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

We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. First, we extend our previous analysis to 1000 US stocks and…

We introduce a large and flexible class of discrete tempered stable distributions, and analyze the domains of attraction for both this class and the related class of positive tempered stable distributions. Our results suggest that these are…

We calculate the exact autocorrelation exponent lambda and persistence exponent theta, and also amplitudes, in the dilute limit of phase ordering for dimensions d >= 2. In the Lifshitz-Slyozov-Wagner limit of conserved order parameter…

We study the influence of disorder and lattice effects on the striped phase and the incommensurate spin fluctuations of the cuprates and nickelates. Starting from a phenomenological model of a discrete quantum string on a lattice with…

This paper presents an improved exponential tail bound for Beta distributions, refining a result in [15]. This improvement is achieved by interpreting their bound as a regular Kullback-Leibler (KL) divergence one, while introducing a…

In this paper, we derive higher-order expansions of $L$-statistics of independent risks $X_1, \ldots, X_n$ under conditions on the underlying distribution function $F$. The new results are applied to derive the asymptotic expansions of…

We consider the optimal paths in a $d$-dimensional lattice, where the bonds have isotropically correlated random weights. These paths can be interpreted as the ground state configuration of a simplified polymer model in a random potential.…

Understanding the timescales associated with relaxation to equilibrium in closed quantum many-body systems is one of the central focuses in the study of their non-equilibrium dynamics. At late times, these relaxation processes exhibit…

In a one dimensional lattice thermal fluctuations destroy the long-range order making particles of the lattice move on a scale much larger than the lattice spacing. We discuss the assumption that this motion may be responsible for the…

We resolve an existing question concerning the location of the mobility edge for operators with a hopping term and a random potential on the Bethe lattice. The model has been among the earliest studied for Anderson localization, and it…

We consider the extremal values of the stationary distribution of sparse directed random graphs with given degree sequences and their relation to the extremal values of the in-degree sequence. The graphs are generated by the directed…

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

We study the probability distribution P(E) of the ground state energy E in various Ising spin glasses. In most models, P(E) seems to become Gaussian with a variance growing as the system's volume V. Exceptions include the…

We discuss the behavior of the largest Lyapunov exponent $\lambda$ in the incoherent phase of large ensembles of heterogeneous, globally-coupled, phase oscillators. We show that the scaling with the system size $N$ depends on the details of…

Spatiotemporal complexity is induced in a two dimensional nonlinear disordered lattice through the modulational instability of an initially weakly perturbed excitation. In the course of evolution we observe the formation of transient as…

The total number of fatalities of an epidemic outbreak is a dramatic but extremely informative quantity. Knowledge of the statistics of this quantity allows the calculation of the mean total number of fatalities conditioned to the fact that…

Preferential attachment is widely used to model power-law behavior of degree distributions in both directed and undirected networks. In a directed preferential attachment model, despite the well-known marginal power-law degree…

We compare localization properties of one-dimensional Frenkel excitons with Gaussian and Lorentzian uncorrelated diagonal disorder. We focus on the states of the Lifshits tail, which dominate the optical response and low-temperature energy…

We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…

The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…