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We study exponential decay rates of eigenfunctions of self-adjoint higher order elliptic operators on R^n. We are interested in decay rates as a function of direction. We show that the possible decay rates are to a large extent determined…

Mathematical Physics · Physics 2016-12-28 Ira Herbst , Erik Skibsted

We consider the growth of the norms of transfer matrices of ergodic discrete Schr\"odinger operators in one dimension. It is known that the set of energies at which the rate of exponential growth is slower than prescribed by the Lyapunov…

Spectral Theory · Mathematics 2025-10-14 Sasha Sodin

We investigate $L^1(\mathbb R^n)\to L^\infty(\mathbb R^n)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there is an eigenvalue at zero energy and $n\geq 5$ is odd. In particular, we show that if there is an…

Analysis of PDEs · Mathematics 2016-08-31 Michael Goldberg , William R. Green

We consider $N$-body Schr\"odinger operators with a virtual level at the threshold of the essential spectrum. We show that in the case of $N\geq 3$ particles in dimension $n\geq3$ virtual levels correspond to eigenvalues of the system and…

Mathematical Physics · Physics 2020-10-12 Simon Barth , Andreas Bitter , Semjon Vugalter

We show that in a large class of stochastic volatility models with additional skew-functions (local-stochastic volatility models) the tails of the cumulative distribution of the log-returns behave as exp(-c|y|), where c is a positive…

Pricing of Securities · Quantitative Finance 2010-06-21 Vlad Bally , Stefano De Marco

This paper addresses heavy-tailed large deviation estimates for the distribution tail of functionals of a class of spectrally one-sided L\'evy process. Our contribution is to show that these estimates remain valid in a near-critical regime.…

Probability · Mathematics 2017-02-03 Bart Kamphorst , Bert Zwart

Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…

Statistics Theory · Mathematics 2024-11-13 Sebastian Engelke , Jevgenijs Ivanovs , Jakob D. Thøstesen

With $(X,\mathfrak{d},\mathfrak{m})$ an $\mathrm{RCD}^*(K,N)$ space for some $K\in\mathbf{R}$, $N\in [1,\infty)$, let $H$ be the self-adjoint Laplacian induced by the underlying Cheeger form. Given $\alpha\in [0,1]$ we introduce the…

Mathematical Physics · Physics 2020-08-18 Batu Güneysu

We consider non-local Schr\"odinger operators with kinetic terms given by several different types of functions of the Laplacian and potentials decaying to zero at infinity, and derive conditions ruling embedded eigenvalues out. Our goal in…

Spectral Theory · Mathematics 2022-08-18 Atsuhide Ishida , József Lőrinczi , Itaru Sasaki

Following the proof given by Froese and Herbst in [FH82] with another conjugate operator, we show for a class of real potential that possible eigenfunction of the Schr\"odinger operator has to decay sub-exponentially. We also show that, for…

Spectral Theory · Mathematics 2018-10-09 Alexandre Martin

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

Probability · Mathematics 2014-02-26 Pierre Patie , Juan Carlos Pardo Milan , Mladen Savov

We investigate $L^1(\mathbb R^n)\to L^\infty(\mathbb R^n)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there is an eigenvalue at zero energy in even dimensions $n\geq 6$. In particular, we show that if there is an…

Analysis of PDEs · Mathematics 2018-09-13 Michael Goldberg , William R. Green

We establish global-in-time frequency localized local smoothing estimates for Schr\"odinger equations on hyperbolic space $\mathbb{H}^d$. In the presence of symmetric first and zeroth order potentials, which are possibly time-dependent,…

Analysis of PDEs · Mathematics 2019-09-17 Andrew Lawrie , Jonas Luhrmann , Sung-Jin Oh , Sohrab Shahshahani

For a given L\'{e}vy process $X=(X_t)_{t\in\mathbb{R}_+}$ and for fixed $s\in \mathbb{R}_{+}\cup\{\infty\}$ and $t\in\mathbb{R}_+$ we analyse the {\it future drawdown extremes} that are defined as follows: \begin{eqnarray*} \overline…

Probability · Mathematics 2017-05-08 E. J. Baurdoux , Z. Palmowski , M. R. Pistorius

We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…

Probability · Mathematics 2016-01-07 Pawel Sztonyk

We study decaying half-line Schr\"odinger operators and the local eigenvalue spacing of their Dirichlet restrictions. While absolutely continuous spectrum is strongly associated with bulk universality and clock behavior, singular spectral…

Spectral Theory · Mathematics 2026-01-30 Milivoje Lukic , Brian Simanek

In this paper, we investigate random operators on $\mathbb{Z}^d$ with H\"older continuously distributed potentials and the long-range hopping. The hopping amplitude decays with the inter-particle distance $\|\bm x\|$ as…

Mathematical Physics · Physics 2025-05-27 Yunfeng Shi , Li Wen , Dongfeng Yan

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…

Mathematical Physics · Physics 2016-11-18 Alexander Elgart , Mira Shamis , Sasha Sodin

We establish quantitative upper and lower bounds for Schr\"odinger operators with complex potentials that satisfy some weak form of sparsity. Our first result is a quantitative version of an example, due to S.\ Boegli (Comm. Math. Phys.,…

Spectral Theory · Mathematics 2022-04-20 Jean-Claude Cuenin

We devise an analytical method to deal with a class of nonlinear Schr\"odinger lattices with random potential and subquadratic power nonlinearity. An iteration algorithm is proposed based on multinomial theorem, using Diophantine equations…

Quantum Physics · Physics 2023-01-26 Alexander V. Milovanov , Alexander Iomin
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