Related papers: L\'evy Sachdev-Ye-Kitaev Model
The Sachdev-Ye-Kitaev (SYK) model attracts attention in the context of information scrambling, which represents delocalization of quantum information and is quantified by the out-of-time-ordered correlators (OTOC). The SYK model contains…
The Sachdev-Ye-Kitaev model (SYK) is renowned for its short-time chaotic behavior, which plays a fundamental role in its application to various fields such as quantum gravity and holography. The Thouless energy, representing the energy…
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…
We introduce L\'evy-Flows, a class of normalizing flow models that replace the standard Gaussian base distribution with L\'evy process-based distributions, specifically Variance Gamma (VG) and Normal-Inverse Gaussian (NIG). These…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
Intervals between discrete events representing human activities, as well as other types of events, often obey heavy-tailed distributions, and their impacts on collective dynamics on networks such as contagion processes have been intensively…
We investigate minimal two-body Hamiltonians with random interactions that generate spectra resembling those of Gaussian random matrices, a phenomenon we term quadratic quantum chaos. Unlike integrable two-body fermionic systems, the…
The two-dimensional Yukawa-Sachdev-Ye-Kitaev (2d-YSYK) model provides a universal theory of quantum phase transitions in metals in the presence of quenched random spatial fluctuations in the local position of the quantum critical point. It…
In arXiv:1707.02197, the authors considered the Sachdev-Ye-Kitaev model with quadratic perturbation (also known as mass-deformed SYK), and claimed that the quantum Lyapunov exponent would vanish in the regime of low temperature and small…
It is well-known that value added per worker is extremely heterogeneous among firms, but relatively little has been done to characterize this heterogeneity more precisely. Here we show that the distribution of value-added per worker…
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…
The Sachdev-Ye-Kitaev (SYK) model is a model of $q$ interacting fermions. Gross and Rosenhaus have proposed a generalization of the SYK model which involves fermions with different flavors. In terms of Feynman graphs, those flavors are…
Ba\~nuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (L\'evy) process in dimension $d\geq 2$ exists a cone. We use these results to develop the notion of a…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We investigate the statistical distribution of transmission eigenvalues in phase-coherent transport through quantum dots. In two-dimensional ab-initio simulations for both clean and disordered two-dimensional cavities, we find markedly…
We have drawn connections between the Sachdev-Ye-Kitaev model and the multi-orbit Hatsugai-Kohmoto model, emphasizing their similarities and differences regarding chaotic behaviors. The features of the spectral form factor, such as the…
The 0+1-d Sachdev-Ye-Kitaev (SYK) fermionic model attracts nowadays a wide spread interest of the Condensed Matter community, as a benchmark toy model for strong electron correlation and non Fermi Liquid behavior. It is exactly solvable in…
In this paper we consider a finite state time discrete Markov chain that mimics the behaviour of solutions of the stochastic differential equation $dX=-U'(X)dt+\epsilon dL$, where $U$ is a multi-well potential with $n\geq 2$ local minima…
This article concerns the tail probabilities of a light-tailed Markov-modulated L\'evy process stopped at a state-dependent Poisson rate. The tails are shown to decay exponentially at rates given by the unique positive and negative roots of…
Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix…