相关论文: Disorder-dominated phases of random systems : rela…

We revise the problem of the density of states in disordered superconductors. Randomness of local sample characteristics translates to the quenched spatial inhomogeneity of the spectral gap, smearing the BCS coherence peak. We show that…

In this paper we study an ensemble of random matrices called Elliptic Volatility Model, which arises in finance as models of stock returns. This model consists of a product of independent matrices $X = \Sigma Z $ where $Z$ is a $T$ by $S$…

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

Stochastic simulations are used to create synthetic one-dimensional telegraph approximation (TA) signals based on turbulent zero crossings, where the interval between crossings is governed by a power law probability distribution with…

Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…

We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…

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…

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

We study the upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider annealed estimates, that is when we average over both randomness,…

We explore extreme value phenomena in spatial scale-free random graphs in a continuum setting based on a homogeneous Poisson point process in $\mathbb{R}^d$. Vertices carry i.i.d. weights $(W_x)$ and, conditionally on the vertex set and the…

The instanton approach to the in-gap fluctuation states is applied to the spectrum of biased bilayer graphene. It is shown that the density of states falls off with energy measured from the band-edge as $\nu(\epsilon)\propto…

This paper addresses the statistical properties of time series driven by rational bubbles a la Blanchard and Watson (1982), corresponding to multiplicative maps, whose study has recently be revived recently in physics as a mechanism of…

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…

We analyze neural scaling laws in a solvable model of last-layer fine-tuning where targets have intrinsic, instance-heterogeneous difficulty. In our Latent Instance Difficulty (LID) model, each input's target variance is governed by a…

Exact analytic calculations in spin-1/2 XY chains, show the presence of long-time tails in the asymptotic dynamics of spatially inhomogeneous excitations. The decay of inhomogeneities, for $t\to \infty $, is given in the form of a power law…

Predicting the occurrence of tail events is of great importance in financial risk management. By employing the method of peak-over-threshold (POT) to identify the financial extremes, we perform a recurrence interval analysis (RIA) on these…

We consider disordered pinning models, when the return time distribution of the underlying renewal process has a polynomial tail with exponent $\alpha \in (1/2,1)$. This corresponds to a regime where disorder is known to be relevant, i.e.…

We consider a directed polymer of length $L$ in a random medium of space dimension $d=1,2,3$. The statistics of low energy excitations as a function of their size $l$ is numerically evaluated. These excitations can be divided into bulk and…

We study numerically propagation of energy in a one dimensional Ding-Ding lattice, composed of linear oscillators with ellastic collisions. Wave propagation is suppressed by breaking translational symmetry, we consider three way to do this:…