English
Related papers

Related papers: Long-time tails in the parabolic Anderson model wi…

200 papers

In this work, we study the Anderson model on graphs with Ahlfors $\alpha$-regular volume growth. We show that, under mild regularity assumptions of the random distribution, Lifshitz-tail type estimates near the bottom of the spectrum lead…

Mathematical Physics · Physics 2026-04-03 Laura Shou , Wei Wang , Shiwen Zhang

In this paper we prove the existence of the high-energy tails for electron distribution function of the Boltzmann equation for semiconductors, in the stationary and homogeneous regime, in the analytic band approximation and scattering with…

Statistical Mechanics · Physics 2007-05-23 Orazio Muscato

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

Let $X_{1},..,X_{n}$ denote an i.i.d. sample with light tail distribution and $S_{1}^{n}$ denote the sum of its terms; let $a_{n}$ be a real sequence\ going to infinity with $n.$\ In a previous paper (\cite{BoniaCao}) it is proved that as…

Statistics Theory · Mathematics 2013-05-16 Michel Broniatowski , Zhansheng Cao

Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…

Probability · Mathematics 2015-05-13 Mohammud Foondun , Davar Khoshnevisan

Electronic properties of amorphous or non-crystalline disordered solids are often modelled by one-particle Schroedinger operators with random potentials which are ergodic with respect to the full group of Euclidean translations. We give a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Hajo Leschke , Peter Müller , Simone Warzel

In this work, we study the inverse problem of recovering a potential coefficient in the subdiffusion model, which involves a Djrbashian-Caputo derivative of order $\alpha\in(0,1)$ in time, from the terminal data. We prove that the inverse…

Numerical Analysis · Mathematics 2020-09-09 Bangti Jin , Zhi Zhou

We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…

Probability · Mathematics 2011-02-18 Carl Mueller , Roger Tribe

We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…

Statistical Finance · Quantitative Finance 2017-04-06 Nassim Nicholas Taleb

A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…

Probability · Mathematics 2026-03-09 Sergey Foss , Michael Scheutzow , Anton Tarasenko

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically…

Probability · Mathematics 2009-10-30 Peter Mörters , Marcel Ortgiese , Nadia Sidorova

In this paper we study Lifshitz tails for continuous Laplacian in a continuous site percolation situation. By this we mean that we delete a random set $\Gamma_\omega$ from $IR^d$ and consider the Dirichlet or Neumann Laplacian on…

Mathematical Physics · Physics 2012-10-18 Werner Kirsch , Hatem Najar

In this paper, we study the following Schr\"odinger-Poisson system: $$ \left\{\aligned&-\Delta u+V_\lambda(x)u+K(x)\phi u=f(x,u)&\quad\text{in }\bbr^3,\\ &-\Delta\phi=K(x)u^2&\quad\text{in }\bbr^3,\\…

Analysis of PDEs · Mathematics 2014-12-18 Juntao Sun , Tsung-fang Wu , Yuanze Wu

We consider one-parameter families of random circle diffeomorphisms $g_{E,y}$ for which the unperturbed map $g_{0,\bar{0}}$ has a fixed point of order $2k$ and the dependence on the parameter $E$ is monotone. Under reasonable assumptions,…

Dynamical Systems · Mathematics 2026-05-28 Íris Emilsdóttir , Grigorii Monakov

We study a discrete Laplace operator $\Delta$ on percolation subgraphs of an infinite graph. The ball volume is assumed to grow at most polynomially. We are interested in the behavior of the integrated density of states near the lower…

Mathematical Physics · Physics 2016-01-05 Reza Samavat , Peter Stollmann , Ivan Veselić

We consider stochastic processes where randomly chosen particles with positive quantities x, y (> 0) interact and exchange the quantities asymmetrically by the rule x' = c{(1-a) x + b y}, y' = d{a x + (1-b) y} (x \ge y), where (0 \le) a, b…

Statistical Mechanics · Physics 2007-05-23 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as…

It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…

Chaotic Dynamics · Physics 2015-06-26 U. Frisch , T. Matsumoto

The present Letter, deals with the statistical theory [Phys. Rev. E {\bf 66}, 056125 (2002) and Phys. Rev E {\bf 72}, 036108 (2005)], which predicts the probability distribution $p(E) \propto \exp_{\kappa} (-I)$, where, $I \propto \beta E…

Statistical Mechanics · Physics 2011-10-19 G. Kaniadakis

Let $u$ be a solution of $\Delta u=Vu$ on $\mathbb{R}^d$, where $V$ be continuous, nonnegative and bounded. We prove that the condition $$\int_{r_j\leq|x|\leq r_j+1}|u(x)|^2dx\to 0,$$ along any sequence $(r_j)$, $r_j\nearrow+\infty$,…

Analysis of PDEs · Mathematics 2025-11-27 Henrik Ueberschaer
‹ Prev 1 3 4 5 6 7 10 Next ›