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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorDucatez, Raphaël
dc.date.accessioned2018-03-09T11:25:42Z
dc.date.available2018-03-09T11:25:42Z
dc.date.issued2019
dc.identifier.issn1083-589X
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17525
dc.language.isoenen
dc.subjectAnderson model
dc.subjectrandom process
dc.subject.ddc520en
dc.titleA forward–backward random process for the spectrum of 1D Anderson operators
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe 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 approximately like exp(σB|n−k|−γ|n−k|4) where Bs is the Brownian motion and k is uniformly chosen in [0,N] independently of Bs. 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 1N√
dc.relation.isversionofjnlnameElectronic Communications in Probability
dc.relation.isversionofjnlvol24
dc.relation.isversionofjnldate2019
dc.relation.isversionofjnlpages1-13
dc.relation.isversionofdoi10.1214/19-ECP232
dc.relation.isversionofjnlpublisherInstitute of Mathematical Statistics
dc.subject.ddclabelSciences connexes (physique, astrophysique)en
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2023-02-23T10:58:29Z
hal.author.functionaut


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