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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

The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…

Statistical Mechanics · Physics 2008-12-02 R. Vilela Mendes , R. Lima , T. Araujo

We study a system of electrons on a one-dimensional lattice, interacting through the long range Coulomb forces, by means of a variational technique which is the strong coupling analog of the Gutzwiller approach. The problem is thus the…

Strongly Correlated Electrons · Physics 2007-05-23 S. Fratini , B. Valenzuela , D. Baeriswyl

In a recent work we have introduced a novel approach to study the effect of weak non-linearities in the transfer function on the information transmitted by an analogue channel, by means of a perturbative diagrammatic expansion. We extend…

Statistical Mechanics · Physics 2009-11-07 E. Korutcheva , V. Del Prete

We study the two-point correlation function in the model of branched polymers and its relation to the critical behaviour of the model. We show that the correlation function has a universal scaling form in the generic phase with the only…

High Energy Physics - Lattice · Physics 2009-10-30 P. Bialas , Z. Burda , J. Jurkiewicz

We study the resistance fluctuation distribution of a thin film near electrical breakdown. The film is modeled as a stationary resistor networkunder biased percolation. Depending on the value of the external current,on the system sizes and…

Condensed Matter · Physics 2009-11-10 C. Pennetta , E. Alfinito , L. Reggiani , S. Ruffo

We study the distribution and scaling of the extreme height fluctuations for Edwards-Wilkinson-type relaxation on small-world substrates. When random links are added to a one-dimensional lattice, the average size of the fluctuations becomes…

Statistical Mechanics · Physics 2007-05-23 H. Guclu , G. Korniss

The level curvature distribution function is studied both analytically and numerically for the case of T-breaking perturbations over the orthogonal ensemble. The leading correction to the shape of the curvature distribution beyond the…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 C. Basu , C. M. Canali , V. E. Kravtsov , I. V. Yurkevich

The fractal dimensions and the percolation exponents of the geometrical spin clusters of like sign at criticality, are obtained numerically for an Ising model with temperature-dependent annealed bond dilution, also known as the thermalized…

Statistical Mechanics · Physics 2012-04-03 S. Davatolhagh , M. Moshfeghian , A. A. Saberi

We present a generalization of the notoriously unwieldy second-order scattering fading model, which is helpful to alleviate its mathematical complexity while providing an additional degree of freedom. This is accomplished by allowing its…

Information Theory · Computer Science 2024-10-28 Jesus Lopez-Fernandez , Gonzalo J. Anaya-Lopez , F. Javier Lopez-Martinez

Fractal geometry of random curves appearing in the scaling limit of critical two-dimensional statistical systems is characterized by their harmonic measure and winding angle. The former is the measure of the jaggedness of the curves while…

Statistical Mechanics · Physics 2008-07-01 A. Belikov , I. A. Gruzberg , I. Rushkin

The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar , Alain Comtet

A central problem in computational statistics is to convert a procedure for sampling combinatorial from an objects into a procedure for counting those objects, and vice versa. Weconsider sampling problems coming from *Gibbs distributions*,…

Probability · Mathematics 2023-08-21 David G. Harris , Vladimir Kolmogorov

Critical fluctuations of wave functions and energy levels at the Anderson transition are studied for the family of the critical power-law random banded matrix ensembles. It is shown that the distribution functions of the inverse…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 A. D. Mirlin , F. Evers

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…

Statistical Finance · Quantitative Finance 2018-06-06 Kartik Anand , Jonathan Khedair , Reimer Kuehn

The Anderson transitions in a random magnetic field in three dimensions are investigated numerically. The critical behavior near the transition point is analyzed in detail by means of the transfer matrix method with high accuracy for…

Disordered Systems and Neural Networks · Physics 2017-09-27 T. Kawarabayashi , B. Kramer , T. Ohtsuki

This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…

Statistics Theory · Mathematics 2020-08-31 Masoud Faridi , Majid Jafari Khaledi

The parametric motion of energy levels for non-interacting electrons at the Anderson localization critical point is studied by computing the energy level-curvatures for a quasiperiodic ring with twisted boundary conditions. We find a…

Disordered Systems and Neural Networks · Physics 2009-11-10 S. N. Evangelou

We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…

Nuclear Theory · Physics 2017-06-21 Miki Sakaida , Masayuki Asakawa , Hirotsugu Fujii , Masakiyo Kitazawa

Quasi-two dimensional itinerant fermions in the Anti-Ferro-Magnetic (AFM) quantum-critical region of their phase diagram, such as in the Fe-based superconductors or in some of the heavy-fermion compounds, exhibit a resistivity varying…

Strongly Correlated Electrons · Physics 2015-11-10 C. M. Varma
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