Kozo Yabuta

Understanding how the interaction range and various types of disorder affect the level statistics of many-body quantum systems and lead to the emergence of many-body localization (MBL) is a challenging open frontier. We study the level…

Strongly Correlated Electrons · Physics 2026-04-17 Vengatesan Ganapathy , Pranay Patil , Ajit C. Balram

The multidimensional ($n$-D) systems described by Roesser model are presented in this paper. These $n$-D systems consist of discrete systems and continuous fractional order systems with fractional order $\nu$, $0<\nu<1$. The stability and…

Optimization and Control · Mathematics 2017-04-28 Xiaogang Zhu , Junguo Lu

We provide detailed comparisons between experimental findings and numerical simulations of large cooperatively interacting, spatially disordered metamaterial arrays, consisting of asymmetrically split rings. Simulation methods fully…

We derive, from conformal invariance and quantum gravity, the multifractal spectrum f(alpha,c) of the harmonic measure (or electrostatic potential, or diffusion field) near any conformally invariant fractal in two dimensions, corresponding…

Statistical Mechanics · Physics 2016-08-31 Bertrand Duplantier

The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…

Probability · Mathematics 2016-12-05 Arvydas Astrauskas

This paper focuses on the construction and analysis of explicit numerical methods of high dimensional stochastic nonlinear Schrodinger equations (SNLSEs). We first prove that the classical explicit numerical methods are unstable and suffer…

Numerical Analysis · Mathematics 2021-12-21 Jianbo Cui

Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…

Astrophysics · Physics 2009-10-30 David W. Chappell , John Scalo

In this letter, we present a simple and new idea to generate two types of novel integrable multi-L\'evy-index and mix-L\'evy-index (mixed) fractional nonlinear soliton hierarchies, containing multi-index and mixed fractional higher-order…

Exactly Solvable and Integrable Systems · Physics 2022-10-19 Zhenya Yan

In this paper we study boundary value problems for higher order elliptic differential operators in divergence form. We consider the two closely related topics of inhomogeneous problems and problems with boundary data in fractional…

Analysis of PDEs · Mathematics 2017-08-01 Ariel Barton