Related papers: Wigner delay time from a random passive and active…
For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…
Diffusion of a polymer in a gel is studied within the framework of de Gennes' model for reptation. Our results for the scaling of the diffusion coefficient D and the longest relaxation time tau are markedly different from the most recently…
We present a study of sound wave propagation in a time dependent random medium and an application to imaging. The medium is modeled by small temporal and spatial random fluctuations in the wave speed and density, and it moves due to an…
We study the epidemic spreading process following contact dynamics with heavy-tailed waiting time distributions. We show both analytically and numerically that the temporal heterogeneity of contact dynamics can significantly suppress the…
We study the dynamics of the one dimensional disordered trap model presenting a broad distribution of trapping times $p(\tau) \sim 1/\tau^{1+\mu}$, when an external force is applied from the very beginning at $t=0$, or only after a waiting…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
We study numerically the distribution of scattering phases ${\cal P}(\Phi)$ and of Wigner delay times ${\cal P}(\tau_W)$ for the power-law banded random matrix (PBRM) model at criticality with one channel attached to it. We find that ${\cal…
We study reflection and transmission of waves in a random tight-binding system with absorption or gain for weak disorder, using a scattering matrix formalism. Our aim is to discuss analytically the effects of absorption or gain on the…
Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…
We propose a mathematical theory for the refocusing properties observed in time-reversal experiments, where classical waves propagate through a medium, are recorded in time, then time-reversed and sent back into the medium. The salient…
We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…
We explore various properties of classical one-dimensional Wigner solids in the presence of disorder at T=0 in the context of a recently discovered Anderson transition of plasma modes in the random potential system. The extent to which the…
We analyze the scattering properties of a periodic one-dimensional system at criticality represented by the so-called power-law banded random matrix model at the metal insulator transition. We focus on the scaling of Wigner delay times…
The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…
We consider two-dimensional degenerate electron gas in the presence of perpendicular random magnetic field. The magnetic field disorder which is assumed to be gaussian is characterized by two parameters. The first is proportional to the…
We have studied the times delay of slow electrons scattered by a spherically symmetric rectangular potential well as functions of the well parameters. We have shown that the electron interaction with the scattering center qualitatively…
Time dependence for barrier penetration is considered in the phase space. An asymptotic phase-space propagator for nonrelativistic scattering on a one - dimensional barrier is constructed. The propagator has a form universal for various…
In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…
The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…
Experimentally observed decay rate of the long wavelength Langmuir wave in metals and dense plasmas is orders of magnitude larger than the prediction of the prevalent Landau damping theory. The discrepancy is explored, and the existence of…