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We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…

概率论 · 数学 2016-05-10 Anja Janßen , Thomas Mikosch , Mohsen Rezapour , Xiaolei Xie

The upper tail problem in a random graph asks to estimate the probability that the number of copies of some fixed subgraph in an Erd\H{o}s--R\'enyi random graph exceeds its expectation by some constant factor. There has been much exciting…

组合数学 · 数学 2020-10-27 Yang P. Liu , Yufei Zhao

In this paper, we present a Spectral-Galerkin Method to approximate the zero-index transmission eigenvalues with a conductive boundary condition. This is a new eigenvalue problem derived from the scalar inverse scattering problem for an…

数值分析 · 数学 2020-02-27 Isaac Harris

The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

概率论 · 数学 2024-02-28 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra

We deepen the study of Dirichlet eigenvalues in bounded domains where a thin tube is attached to the boundary. As its section shrinks to a point, the problem is spectrally stable and we quantitatively investigate the rate of convergence of…

偏微分方程分析 · 数学 2023-09-01 Laura Abatangelo , Roberto Ognibene

We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. We prove that the model eventually localises on exactly two sites with overwhelming probability. This is a…

概率论 · 数学 2015-03-16 Stephen Muirhead

The upper tail problem for the largest eigenvalue of the Erd\H{o}s--R\'enyi random graph $\mathcal{G}_{n,p}$ is to estimate the probability that the largest eigenvalue of the adjacency matrix of $\mathcal{G}_{n,p}$ exceeds its typical value…

概率论 · 数学 2020-12-01 Bhaswar B. Bhattacharya , Shirshendu Ganguly

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

概率论 · 数学 2019-02-01 Kyle Luh , Sean O'Rourke

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathbb G(N,d/N)$ for $\sqrt{\log N} \ll d \lesssim \log N$. We show the existence of a localized phase, where each eigenvector is exponentially localized…

概率论 · 数学 2023-12-21 Johannes Alt , Raphael Ducatez , Antti Knowles

We investigate the noise sensitivity of the top eigenvector of a Wigner matrix in the following sense. Let $v$ be the top eigenvector of an $N\times N$ Wigner matrix. Suppose that $k$ randomly chosen entries of the matrix are resampled,…

概率论 · 数学 2020-03-03 Charles Bordenave , Gábor Lugosi , Nikita Zhivotovskiy

Suppose we want to find the eigenvalues and eigenvectors for the linear operator L, and suppose that we have solved this problem for some other "nearby" operator K. In this paper we show how to represent the eigenvalues and eigenvectors of…

泛函分析 · 数学 2011-11-09 Kerry M. Soileau

We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…

概率论 · 数学 2018-06-05 Franziska Flegel , Martin Heida , Martin Slowik

We prove that the bulk eigenvectors of sparse random matrices, i.e. the adjacency matrices of Erd\H{o}s-R\'enyi graphs or random regular graphs, are asymptotically jointly normal, provided the averaged degree increases with the size of the…

概率论 · 数学 2017-06-30 Paul Bourgade , Jiaoyang Huang , Horng-Tzer Yau

Localization results for a class of random Schr\"odinger operators within the Hartree-Fock approximation are proved in two regimes: large disorder and weak disorder/extreme energies. A large disorder threshold $\lambda_{\mathrm{HF}}$…

数学物理 · 物理学 2023-09-18 Rodrigo Matos

We study a Dirichlet spectral problem for a second-order elliptic operator with locally periodic coefficients in a thin domain. The boundary of the domain is assumed to be locally periodic. When the thickness of the domain $\varepsilon$…

偏微分方程分析 · 数学 2021-03-08 Klas Pettersson

The search for a canonical set of eigenvectors of the discrete Fourier transform has been ongoing for more than three decades. The goal is to find an orthogonal basis of eigenvectors which would approximate Hermite functions -- the…

经典分析与常微分方程 · 数学 2015-02-02 Alexey Kuznetsov

We prove (i) a simple sufficient geometric condition for localisation of a sequence of first Dirichlet eigenfunctions provided the corresponding Dirichlet Laplacians satisfy a uniform Hardy inequality, and (ii) localisation of a sequence of…

谱理论 · 数学 2025-01-28 Michiel van den Berg , Dorin Bucur

We study the persistence of eigenvalues and eigenvectors of perturbed eigenvalue problems in Hilbert spaces. We assume that the unperturbed problem has a nontrivial kernel of odd dimension and we prove a Rabinowitz-type global continuation…

It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…

概率论 · 数学 2017-01-30 Harald Bernhard , Bikramjit Das

In an attempt to characterize the structure of eigenvectors of random regular graphs, we investigate the correlations between the components of the eigenvectors associated to different vertices. In addition, we provide numerical…

数学物理 · 物理学 2009-11-13 Yehonatan Elon