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We study exponential decay rates of eigenfunctions of self-adjoint higher order elliptic operators on R^n. We are interested in decay rates as a function of direction. We show that the possible decay rates are to a large extent determined…

数学物理 · 物理学 2016-12-28 Ira Herbst , Erik Skibsted

We consider the growth of the norms of transfer matrices of ergodic discrete Schr\"odinger operators in one dimension. It is known that the set of energies at which the rate of exponential growth is slower than prescribed by the Lyapunov…

谱理论 · 数学 2025-10-14 Sasha Sodin

We investigate $L^1(\mathbb R^n)\to L^\infty(\mathbb R^n)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there is an eigenvalue at zero energy and $n\geq 5$ is odd. In particular, we show that if there is an…

偏微分方程分析 · 数学 2016-08-31 Michael Goldberg , William R. Green

We consider $N$-body Schr\"odinger operators with a virtual level at the threshold of the essential spectrum. We show that in the case of $N\geq 3$ particles in dimension $n\geq3$ virtual levels correspond to eigenvalues of the system and…

数学物理 · 物理学 2020-10-12 Simon Barth , Andreas Bitter , Semjon Vugalter

We show that in a large class of stochastic volatility models with additional skew-functions (local-stochastic volatility models) the tails of the cumulative distribution of the log-returns behave as exp(-c|y|), where c is a positive…

证券定价 · 定量金融 2010-06-21 Vlad Bally , Stefano De Marco

This paper addresses heavy-tailed large deviation estimates for the distribution tail of functionals of a class of spectrally one-sided L\'evy process. Our contribution is to show that these estimates remain valid in a near-critical regime.…

概率论 · 数学 2017-02-03 Bart Kamphorst , Bert Zwart

Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…

统计理论 · 数学 2024-11-13 Sebastian Engelke , Jevgenijs Ivanovs , Jakob D. Thøstesen

With $(X,\mathfrak{d},\mathfrak{m})$ an $\mathrm{RCD}^*(K,N)$ space for some $K\in\mathbf{R}$, $N\in [1,\infty)$, let $H$ be the self-adjoint Laplacian induced by the underlying Cheeger form. Given $\alpha\in [0,1]$ we introduce the…

数学物理 · 物理学 2020-08-18 Batu Güneysu

We consider non-local Schr\"odinger operators with kinetic terms given by several different types of functions of the Laplacian and potentials decaying to zero at infinity, and derive conditions ruling embedded eigenvalues out. Our goal in…

谱理论 · 数学 2022-08-18 Atsuhide Ishida , József Lőrinczi , Itaru Sasaki

Following the proof given by Froese and Herbst in [FH82] with another conjugate operator, we show for a class of real potential that possible eigenfunction of the Schr\"odinger operator has to decay sub-exponentially. We also show that, for…

谱理论 · 数学 2018-10-09 Alexandre Martin

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

概率论 · 数学 2014-02-26 Pierre Patie , Juan Carlos Pardo Milan , Mladen Savov

We investigate $L^1(\mathbb R^n)\to L^\infty(\mathbb R^n)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there is an eigenvalue at zero energy in even dimensions $n\geq 6$. In particular, we show that if there is an…

偏微分方程分析 · 数学 2018-09-13 Michael Goldberg , William R. Green

We establish global-in-time frequency localized local smoothing estimates for Schr\"odinger equations on hyperbolic space $\mathbb{H}^d$. In the presence of symmetric first and zeroth order potentials, which are possibly time-dependent,…

偏微分方程分析 · 数学 2019-09-17 Andrew Lawrie , Jonas Luhrmann , Sung-Jin Oh , Sohrab Shahshahani

For a given L\'{e}vy process $X=(X_t)_{t\in\mathbb{R}_+}$ and for fixed $s\in \mathbb{R}_{+}\cup\{\infty\}$ and $t\in\mathbb{R}_+$ we analyse the {\it future drawdown extremes} that are defined as follows: \begin{eqnarray*} \overline…

概率论 · 数学 2017-05-08 E. J. Baurdoux , Z. Palmowski , M. R. Pistorius

We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…

概率论 · 数学 2016-01-07 Pawel Sztonyk

We study decaying half-line Schr\"odinger operators and the local eigenvalue spacing of their Dirichlet restrictions. While absolutely continuous spectrum is strongly associated with bulk universality and clock behavior, singular spectral…

谱理论 · 数学 2026-01-30 Milivoje Lukic , Brian Simanek

In this paper, we investigate random operators on $\mathbb{Z}^d$ with H\"older continuously distributed potentials and the long-range hopping. The hopping amplitude decays with the inter-particle distance $\|\bm x\|$ as…

数学物理 · 物理学 2025-05-27 Yunfeng Shi , Li Wen , Dongfeng Yan

We study localisation effects of strong disorder on the spectral and dynamical properties of (matrix and scalar) Schroedinger operators with non-monotone random potentials, on the d-dimensional lattice. Our results include dynamical…

数学物理 · 物理学 2016-11-18 Alexander Elgart , Mira Shamis , Sasha Sodin

We establish quantitative upper and lower bounds for Schr\"odinger operators with complex potentials that satisfy some weak form of sparsity. Our first result is a quantitative version of an example, due to S.\ Boegli (Comm. Math. Phys.,…

谱理论 · 数学 2022-04-20 Jean-Claude Cuenin

We devise an analytical method to deal with a class of nonlinear Schr\"odinger lattices with random potential and subquadratic power nonlinearity. An iteration algorithm is proposed based on multinomial theorem, using Diophantine equations…

量子物理 · 物理学 2023-01-26 Alexander V. Milovanov , Alexander Iomin