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Related papers: Mobility Edge for L\'evy Matrices

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For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…

Probability · Mathematics 2026-02-11 Kohki Iba

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

Statistical Mechanics · Physics 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

We present theoretical and experimental results of L\'evy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between…

L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…

Statistical Mechanics · Physics 2021-02-03 Yao Chen , Weihua Deng

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

Statistical Mechanics · Physics 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

Localization behaviours of Laplacian eigenvectors of complex networks provide understanding to various dynamical phenomena on the corresponding complex systems. We numerically investigate role of hyperedges in driving eigenvector…

Statistical Mechanics · Physics 2023-04-05 Ankit Mishra , Sarika Jalan

In this paper we study a queue with L\'evy input, without imposing any a priori assumption on the jumps being one-sided. The focus is on computing the transforms of all sorts of quantities related to the transient workload, assuming the…

Probability · Mathematics 2015-06-18 Jevgenijs Ivanovs , Michel Mandjes

There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…

Probability · Mathematics 2021-01-21 Mogens Bladt , Jevgenijs Ivanovs

We study the ultrametric random matrix ensemble, whose independent entries have variances decaying exponentially in the metric induced by the tree topology on $\mathbb{N}$, and map out the entire localization regime in terms of…

Probability · Mathematics 2018-07-27 Per von Soosten , Simone Warzel

A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…

Information Theory · Computer Science 2025-06-24 Kun Chen , Zhihua Zhang

It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing…

Mathematical Physics · Physics 2010-06-29 Jeffrey Schenker

Many physical and biological processes are modeled by "particles" undergoing L\'evy random walks. A feature of significant interest in these systems is the mean square displacement (MSD) of the particles. Long-time asymptotic approximations…

Statistical Mechanics · Physics 2020-02-13 Christoph Borgers , Claude Greengard

An efficient searcher needs to balance properly the tradeoff between the exploration of new spatial areas and the exploitation of nearby resources, an idea which is at the core of scale-free L\'evy search strategies. Here we study…

Statistical Mechanics · Physics 2015-11-11 Daniel Campos , Frederic Bartumeus , E. P. Raposo , Vicenç Méndez

The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

Probability · Mathematics 2024-02-28 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra

Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…

Machine Learning · Statistics 2019-09-30 Kailai Xu , Eric Darve

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $\mathcal{S}(Y)=YY^*$, where $Y=(y_{ij})$ is an $M\times N$ matrix with iid mean $0$ variance $N^{-1}$ entries. We prove a phase transition for its…

Probability · Mathematics 2023-11-09 Zhigang Bao , Jaehun Lee , Xiaocong Xu

The thesis is devoted to the phase space representation of relativistic quantum mechanics. For a class of observables with matrix-valued Weyl symbols proportional to the identity matrix, the Weyl-Wigner-Moyal formalism is proposed. The…

Quantum Physics · Physics 2007-05-23 A. A. Semenov

We investigate the propagation of waves in one-dimensional systems with L\'evy-type disorder. We perform a complete analysis of non-relativistic and relativistic wave transmission submitted to potential barriers whose width, separation or…

Mesoscale and Nanoscale Physics · Physics 2022-11-15 Anderson L. R. Barbosa , Jonas R. F. Lima , Luiz Felipe C. Pereira

Mobility edges (ME), i.e. critical energies which separate absolutely continuous spectrum and purely point spectrum, is an important issue in quantum physics. So far there are two experimentally feasible 1D quasiperiodic models that have…

Dynamical Systems · Mathematics 2023-08-02 Yongjian Wang , Xu Xia , Jiangong You , Zuohuan Zheng , Qi Zhou
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