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From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…

Methodology · Statistics 2022-02-16 Steffen Betsch , Bruno Ebner , Franz Nestmann

Sequences of certain finite graphs, antitrees, are constructed along which the Anderson model shows GOE statistics, i.e. a re-scaled eigenvalue process converges to the ${\rm Sine}_1$ process. The Anderson model on the graph is a random…

Mathematical Physics · Physics 2018-06-15 Christian Sadel

In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…

Probability · Mathematics 2019-06-21 Marie Ernst , Gesine Reinert , Yvik Swan

Given a low frequency sample of an infinitely divisible moving average random field $\{\int_{\mathbb{R}^d} f(x-t)\Lambda(dx); \ t \in \mathbb{R}^d \}$ with a known simple function $f$, we study the problem of nonparametric estimation of the…

Statistics Theory · Mathematics 2017-05-29 Wolfgang Karcher , Stefan Roth , Evgeny Spodarev , Corinna Walk

We study the transport and spectral properties of a non-Hermitian one-dimensional disordered lattice, the diagonal matrix elements of which are random complex variables taking both positive (loss) and negative (gain) imaginary values: Their…

Disordered Systems and Neural Networks · Physics 2021-03-16 A. F. Tzortzakakis , K. G. Makris , A. Szameit , E. N. Economou

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

We study principal components analyses in multivariate random and mixed effects linear models, assuming a spherical-plus-spikes structure for the covariance matrix of each random effect. We characterize the behavior of outlier sample…

Statistics Theory · Mathematics 2018-06-26 Zhou Fan , Iain M. Johnstone , Yi Sun

We study the eigenvalues of a Laplace-Beltrami operator defined on the set of the symmetric polynomials, where the eigenvalues are expressed in terms of partitions of integers. By assigning partitions with the restricted uniform measure,…

Probability · Mathematics 2020-11-19 Tiefeng Jiang , Ke Wang

Two-sided estimates for higher order eigenvalues are presented for a class of non-local Schr\"odinger operators by using the jump rate and the growth of the potential. For instance, let $L$ be the generator of a L\'evy process with L\'evy…

Mathematical Physics · Physics 2017-07-06 Niels Jacob , Feng-Yu Wang

We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

Disordered Systems and Neural Networks · Physics 2017-01-04 Kevin Truong , Alexander Ossipov

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen

We prove exponential and dynamical localization for the Schr\"odinger operator with a nonnegative Poisson random potential at the bottom of the spectrum in any dimension. We also conclude that the eigenvalues in that spectral region of…

Mathematical Physics · Physics 2007-05-23 François Germinet , Peter D. Hislop , Abel Klein

Normalized random measures with independent increments represent a large class of Bayesian nonaprametric priors and are widely used in the Bayesian nonparametric framework. In this paper, we provide the posterior consistency analysis for…

Statistics Theory · Mathematics 2023-03-24 Junxi Zhang , Yaozhong Hu

In a diffusive conductor the eigenstates are spread over the entire sample. However, with certain probability, an anomalously localized state (ALS) can occur, i.e. the wave function assumes anomalously large values in some region of space.…

Disordered Systems and Neural Networks · Physics 2009-11-10 V. M. Apalkov , M. E. Raikh , B. Shapiro

In this article we study conditions to be a continuous or a measurable eigenvalue of finite rank minimal Cantor systems, that is, systems given by an ordered Bratteli diagram with a bounded number of vertices per level. We prove that…

Dynamical Systems · Mathematics 2012-08-17 Xavier Bressaud , Fabien Durand , Alejandro Maass

We consider quite general $h$-pseudodifferential operators on $R^n$ with small random perturbations and show that in the limit of small $h$ the eigenvalues are distributed according to a Weyl law with a probabality that tends to 1. The…

Spectral Theory · Mathematics 2007-05-23 Mildred Hager , Johannes Sjoestrand

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

Probability · Mathematics 2021-03-02 Matthias Schulte , J. E. Yukich

We investigate numerically the statistical properties of spectra of two-dimensional disordered systems by using the exact diagonalization and decimation method applied to the Anderson model. Statistics of spacings calculated for system…

Condensed Matter · Physics 2009-10-28 I. Kh. Zharekeshev , M. Batsch , B. Kramer

We show almost sure simplicity of eigenvalues for several models of Anderson-type random Schr\"odinger operators, extending methods introduced by Simon for the discrete Anderson model. These methods work throughout the spectrum and are not…

Mathematical Physics · Physics 2018-01-03 Sergey Naboko , Roger Nichols , Günter Stolz

We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…

Probability · Mathematics 2022-08-29 Sean O'Rourke , Philip Matchett Wood