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A forward--backward random process for the spectrum of 1D Anderson operators. (arXiv:1711.11302v1 [math-ph])
来源于:arXiv
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 $\exp(\sigma
B\_{|n-k|}-\gamma\frac{|n-k|}{4})$ 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 $\frac{1}{\sqrt{N}}$ 查看全文>>