Related papers: Eigenvalue statistics for random Schrodinger opera…
We study localisation effects of strong disorder on the spectral and dynamical properties of (matrix and scalar) Schroedinger operators with non-monotone random potentials, on the d-dimensional lattice. Our results include dynamical…
This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…
We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…
Taking into account that a proper description of disordered systems should focus on distribution functions, the authors develop a powerful numerical scheme for the determination of the probability distribution of the local density of states…
We consider a $p$-dimensional time series where the dimension $p$ increases with the sample size $n$. The resulting data matrix $X$ follows a stochastic volatility model: each entry consists of a positive random volatility term multiplied…
A compound Poisson process whose jump measure and intensity are unknown is observed at finitely many equispaced times. We construct a purely data-driven estimator of the L\'evy density $\nu$ through the spectral approach using general…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
We use a new eigenvalue concentration bound for the fluctuation of the sample mean of the random extternal potential in the multi-particle Anderson model and prove the spectral exponential and the strong dynamical localization. The results…
We establish spectral and dynamical localization for several Anderson models on metric and discrete radial trees. The localization results are obtained on compact intervals contained in the complement of discrete sets of exceptional…
This paper provides parametric and rank-based optimal tests for eigenvectors and eigenvalues of covariance or scatter matrices in elliptical families. The parametric tests extend the Gaussian likelihood ratio tests of Anderson (1963) and…
We prove localization at the bottom of the spectrum for a random Schr\"odinger operator in the continuum with a single-site potential probability distribution supported by a Cantor set of zero Lebesgue measure. This distribution is too…
In this paper we discuss the continuity properties of the integrated density of states for random models based on that of the single site distribution. Our results are valid for models with independent randomness with arbitrary free parts.…
This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…
We consider operators with random potentials on graphs, such as the lattice version of the random Schroedinger operator. The main result is a general bound on the probabilities of simultaneous occurrence of eigenvalues in specified distinct…
We introduce and prove local Wegner estimates for continuous generalized Anderson Hamiltonians, where the single-site random variables are independent but not necessarily identically distributed. In particular, we get Wegner estimates with…
We extend our results in \cite{hislop_marx_1} on the quantitative continuity properties, with respect to the single-site probability measure, of the density of states measure and the integrated density of states for random Schr\"odinger…
We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
Random models of evolution are instrumental in extracting rates of microscopic evolutionary mechanisms from empirical observations on genetic variation in genome sequences. In this context it is necessary to know the statistical properties…
We consider alloy type random Schr\"odinger operators on a cubic lattice whose randomness is generated by the sign-indefinite single-site potential. We derive Anderson localization for this class of models in the Lifshitz tails regime, i.e.…