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Related papers: L\'evy Sachdev-Ye-Kitaev Model

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We investigate the spectral form factor of the sparse Sachdev-Ye-Kitaev model. We use numerical methods to establish that at intermediate times the connected part of the spectral form factor is the dominant one. These connected…

High Energy Physics - Theory · Physics 2022-08-25 Elena Cáceres , Anderson Misobuchi , Amir Raz

The Sachdev-Ye-Kitaev model is an $N$-modes fermionic model with infinite range random interactions. In this work, we study the thermal R\'enyi entropy for a subsystem of the SYK model using the path-integral formalism in the large-$N$…

Strongly Correlated Electrons · Physics 2020-07-01 Pengfei Zhang , Chunxiao Liu , Xiao Chen

This paper establishes a Transition Path Theory (TPT) for L\'{e}vy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in non-Gaussian stochastic systems. A key contribution is the…

Probability · Mathematics 2026-05-04 Yuanfei Huang , Xiang Zhou

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Condensed Matter · Physics 2009-10-28 Hendrik Meyer , Jean-Christian Anglès d'Auriac , Henrik Bruus

We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…

Probability · Mathematics 2024-10-07 Krzysztof Bogdan , Markus Kunze

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent and identically distributed random variables. If the shape…

Applications · Statistics 2022-05-10 Daniela Castro-Camilo , Raphaël Huser , Håvard Rue

Power-law tail behavior and the summation scheme of Levy-stable distributions is the basis for their frequent use as models when fat tails above a Gaussian distribution are observed. However, recent studies suggest that financial asset…

Condensed Matter · Physics 2016-12-21 Rafal Weron

In this paper we present a parametric estimation method for certain multi-parameter heavy-tailed L\'evy-driven moving averages. The theory relies on recent multivariate central limit theorems obtained in [3] via Malliavin calculus on…

Statistics Theory · Mathematics 2021-04-20 Mathias Mørck Ljungdahl , Mark Podolskij

Recently, emerging epidemics like COVID-19 and its variants require predictive mathematical models to implement suitable responses in order to limit their negative and profound impact on society. The SIR (Susceptible-InfectedRemoved) system…

Dynamical Systems · Mathematics 2021-01-26 Driss Kiouach , Yassine Sabbar

Spectral rigidity in Hermitian quantum chaotic systems signals the presence of dynamical universal features at timescales that can be much shorter than the Heisenberg time. We study the analog of this timescale in many-body non-Hermitian…

High Energy Physics - Theory · Physics 2023-05-08 Antonio M. García-García , Lucas Sá , Jacobus J. M. Verbaarschot

The Sachdev-Ye-Kitaev (SYK) model is a rare example of a strongly-interacting system that is analytically tractable. Tractability arises because the model is largely structureless by design and therefore artificial: while the interaction is…

Disordered Systems and Neural Networks · Physics 2021-05-24 Johannes Dieplinger , Soumya Bera , Ferdinand Evers

We study the crossover behavior of statistical properties of eigenvalues in a chaotic microcavity with different refractive indices. The level spacing distributions change from Wigner to Poisson distributions as the refractive index of a…

Quantum Physics · Physics 2019-04-03 Jung-Wan Ryu , Sang Wook Kim

We introduce two disorder-free variants of the Sachdev-Ye-Kitaev (SYK) model, demonstrate their integrability, and study their static and dynamical properties. Unlike diagrammatic techniques, the integrability of these models allows us to…

Strongly Correlated Electrons · Physics 2025-06-24 Soshun Ozaki , Hosho Katsura

We propose and study a two-orbital lattice extension of the Sachdev-Ye-Kitaev model in the large-$N$ limit. The phase diagram of this model features a high temperature isotropic strange metal which undergoes a first-order thermal transition…

Strongly Correlated Electrons · Physics 2023-07-12 Andrew Hardy , Arijit Haldar , Arun Paramekanti

The Sachdev-Ye-Kitaev (SYK) model shows chaotic behavior with a maximal Lyapunov exponent. In this paper, we investigate the four-point function of a SYK-type model numerically, which gives us access to its Lyapunov exponent. The model…

Strongly Correlated Electrons · Physics 2023-11-29 A. S. Shankar , M. Fremling , S. Plugge , L. Fritz

In the presence of quasiperiodic potentials, the celebrated Kitaev chain presents an intriguing phase diagram with ergodic, localized and and multifractal states. In this work, we generalize these results by studying the localization…

Disordered Systems and Neural Networks · Physics 2022-07-28 Joana Fraxanet , Utso Bhattacharya , Tobias Grass , Maciej Lewenstein , Alexandre Dauphin

In statistical models for the analysis of time-to-event data, individual heterogeneity is usually accounted for by means of one or more random effects, also known as frailties. In the vast majority of the literature, the random effect is…

Methodology · Statistics 2023-03-10 Maximilian Bardo , Steffen Unkel

Equilibrium quantum many-body systems in the vicinity of phase transitions generically manifest universality. In contrast, limited knowledge has been gained on possible universal characteristics in the non-equilibrium evolution of systems…

Strongly Correlated Electrons · Physics 2023-05-24 Soumik Bandyopadhyay , Philipp Uhrich , Alessio Paviglianiti , Philipp Hauke

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the L\'evy matrices proposed by Bouchaud and Cizeau, as well as sparse random matrices with O(1) non-zero entries…

Probability · Mathematics 2024-09-24 Charles Bordenave , Alice Guionnet , Camille Male
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