Related papers: Limit Theorems for the Alloy-type Random Energy Mo…
Let A be a compact set in the right-half plane and $\Gamma(A)$ the set in $\mathbb{R}^{3}$ obtained by rotating A about the vertical axis. We investigate the support of the limit distribution of minimal energy point charges on $\Gamma(A)$…
We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…
We calculate two-point energy level correlation function in weakly disorderd metallic grain with taking account of localization corrections to the universal random matrix result. Using supersymmetric nonlinear sigma model and exactly…
We study the energy distribution in the extended resonant level model at equilibrium. Previous investigations [Phys. Rev. B {\bf 89}, 161306 (2014), Phys. Rev. B {\bf 93}, 115318 (2016)] have found, for a resonant electronic level…
This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then, we use market data to verify our model.
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
We investigate energy diffusion in long-range interacting spin systems, where the interaction decays algebraically as $V(r) \propto r^{-\alpha}$ with the distance $r$ between the sites. We consider prototypical spin systems, the transverse…
In this paper we study the Random energy model - so called toy model of the spin glass theory - where the underlying distributions are compactly supported. We prove a general theorem on the asymptotics of free energy and obtain formulae in…
An expression for the moment of partition function valid for any finite system size $N$ and complex power $n (\Re(n)>0)$ is obtained for a simple spin glass model termed the {\em discrete random energy model} (DREM). We investigate the…
We determine explicit variational expressions for the free energy of mean-field spin glasses in a transversal magnetic field, whose glass interaction is given by a hierarchical Gaussian potential as in Derrida's Generalized Random Energy…
The complete phase diagram of Random Energy Model (REM) is obtained for complex temperatures using the method proposed by Derrida. We find the density of zeroes for statistical sum. Then the method is applied to Generalized Random Energy…
Power-law distributions are a near universal feature of energetic particle spectra in the heliosphere. Anomalous Cosmic Rays (ACRs), super-Alfv\'enic ions in the solar wind and the hardest energetic electron spectra in flares all have…
We consider an Ising model with quenched surface disorder, the disorder average of the free energy is the main object of interest. Explicit expressions for the free energy distribution are difficult to obtain if the quenched surface spins…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
We study the distribution of the $n$-th energy level for two different one-dimensional random potentials. This distribution is shown to be related to the distribution of the distance between two consecutive nodes of the wave function. We…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
The Renyi distribution ensuring the maximum of a Renyi entropy is investigated for a particular case of a power--law Hamiltonian. Both Lagrange parameters, $\alpha$ and $\beta$ can be excluded. It is found that $\beta$ does not depend on a…
We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…
The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…