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

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We study the dynamics of an elastic chain driven on a disordered substrate and analyze numerically the statistics of force fluctuations at the depinning transition. The probability distribution function of the amplitude of the slip events…

统计力学 · 物理学 2009-10-31 F. Lacombe , S. Zapperi , H. J. Herrmann

In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…

概率论 · 数学 2014-06-24 Alexandru V. Asimit , Enkelejd Hashorva , Dominik Kortschak

The simultaneous effect of both disorder and crystal-lattice pinning on the equilibrium behavior of oriented elastic objects is studied using scaling arguments and a functional renormalization group technique. Our analysis applies to…

统计力学 · 物理学 2009-10-31 Thorsten Emig , Thomas Nattermann

We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$…

概率论 · 数学 2007-05-23 Janko Gravner , Craig A. Tracy , Harold Widom

Planar topological superconductors with power-law-decaying pairing display different kinds of topological phase transitions where quasiparticles dubbed nonlocal-massive Dirac fermions emerge. These exotic particles form through long-range…

超导电性 · 物理学 2019-07-17 T. O. Puel , O. Viyuela

The density of states of Dirac fermions with a random mass on a two-dimensional lattice is considered. We give the explicit asymptotic form of the single-electron density of states as a function of both energy and (average) Dirac mass, in…

介观与纳米尺度物理 · 物理学 2017-09-27 Simon Villain-Guillot , Giancarlo Jug , Klaus Ziegler

We study phase-ordering dynamics of a ferromagnetic system with a scalar order-parameter on fractal graphs. We propose a scaling approach, inspired by renormalization group ideas, where a crossover between distinct dynamical behaviors is…

统计力学 · 物理学 2013-03-29 Raffaella Burioni , Federico Corberi , Alessandro Vezzani

We study the competition between pinning of a charge density wave (CDW) by random distributed impurities and a periodic potential of the underlying crystal lattice. In d=3 dimensions, we find for commensurate phases of order p>p_c\approx…

统计力学 · 物理学 2009-10-30 Thorsten Emig , Thomas Nattermann

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

概率论 · 数学 2016-01-07 Archil Gulisashvili , Peter Tankov

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

动力系统 · 数学 2019-01-08 Yongluo Cao , Gang Liao , Zhiyuan You

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

统计金融 · 定量金融 2021-05-26 Damián H. Zanette , Susanna Manrubia

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

统计金融 · 定量金融 2013-05-14 Jongwook Kim , Gabjin Oh

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…

In this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem, is related to max-sum equivalence of the randomly weighted sums in bi-variate set…

概率论 · 数学 2025-05-27 Dimitrios G. Konstantinides , Charalampos D. Passalidis

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

风险管理 · 定量金融 2024-11-15 Fan Yang , Yi Zhang

In this paper, we investigate the ground state of two-dimensional disordered cylinders which contain spinless, interacting electrons using the Hartree-Fock approximation. Calculations of the deviation of the polarization from uniformity…

凝聚态物理 · 物理学 2007-05-23 A. Kambili , H. Fehrmann , C. J. Lambert , J. H. Jefferson

The optimal fluctuation approach is applied to study the most distant (non-universal) tails of the free-energy distribution function P(F) for an elastic string (of a large but finite length L) interacting with a quenched random potential. A…

无序系统与神经网络 · 物理学 2009-11-13 I. V. Kolokolov , S. E. Korshunov

We study, using functional renormalization (FRG), two copies of an elastic system pinned by mutually correlated random potentials. Short scale decorrelation depend on a non trivial boundary layer regime with (possibly multiple) chaos…

无序系统与神经网络 · 物理学 2009-11-11 Pierre Le Doussal

The Full Counting Statistics (FCS) is studied for a one-dimensional system of non-interacting fermions with and without disorder. For two unbiased $L$ site lattices connected at time $t=0$, the charge variance increases as the natural…

介观与纳米尺度物理 · 物理学 2013-05-30 G. C. Levine , M. J. Bantegui , J. A. Burg

We propose a simple and general procedure based on a recently introduced approach that uses an importance-sampling Monte Carlo algorithm in the disorder to probe to high precision the tails of ground-state energy distributions of disordered…

无序系统与神经网络 · 物理学 2007-05-23 Mathias Koerner , Helmut G. Katzgraber , Alexander K. Hartmann