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The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in…

Numerical Analysis · Mathematics 2020-04-29 Dario Fasino , Francesco Tudisco

In these lectures, a variety of non-equilibrium transport phenomena are introduced that all involve, in some way, elastic manifolds being driven through random media. A simple class of models is studied focussing on the behavior near to the…

Condensed Matter · Physics 2015-06-25 D. S. Fisher

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

Let $N$ be the number of triangles in an Erd\H{o}s-R\'enyi graph $\mathcal{G}(n,p)$ on $n$ vertices with edge density $p=d/n,$ where $d>0$ is a fixed constant. It is well known that $N$ weakly converges to the Poisson distribution with mean…

Probability · Mathematics 2022-02-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

Probability · Mathematics 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

We propose an iterative method to find pointwise growth exponential growth rates in linear problems posed on essentially one-dimensional domains. Such pointwise growth rates capture pointwise stability and instability in extended systems…

Numerical Analysis · Mathematics 2022-08-30 Arnd Scheel

The largest Lyapunov exponent of an ergodic Hamiltonian system is the rate of exponential growth of the norm of a typical vector in the tangent space. For an N-particle Hamiltonian system, with a smooth Hamiltonian of the type p^2 + v(q),…

Statistical Mechanics · Physics 2009-11-07 Raul O. Vallejos , Celia Anteneodo

We demonstrate that hyperuniformity, the suppression of density fluctuations at large length scales, emerges generically from the interplay between conservation laws and non-equilibrium driving. The underlying mechanism for this emergence…

Statistical Mechanics · Physics 2025-12-09 Raphaël Maire , Ludivine Chaix

Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

Intrinsic stochasticity can induce highly non-trivial effects on dynamical systems, including stochastic and coherence resonance, noise induced bistability, noise-induced oscillations, to name but a few. In this paper we revisit a mechanism…

Disordered Systems and Neural Networks · Physics 2018-07-17 Serena di Santo , Pablo Villegas , Raffaella Burioni , Miguel A. Muñoz

We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…

Probability · Mathematics 2016-05-10 Anja Janßen , Thomas Mikosch , Mohsen Rezapour , Xiaolei Xie

We reveal that non-Hermitian Hamiltonians with nonreciprocal coupling can achieve amplification of initial states without external gain due to a kind of inherent source. We discuss the source and its effect on time evolution in terms of…

Quantum Physics · Physics 2025-12-19 Jung-Wan Ryu

We generalize our former localization result about the principal Dirichlet eigenvector of the i.i.d. heavy-tailed random conductance Laplacian to the first $k$ eigenvectors. We overcome the complication that the higher eigenvectors have…

Probability · Mathematics 2018-01-18 Franziska Flegel

Elasto-inertial turbulence (EIT) is primarily driven by polymer elasticity, yet the modulating role of fluid inertia is non-negligible and remains largely unexplored. To investigate the effect of inertia, we perform direct numerical…

Fluid Dynamics · Physics 2026-04-24 Haotian Cheng , Hongna Zhang , Wenhua Zhang , Yuke Li , Xiaobin Li , Fengchen Li

We consider a quantum-electrodynamic problem of the spontaneous emission from a two-dimensional (2D) emitter, such as a quantum well or a 2D semiconductor, placed in a quasi-2D waveguide or cavity with subwavelength confinement in one…

In contrast to Hermitian systems, eigenstates of non-Hermitian ones are in general nonorthogonal. This feature is most pronounced at exceptional points where several eigenstates are linearly dependent. In this work we show that near this…

Quantum Physics · Physics 2016-12-23 Alexander A. Zyablovsky , Evgeny S. Andrianov , Alexander A. Pukhov

Non-Hermitian systems distinguish themselves from Hermitian systems by exhibiting a phase transition point called an exceptional point (EP), which is the point at which two eigenstates coalesce under a system parameter variation. Many…

Mesoscale and Nanoscale Physics · Physics 2016-04-20 Kun Ding , Guancong Ma , Meng Xiao , Z. Q. Zhang , C. T. Chan

Using the classical recursion relations we compute scattering amplitudes in a spontaneously broken Gauge-Higgs theory into final states involving high multiplicities of massive vector bosons and Higgs bosons. These amplitudes are computed…

High Energy Physics - Phenomenology · Physics 2015-06-23 Valentin V. Khoze

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh