From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian

DOI10.1214/15-PS252zbMATH Open1350.60046arXiv1501.00949OpenAlexW1594550921MaRDI QIDQ331504FDOQ331504

Authors: Arvydas Astrauskas 

Publication date: 27 October 2016

Published in: Probability Surveys (Search for Journal in Brave)

Abstract: The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which unboundedly increases. We discuss the following topics: (I) high level exceedances, in particular, clustering of exceedances; (II) decay rate of spacings in comparison with increasing rate of extreme order statistics; (III) minimum of spacings of successive order statistics; (IV) asymptotic behavior of values neighboring to extremes and so on. The conditions of the results are formulated in terms of regular variation (RV) of the cumulative hazard function and its inverse. A relationship between RV classes of the present paper as well as their links to the well-known RV classes (including domains of attraction of max-stable distributions) are discussed. The asymptotic behavior of functionals (I)--(IV) determines the asymptotic structure of the top eigenvalues and the corresponding eigenfunctions of the large-volume discrete Schr" odinger operators with an i.i.d. potential (Anderson Hamiltonian). Thus, another aim of the present paper is to review and comment a recent progress on the extreme value theory for eigenvalues of random Schr" odinger operators as well as to provide a clear and rigorous understanding of the relationship between the top eigenvalues and extreme values of i.i.d. random potentials. We also discuss their links to the long-time intermittent behavior of the parabolic problems associated with the Anderson Hamiltonian via spectral representation of solutions.

Full work available at URL: https://arxiv.org/abs/1501.00949

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zbMATH Keywords

extreme value theoryWeibull distributionrandom fieldsregular variationlocalisationparabolic Anderson modelrandom potentialextreme eigenvaluesAnderson Hamiltonian[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=discrete+Schr%EF%BF%BD%EF%BF%BDdinger+operator&go=Go discrete Schr��dinger operator]extreme order statisticsPoisson limit theorems

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Estimates of eigenvalues in context of PDEs (35P15) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Random operators and equations (aspects of stochastic analysis) (60H25) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Cited In (12)

• Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
• On high-level exceedances of Gaussian fields and the spectrum of random Hamiltonians
• On the spectral gap in the Kac-Luttinger model and Bose-Einstein condensation
• Mass concentration and aging in the parabolic Anderson model with doubly-exponential tails
• Dissipation in parabolic SPDEs
• The parabolic Anderson model on a Galton-Watson tree
• The parabolic Anderson model on a Galton-Watson tree revisited
• Some bounds for the expectations of functions on order statistics and their applications
• Extremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulas
• Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential
• Principal eigenvalue and landscape function of the Anderson model on a large box
• Extremal theory for spectrum of random discrete Schrödinger operator. III. Localization properties

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