Probability Surveys

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

Arvydas Astrauskas

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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 Schrödinger 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 Schrödinger 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.

Article information

Probab. Surveys, Volume 13 (2016), 156-244.

Received: January 2015
First available in Project Euclid: 13 October 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G70: Extreme value theory; extremal processes 60H25: Random operators and equations [See also 47B80] 82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) 35P05: General topics in linear spectral theory
Secondary: 60F05: Central limit and other weak theorems 60F15: Strong theorems 60G60: Random fields 82C44: Dynamics of disordered systems (random Ising systems, etc.) 35P15: Estimation of eigenvalues, upper and lower bounds 15B52: Random matrices 26A12: Rate of growth of functions, orders of infinity, slowly varying functions [See also 26A48]

Extreme value theory Poisson limit theorems extreme order statistics high-level exceedances spacings regular variation Weibull distribution discrete Schrödinger operator Anderson Hamiltonian random potential largest eigenvalues principal eigenvalues localisation parabolic Anderson model intermittency


Astrauskas, Arvydas. From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian. Probab. Surveys 13 (2016), 156--244. doi:10.1214/15-PS252.

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