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Related papers: Localization for heavy-tailed Anderson models

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We adapt a simplified version of the Multi-Scale Analysis presented in \cite{C11} to multi-particle tight-binding Anderson models. Combined with a recent eigenvalue concentration bound for multi-particle systems \cite{C10}, the new method…

Mathematical Physics · Physics 2012-05-07 Victor Chulaevsky

We explore the properties of discrete random Schroedinger operators in which the random part of the potential is supported on a sub-lattice. In particular, we provide new conditions on the sub-lattice under which Anderson localisation…

Mathematical Physics · Physics 2017-08-07 Alexander Elgart , Sasha Sodin

We develop a novel approach to the Anderson localisation problem in a $d$-dimensional disordered sample of dimension $L\times M^{d-1}$. Attaching a perfect lead with the cross-section $M^{d-1}$ to one side of the sample, we derive evolution…

Mesoscale and Nanoscale Physics · Physics 2018-08-17 A. Ossipov

The localization length has been derived for one-dimensional bi-layered structures with random perturbations in the refractive indices for each type of layers. Main attention is paid to the comparison between conventional materials and…

Disordered Systems and Neural Networks · Physics 2015-05-30 E. J. Torres-Herrera , F. M. Izrailev , N. M. Makarov

Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…

Probability · Mathematics 2026-03-11 Tiankun Diao , Xuanang Hu , Vladimir V. Ulyanov , Hanchao Wang

A one-dimensional boundary of a two-dimensional topological superconductor can host a number of topologically protected chiral modes. Combining two topological superconductors with different topological indices, it is possible to achieve a…

Mesoscale and Nanoscale Physics · Physics 2022-08-17 Daniil S. Antonenko , Eslam Khalaf , Pavel M. Ostrovsky , Mikhail A. Skvortsov

We study localization properties of the eigenstates and wave transport in one-dimensional system consisting of a set of barriers/wells of fixed thickness and random heights. The inherent peculiarity of the system resulting in the enhanced…

Disordered Systems and Neural Networks · Physics 2015-06-16 I. F. Herrera-Gonzalez , F. M. Izrailev , N. M. Makarov

For purposes of Value-at-Risk estimation, we consider several multivariate families of heavy-tailed distributions, which can be seen as multidimensional versions of Paretian stable and Student's t distributions allowing different marginals…

Risk Management · Quantitative Finance 2011-12-20 Carlo Marinelli , Stefano d'Addona , Svetlozar T. Rachev

We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. We prove that the model eventually localises on exactly two sites with overwhelming probability. This is a…

Probability · Mathematics 2015-03-16 Stephen Muirhead

In the recent paper [I.M.Suslov, JETP {\bf 114} (2012) 107] a new scaling theory of electron localization was proposed. We show that numerical data for the quasi-one dimensional Anderson model do not support predictions of this theory.

Disordered Systems and Neural Networks · Physics 2015-06-05 Peter Markos

We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has…

Mathematical Physics · Physics 2021-09-27 Mario Kieburg , Adam Monteleone

We discuss the techniques and results of the multi-particle Anderson localization theory for disordered quantum systems with nontrivial interaction. After a detailed presentation of the approach developed earlier by Aizenman and Warzel, we…

Mathematical Physics · Physics 2014-10-07 Victor Chulaevsky

Heavy tailed distributions present a tough setting for inference. They are also common in industrial applications, particularly with Internet transaction datasets, and machine learners often analyze such data without considering the biases…

Applications · Statistics 2016-10-14 Matt Taddy , Hedibert Freitas Lopes , Matt Gardner

The aim of this paper is to demonstrate, by simple numerical simulations, the main transport properties of disordered electron systems.

Mesoscale and Nanoscale Physics · Physics 2015-06-25 Peter Markos

This paper introduces a robust and computationally efficient estimation framework for high-dimensional volatility models in the BEKK-ARCH class. The proposed approach employs data truncation to ensure robustness against heavy-tailed…

Statistics Theory · Mathematics 2026-05-26 Kejun Chen , Yuchang Lin , Qianqian Zhu

We establish Anderson localization for long-range quasi-periodic operators with large trigonometric potentials and Diophantine frequencies, the proof is based on a novel dynamical rigidity argument.

Spectral Theory · Mathematics 2026-03-12 Zhenfu Wang , Jiangong You , Qi Zhou

Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…

Machine Learning · Computer Science 2011-03-22 Danny Bickson , Carlos Guestrin

In this work we provide an estimator for the covariance matrix of a heavy-tailed multivariate distributionWe prove that the proposed estimator $\widehat{\mathbf{S}}$ admits an \textit{affine-invariant} bound of the form \[(1-\varepsilon)…

Statistics Theory · Mathematics 2019-09-25 Dmitrii Ostrovskii , Alessandro Rudi

This work proposes a novel method to robustly and accurately model time series with heavy-tailed noise, in non-stationary scenarios. In many practical application time series have heavy-tailed noise that significantly impacts the…

Machine Learning · Statistics 2022-08-01 Elena Ehrlich , Laurent Callot , François-Xavier Aubet

We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…

Probability · Mathematics 2015-06-25 Florent Benaych-Georges , Sandrine Péché
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