相关论文: Limit Theorems on the Mesoscopic Scale for the And…
We establish exponential localization for a two-particle Anderson model in a Euclidean space ${\mathbb R}^{d}$, $d\ge 1$, in presence of a non-trivial short-range interaction and a random external potential of the alloy type. Specifically,…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We prove localization and probabilistic bounds on the minimum level spacing for a random block Anderson model without monotonicity. Using a sequence of narrowing energy windows and associated Schur complements, we obtain detailed…
In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…
The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…
This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The…
In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
We study multi-particle interactive quantum disordered systems on a polynomially-growing countable connected graph (Z,E). The novelty is to give localization bounds uniform in finite or infinite volumes (subgraphs) in Z^N as well as for the…
We prove a quantitative local limit theorem for the number of descents in a random permutation. Our proof uses a conditioning argument and is based on bounding the characteristic function $\phi(t)$ of the number of descents. We also…
We prove that the mesoscopic linear statistics $\sum_i f(n^a(\sigma_i-z_0))$ of the eigenvalues $\{\sigma_i\}_i$ of large $n\times n$ non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any…
We investigated numerically the distribution of participation numbers in the 3d Anderson tight-binding model at the localization-delocalization threshold. These numbers in {\em one} disordered system experience strong level-to-level…
We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
The parabolic Anderson problem is the Cauchy problem for the heat equation with random potential and localized initial condition. In this paper we consider potentials which are constant in time and independent exponentially distributed in…
Fluctuating hydrodynamics is used to describe the total energy fluctuations of a freely evolving gas of inelastic hard spheres near the threshold of the clustering instability. They are shown to be governed by vorticity fluctuations only,…