On a model selection problem from high-dimensional sample covariance matrices

Modern random matrix theory indicates that when the population size p is not negligible with respect to the sample size n, the sample covariance matrices demonstrate significant deviations from the population covariance matrices. In order to recover the characteristics of the population covariance matrices from the observed sample covariance matrices, several recent solutions are proposed when the order of the underlying population spectral distribution is known. In this paper, we deal with the underlying order selection problem and propose a solution based on the cross-validation principle. We prove the consistency of the proposed procedure. © 2011 Elsevier Inc.postprin

The Anderson Model as a Matrix Model

In this paper we describe a strategy to study the Anderson model of an electron in a random potential at weak coupling by a renormalization group analysis. There is an interesting technical analogy between this problem and the theory of random matrices. In d=2 the random matrices which appear are approximately of the free type well known to physicists and mathematicians, and their asymptotic eigenvalue distribution is therefore simply Wigner's law. However in d=3 the natural random matrices that appear have non-trivial constraints of a geometrical origin. It would be interesting to develop a general theory of these constrained random matrices, which presumably play an interesting role for many non-integrable problems related to diffusion. We present a first step in this direction, namely a rigorous bound on the tail of the eigenvalue distribution of such objects based on large deviation and graphical estimates. This bound allows to prove regularity and decay properties of the averaged Green's functions and the density of states for a three dimensional model with a thin conducting band and an energy close to the border of the band, for sufficiently small coupling constant.Comment: 23 pages, LateX, ps file available at http://cpth.polytechnique.fr/cpth/rivass/articles.htm

Localization and Mobility Edge in One-Dimensional Potentials with Correlated Disorder

We show that a mobility edge exists in 1D random potentials provided specific long-range correlations. Our approach is based on the relation between binary correlator of a site potential and the localization length. We give the algorithm to construct numerically potentials with mobility edge at any given energy inside allowed zone. Another natural way to generate such potentials is to use chaotic trajectories of non-linear maps. Our numerical calculations for few particular potentials demonstrate the presence of mobility edges in 1D geometry.Comment: 4 pages in RevTex and 2 Postscript figures; revised version published in Phys. Rev. Lett. 82 (1999) 406

Nonlinear Impurity Modes in Homogeneous and Periodic Media

We analyze the existence and stability of nonlinear localized waves described by the Kronig-Penney model with a nonlinear impurity. We study the properties of such waves in a homogeneous medium, and then analyze new effects introduced by periodicity of the medium parameters. In particular, we demonstrate the existence of a novel type of stable nonlinear band-gap localized states, and also reveal an important physical mechanism of the oscillatory wave instabilities associated with the band-gap wave resonances.Comment: 11 pages, 3 figures; To be published in: Proceedings of the NATO Advanced Research Workshop "Nonlinearity and Disorder: Theory and Applications" (Tashkent, 2-6 Oct, 2000) Editors: P.L. Christiansen and F.K. Abdullaev (Kluwer, 2001

Generic Continuous Spectrum for Ergodic Schr"odinger Operators

We consider discrete Schr"odinger operators on the line with potentials generated by a minimal homeomorphism on a compact metric space and a continuous sampling function. We introduce the concepts of topological and metric repetition property. Assuming that the underlying dynamical system satisfies one of these repetition properties, we show using Gordon's Lemma that for a generic continuous sampling function, the associated Schr"odinger operators have no eigenvalues in a topological or metric sense, respectively. We present a number of applications, particularly to shifts and skew-shifts on the torus.Comment: 14 page

Scattering Theory Approach to Random Schroedinger Operators in One Dimension

Methods from scattering theory are introduced to analyze random Schroedinger operators in one dimension by applying a volume cutoff to the potential. The key ingredient is the Lifshitz-Krein spectral shift function, which is related to the scattering phase by the theorem of Birman and Krein. The spectral shift density is defined as the "thermodynamic limit" of the spectral shift function per unit length of the interaction region. This density is shown to be equal to the difference of the densities of states for the free and the interacting Hamiltonians. Based on this construction, we give a new proof of the Thouless formula. We provide a prescription how to obtain the Lyapunov exponent from the scattering matrix, which suggest a way how to extend this notion to the higher dimensional case. This prescription also allows a characterization of those energies which have vanishing Lyapunov exponent.Comment: 1 figur

Exponential dynamical localization for the almost Mathieu operator

We prove that the exponential moments of the position operator stay bounded for the supercritical almost Mathieu operator with Diophantine frequency

Wave transmission, phonon localization and heat conduction of 1D Frenkel-Kontorova chain

We study the transmission coefficient of a plane wave through a 1D finite quasi-periodic system -- the Frenkel-Kontorova (FK) model -- embedding in an infinite uniform harmonic chain. By varying the mass of atoms in the infinite uniform chain, we obtain the transmission coefficients for {\it all} eigenfrequencies. The phonon localization of the incommensurated FK chain is also studied in terms of the transmission coefficients and the Thouless exponents. Moreover, the heat conduction of Rubin-Greer-like model for FK chain at low temperature is calculated. It is found that the stationary heat flux $J(N)\sim N^{\alpha}$, and $\alpha$ depends on the strength of the external potential.Comment: 15 pages in Revtex, 8 EPS figure

The scaling limit of the critical one-dimensional random Schrodinger operator

We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}. Here {\omega}_k are independent random variables with mean 0 and variance 1. We show that the eigenvectors are delocalized and the transfer matrix evolution has a scaling limit given by a stochastic differential equation. In both cases, eigenvalues near a fixed bulk energy E have a point process limit. We give bounds on the eigenvalue repulsion, large gap probability, identify the limiting intensity and provide a central limit theorem. In the second model, the limiting processes are the same as the point processes obtained as the bulk scaling limits of the beta-ensembles of random matrix theory. In the first model, the eigenvalue repulsion is much stronger.Comment: 36 pages, 2 figure

Diffusion in disordered systems under iterative measurement

We consider a sequence of idealized measurements of time-separation $\Delta t$ onto a discrete one-dimensional disordered system. A connection with Markov chains is found. For a rapid sequence of measurements, a diffusive regime occurs and the diffusion coefficient $D$ is analytically calculated. In a general point of view, this result suggests the possibility to break the Anderson localization due to decoherence effects. Quantum Zeno effect emerges because the diffusion coefficient $D$ vanishes at the limit $\Delta t \to 0$.Comment: 8 pages, 0 figures, LATEX. accepted in Phys.Rev.