Related papers: Disordered systems and (subcritical) polynomial ch…
We study the time evolution of perturbations in spatially extended chaotic systems in the presence of quenched disorder. We find that initially random perturbations tend to exponentially localize in space around static pinning centers that…
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…
We investigate the influence of time-varying environmental noise, i.e., temporal disorder, on the nonequilibrium phase transition of the contact process. Combining a real-time renormalization group, scaling theory, and large scale…
We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can…
We address a parametric joint detection-estimation problem for discrete signals of the form $x(t) = \sum_{n=1}^{N} \alpha_n e^{-i \lambda_n t } + \epsilon_t$, $t \in \mathbb{N}$, with an additive noise represented by independent centered…
We study the question of how the competition between $\textit{bulk disorder}$ and a $\textit{localized microscopic defect}$ affects the macroscopic behavior of a system in the directed polymer context at the free energy level. We consider…
This paper is concerned with strong Li-Yorke chaos induced by A-coupled-expansion for time-varying (i.e., nonautonomous) discrete systems in metric spaces. Some criteria of chaos in the strong sense of Li-Yorke are established via strict…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
Stable distributions are of fundamental importance in probability theory, yet their absolute continuity makes them unsuitable for modeling count data. A discrete analog of strict stability has been previously proposed by replacing scaling…
We study models for a directed polymer in a random environment (DPRE) in which the polymer traverses a hierarchical diamond graph and the random environment is defined through random variables attached to the vertices. For these models, we…
The study of heavy-tailed distributions in economic and financial systems has been widely addressed since financial time series has become a research subject.After the eighties, several "highly improbable" market drops were observed (e.g.…
We consider the problem of disorder chaos in the spherical mean-field model. It is concerned about the behavior of the overlap between two independently sampled spin configurations from two Gibbs measures with the same external parameters.…
We study, through a new perspective, a globally coupled map system that essentially interpolates between simple discrete-time nonlinear dynamics and certain long-range many-body Hamiltonian models. In particular, we exhibit relevant…
We consider scenarios where the dynamics of a quantum system are partially determined by prior local measurements of some interacting environmental degrees of freedom. The resulting effective system dynamics are described by a disordered…
We numerically study the effect of adding quenched disorder in the form of randomly placed pinning sites on jamming transitions in systems that jam at a well defined point J in the clean limit. Quenched disorder decreases the jamming…
We consider inhomogeneous spatial random graphs on the real line. Each vertex carries an i.i.d. weight and edges are drawn such that short edges and edges to vertices with large weights occur with higher probability. This allows the study…
We study inference on the common stochastic trends in a non-stationary, $N$-variate time series $y_{t}$, in the possible presence of heavy tails. We propose a novel methodology which does not require any knowledge or estimation of the tail…
We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…
Chaos is an inherently dynamical phenomenon traditionally studied for trajectories that are either permanently erratic or transiently influenced by permanently erratic ones lying on a set of measure zero. The latter gives rise to the final…
In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns. Here, the quantity of interest is the stationary…