A forward-backward random process for the spectrum of 1D Anderson operators

DOI10.1214/19-ECP232MaRDI QIDQ2279084zbMATH OpenFDO

Authors Raphael Ducatez

Publication date 12 December 2019

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.11302, https://projecteuclid.org/euclid.ecp/1573095648

zbMATH Keywords

random matricesAnderson model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Abstract: We give a new expression for the law of the eigenvalues of the discrete Anderson model on the finite interval $[0,N]$, in terms of two random processes starting at both ends of the interval. Using this formula, we deduce that the tail of the eigenvectors behaves approximatelylike $exp(sigma{B}_{|n-k|}-gammafrac|n-k|4)$ where $B_s$ is the Brownian motion and $k$ is uniformly chosen in $[0,N]$ independentlyof $B_s$. A similar result has recently been shown by B. Rifkind and B. Virag in the critical case, that is, when the random potential is multiplied by a factor $frac1sqrtN$

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Cites work

• scientific article; zbMATH DE number 48634 (Why is no real title available?)
• scientific article; zbMATH DE number 3798745 (Why is no real title available?)
• A pure point spectrum of the stochastic one-dimensional Schrödinger operator
• Absence of diffusion in the Anderson tight binding model for large disorder or low energy
• Anderson localization for Bernoulli and other singular potentials
• Eigenvectors of the 1-dimensional critical random Schrödinger operator
• Step density profiles in localized chains
• Sur le spectre des opérateurs aux différences finies aléatoires

Cited in

(1)

• Subdiffusion in one-dimensional Hamiltonian chains with sparse interactions

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