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Related papers: Mobility Edge for L\'evy Matrices

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Taking account of recent developments in the representation of $d$-dimensional isotropic stable L\'evy processes as self-similar Markov processes, we consider a number of new ways to condition its path. Suppose that $\Omega$ is a region of…

Probability · Mathematics 2021-04-09 Andreas E. Kyprianou , Sandra Palau , Tsogzolmaa Saizmaa

Using synthetic lattices of laser-coupled atomic momentum modes, we experimentally realize a recently proposed family of nearest-neighbor tight-binding models having quasiperiodic site energy modulation that host an exact mobility edge…

The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…

Statistical Mechanics · Physics 2007-05-23 A. V. Chechkin , V. Yu. Gonchar

We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…

Probability · Mathematics 2021-05-05 Samuele Stivanello , Gianmarco Bet , Alessandra Bianchi , Marco Lenci , Elena Magnanini

This paper explores the rates of convergence of solutions for multivariate stochastic differential equations (SDEs) driven by L\'evy processes within the small-time stable domain of attraction (DoA). Explicit bounds are derived for the…

Probability · Mathematics 2025-09-17 Jorge González Cázares , David Kramer-Bang

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

We consider a general class of $n\times n$ random band matrices with bandwidth $W$. When $W^2\ll n$, we prove that with high probability the eigenvectors of such matrices are localized and decay exponentially at the sharp scale $W^2$.…

Probability · Mathematics 2025-08-29 Reuben Drogin

L\'{e}vy walks are a particular type of continuous-time random walks which results in a super-diffusive spreading of an initially localized packet. The original one-dimensional model has a simple schematization that is based on starting a…

Statistical Mechanics · Physics 2022-01-05 Yurii Bystrik , Sergey Denisov

For many stochastic processes there is an underlying coordinate space, $V$, with the process moving from point to point in $V$ or on variables (such as spin configurations) defined with respect to $V$. There is a matrix of transition…

Statistical Mechanics · Physics 2007-11-08 Bernard Gaveau , Lawrence S. Schulman , Leonard J. Schulman

Localization of electrons in 1D disordered systems is usually described in the random phase approximation, when distributions of phases \varphi and \theta, entering the transfer matrix, are considered as uniform. In the general case, the…

Disordered Systems and Neural Networks · Physics 2024-06-24 I. M. Suslov

The L\'evy walk, a type of random walk characterized by linear step lengths that follow a power-law distribution, is observed in the migratory behaviors of various organisms, ranging from bacteria to humans. Notably, L\'evy walks with power…

We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…

Statistical Mechanics · Physics 2022-07-19 Piotr Garbaczewski , Mariusz Żaba

The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…

Biological Physics · Physics 2021-07-13 Seongyu Park , Samudrajit Thapa , Yeongjin Kim , Michael A. Lomholt , Jae-Hyung Jeon

L\'{e}vy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the L\'{e}vy walk with the exponent of the power-law distributed flight time $\alpha\in(0,2)$. We…

Statistical Mechanics · Physics 2020-01-08 Yao Chen , Xudong Wang , Weihua Deng

Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…

Methodology · Statistics 2017-10-19 Thomas Opitz

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…

Probability · Mathematics 2024-11-06 Mario Kieburg , Jiyuan Zhang

We experimentally investigate the transmission of light by dense atomic vapor. The light propagating in dense atomic vapor can be modeled as a L\'evy flight random walk. For such system, the step-length distribution can be modeled as…

We study the asymptotic tail behaviour of the first-passage time over a moving boundary for asymptotically $\alpha$-stable L\'evy processes with $\alpha<1$. Our main result states that if the left tail of the L\'evy measure is regularly…

Probability · Mathematics 2015-01-14 Frank Aurzada , Tanja Kramm

We study joint eigenvector distributions for large symmetric matrices in the presence of weak noise. Our main result asserts that every submatrix in the orthogonal matrix of eigenvectors converges to a multidimensional Gaussian…

Probability · Mathematics 2020-05-19 Jake Marcinek , Horng-Tzer Yau

We study a one-dimensional quasiperiodic system described by the Aubry-Andr\'e model in the small wave vector limit and demonstrate the existence of almost mobility edges and critical regions in the system. It is well known that the…

Disordered Systems and Neural Networks · Physics 2018-01-03 Yucheng Wang , Gao Xianlong , Shu Chen