Related papers: Dynamical Lifshitz Tails

We construct analytically an asymptotically Lifshitz black brane with dynamical exponent z=1+epsilon^2 in an Einstein-Proca model, where epsilon is a small parameter. In previous work we showed that the holographic dual QFT is a deformation…

This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…

We consider a branching random walk on $\mathbb{R}$ with a killing barrier at zero. At criticality, the process becomes eventually extinct, and the total progeny $Z$ is therefore finite. We show that the tail distribution of $Z$ displays a…

We explore the limitations and validity of semi-classically formulated spin equations of motion. Using a single-molecule magnet as a test model, we employ three qualitatively different approximation schemes. From a microscopic model, we…

An exact renormalization equation (ERGE) accounting for an anisotropic scaling is derived. The critical and tricritical Lifshitz points are then studied at leading order of the derivative expansion which is shown to involve two differential…

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

Transition rates and dynamic spin structure factor at zero temperature for the spin-1/2 XXZ chain at critical regime in a magnetic field are numerically evaluated in terms of the exact determinant representations for the form factors and…

We give a complete description of the behaviour of the sequence of displacements $\eta_n(z)=\Phi^n(x) - \Phi^{n-1}(x) \ \rmod \ 1$, $z=\exp(2\pi \rmi x)$, along a trajectory $\{\varphi^{n}(z)\}$, where $\varphi$ is an orientation preserving…

The continuum limit of the tilted SU(2) spin model is shown to give rise to the gauge Landau-Lifshitz equation which provides a unified description for various spin orders. For a definite gauge, we find a double periodic solution, where the…

We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…

In this paper, a new notion called the general nonuniform $(h,k,\mu,\nu)$-dichotomy for a sequence of linear operators is proposed, which occurs in a more natural way and is related to nonuniform hyperbolicity. Then, sufficient criteria are…

Considering random noise in finite dimensional parameterized families of diffeomorphisms of a compact finite dimensional boundaryless manifold M, we show the existence of time averages for almost every orbit of each point of M, imposing…

Stochastic volatility processes with heavy-tailed innovations are a well-known model for financial time series. In these models, the extremes of the log returns are mainly driven by the extremes of the i.i.d. innovation sequence which leads…

We derive the rate of decay of the tail dependence of the bivariate skew normal distribution under the equal-skewness condition {\theta}1 = {\theta}2,= {\theta}, say. The rate of convergence depends on whether {\theta} > 0 or {\theta} < 0.…

We establish the existence of intermittent two-point dynamics and infinite stationary measures for a class of random circle endomorphisms with zero Lyapunov exponent, as a dynamical characterisation of the transition from synchronisation…

We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…

We reconsider the problem of even-visiting random walks in one dimension. This problem is mapped onto a non-Hermitian Anderson model with binary disorder. We develop very efficient numerical tools to enumerate and characterize even-visiting…

We examine the rate of decay to the limit of the tail dependence coefficient of a bivariate skew t distribution which always displays asymptotic tail dependence. It contains as a special case the usual bivariate symmetric t distribution,…

We consider sums of $n$ i.i.d. random variables with tails close to $\exp\{-x^\beta\}$ for some $\beta>1$. Asymptotics developed by Rootz\'en (1987) and Balkema, Kl\"uppelberg & Resnick (1993) are discussed from the point of view of tails…

We provide analytical and numerical evidence that classical mixing systems which lack exponential sensitivity on initial conditions, exhibit universal decay of Loschmidt echo which turns out to be a function of a single scaled time variable…