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We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fields on $\mathbb{Z}^2$ with moving average coefficients…

Probability · Mathematics 2017-10-30 Vytautė Pilipauskaitė , Donatas Surgailis

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

Mathematical Physics · Physics 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo

Real-world road networks have an approximate scale-invariance property; can one devise mathematical models of random networks whose distributions are {\em exactly} invariant under Euclidean scaling? This requires working in the continuum…

Probability · Mathematics 2015-06-04 David J. Aldous

Motivated by the link between Anderson localisation on high-dimensional graphs and many-body localisation, we study the effect of periodic driving on Anderson localisation on random trees. The time dependence is eliminated in favour of an…

Disordered Systems and Neural Networks · Physics 2021-03-31 Sthitadhi Roy , Roderich Moessner , Achilleas Lazarides

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Computation · Statistics 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter $N\times N$ random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase.…

Disordered Systems and Neural Networks · Physics 2016-09-29 Davide Facoetti , Pierpaolo Vivo , Giulio Biroli

We prove estimates for the variation of the eigenvalues of uniformly elliptic operators with homogeneous Dirichlet or Neumann boundary conditions upon variation of the open set on which an operator is defined. We consider operators of…

Spectral Theory · Mathematics 2012-04-16 Victor I. Burenkov , Pier Domenico Lamberti

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

Analysis of PDEs · Mathematics 2018-07-25 Stefan Neukamm , Mario Varga

We study the existence of uniformly bounded extension and trace operators for W^{1,p}-functions on randomly perforated domains, where the geometry is assumed to be stationary ergodic. Such extension and trace operators are important for…

Analysis of PDEs · Mathematics 2021-12-10 Martin Heida

We study a discrete model of an heterogeneous elastic line with internal disorder, submitted to thermal fluctuations. The monomers are connected through random springs with independent and identically distributed elastic constants drawn…

Statistical Mechanics · Physics 2026-03-05 Maximilien Bernard , Pierre Le Doussal , Alberto Rosso , Christophe Texier

In \cite{Lee:2006:schrod-converg}, when the spatial variable $x$ is localized, Lee observed that the Schr\"odinger maximal operator $e^{it\Delta}f(x)$ enjoys certain localization property in $t$ for frequency localized functions. In this…

Classical Analysis and ODEs · Mathematics 2010-06-15 Shuanglin Shao

The eigenspinor approach uses the classical amplitude of the algebraic Lorentz rotation connecting the lab and rest frames to study the relativistic motion of particles. It suggests a simple covariant extension of the common definition of…

Classical Physics · Physics 2007-05-23 William E. Baylis

The commonly accepted definition of paths starts from a random field but ignores the problem of setting joint distributions of infinitely many random variables for defining paths properly afterwards. This paper provides a turnaround that…

Probability · Mathematics 2024-10-03 Robert Schaback , Emilio Porcu

Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…

Probability · Mathematics 2012-02-01 Charles Bordenave , Alice Guionnet

This paper sheds new light on regularity of multifunctions through various characterizations of directional H\"older /Lipschitz metric regularity, which are based on the concepts of slope and coderivative. By using these characterizations,…

Optimization and Control · Mathematics 2015-08-11 Van Ngai Huynh , Huu Tron Nguyen , Michel Théra

This paper studies high-order partial differential equations with random initial conditions that have both long-memory and cyclic behavior. The cases of random initial conditions with the spectral singularities, both at zero (representing…

Probability · Mathematics 2025-10-17 Maha Mosaad A Alghamdi , Nikolai Leonenko , Andriy Olenko

In this paper, we simulate sample paths of a class of symmetric $\alpha$-stable processes using their series expression. We will develop a result in the approximation of shot-noise series. And finally, we will get a convergence rate for the…

Probability · Mathematics 2008-07-16 Matthieu Marouby

Due to the increasing recording capability, functional data analysis has become an important research topic. For functional data the study of outlier detection and/or the development of robust statistical procedures has started recently.…

Statistics Theory · Mathematics 2018-04-13 Graciela Boente , Daniela Rodriguez , Mariela Sued

In this work we investigate the spectra of Laplacian matrices that determine many dynamic properties of scale-free networks below and at the percolation threshold. We use a replica formalism to develop analytically, based on an integral…

Statistical Mechanics · Physics 2016-08-31 F. Jasch , C. von Ferber , A. Blumen

Chi-squared random fields arise naturally from the study of fluctuations in field theories with SO(n) symmetry. The extrema of chi-squared fields are of particular physical interest. In this paper, we undertake a statistical analysis of the…

Mathematical Physics · Physics 2018-10-05 Jolyon K. Bloomfield , Stephen H. P. Face , Alan H. Guth , Saarik Kalia , Zander Moss