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

DOI10.1214/15-PS252MaRDI QIDQ331504zbMATH OpenOpenAlexFDO

Authors Arvydas Astrauskas

Publication date 27 October 2016

Published in Probability Surveys (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.00949, https://projecteuclid.org/euclid.ps/1476369041

zbMATH Keywords

Anderson Hamiltoniandiscrete Schrödinger operatorextreme eigenvaluesextreme order statisticsextreme value theorylocalisationparabolic Anderson modelPoisson limit theoremsrandom fieldsrandom potentialregular variationWeibull distribution

Mathematics Subject Classification ID

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

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.

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Cited in

(14)

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

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