[{"publication":"Annales de l'institut Henri Poincare (B) Probability and Statistics","fulldoi":"https://doi.org/10.1214/23-AIHP1438","arxiv":1,"publication_status":"published","date_published":"2025-02-01T00:00:00Z","oa":1,"date_created":"2024-03-20T09:41:04Z","type":"journal_article","issue":"1","status":"public","year":"2025","intvolume":"        61","day":"01","isi":1,"author":[{"full_name":"Riabov, Volodymyr","first_name":"Volodymyr","last_name":"Riabov","id":"1949f904-edfb-11eb-afb5-e2dfddabb93b"}],"page":"129-154","OA_place":"repository","ec_funded":1,"volume":61,"quality_controlled":"1","article_type":"original","OA_type":"green","department":[{"_id":"GradSch"},{"_id":"LaEr"}],"corr_author":"1","publication_identifier":{"issn":["0246-0203"]},"abstract":[{"lang":"eng","text":"We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel ingredient is an optimal local law for the two-point function $T(z,\\zeta)$  and a general class of related quantities involving two resolvents at nearby spectral parameters."},{"text":"On établit un théorème limite central universel pour les statistiques linéaires mésoscopiques des valeurs propres d’une matrice de type Wigner au milieu du spectre, avec des fonctions de classe \r\n et à support compact. La principale nouveauté de cette approche est qu’elle repose sur une loi locale optimale pour la fonction à deux points $T(z,\\zeta)$ , ainsi que pour une classe plus générale d’observables impliquant deux résolvantes évaluées en des paramètres proches.","lang":"fre"}],"citation":{"ieee":"V. Riabov, “Mesoscopic eigenvalue statistics for Wigner-type matrices,” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 61, no. 1. Institute of Mathematical Statistics, pp. 129–154, 2025.","ista":"Riabov V. 2025. Mesoscopic eigenvalue statistics for Wigner-type matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics. 61(1), 129–154.","chicago":"Riabov, Volodymyr. “Mesoscopic Eigenvalue Statistics for Wigner-Type Matrices.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics, 2025. <a href=\"https://doi.org/10.1214/23-AIHP1438\">https://doi.org/10.1214/23-AIHP1438</a>.","short":"V. Riabov, Annales de l’institut Henri Poincare (B) Probability and Statistics 61 (2025) 129–154.","ama":"Riabov V. Mesoscopic eigenvalue statistics for Wigner-type matrices. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. 2025;61(1):129-154. doi:<a href=\"https://doi.org/10.1214/23-AIHP1438\">10.1214/23-AIHP1438</a>","mla":"Riabov, Volodymyr. “Mesoscopic Eigenvalue Statistics for Wigner-Type Matrices.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 61, no. 1, Institute of Mathematical Statistics, 2025, pp. 129–54, doi:<a href=\"https://doi.org/10.1214/23-AIHP1438\">10.1214/23-AIHP1438</a>.","apa":"Riabov, V. (2025). Mesoscopic eigenvalue statistics for Wigner-type matrices. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/23-AIHP1438\">https://doi.org/10.1214/23-AIHP1438</a>"},"doi":"10.1214/23-AIHP1438","article_processing_charge":"No","title":"Mesoscopic eigenvalue statistics for Wigner-type matrices","external_id":{"isi":["001427953600004"],"arxiv":["2301.01712"]},"acknowledgement":"I would like to express my gratitude to László Erdős for suggesting the project and supervising my work. I am also thankful to Yuanyuan Xu and Oleksii Kolupaiev for many helpful discussions. Furthermore, I am grateful to Guillaume Dubach for translating the abstract into French.\r\nThe author was supported by the ERC Advanced Grant “RMTBeyond” No. 101020331.","date_updated":"2025-05-19T13:54:31Z","_id":"15128","publisher":"Institute of Mathematical Statistics","scopus_import":"1","month":"02","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","language":[{"iso":"eng"}],"oa_version":"Preprint","main_file_link":[{"open_access":"1","url":"https://doi.org/10.48550/arXiv.2301.01712"}],"project":[{"name":"Random matrices beyond Wigner-Dyson-Mehta","_id":"62796744-2b32-11ec-9570-940b20777f1d","call_identifier":"H2020","grant_number":"101020331"}]},{"oa_version":"Preprint","main_file_link":[{"url":"https://doi.org/10.48550/arXiv.2106.01274","open_access":"1"}],"scopus_import":"1","month":"02","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","language":[{"iso":"eng"}],"abstract":[{"text":"In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in  (t,ω) , and Hölder continuous in space. Assuming stochastic parabolicity conditions, we prove Lp((0,T)×Ω,tκdt;Hσ,q(Td)) -estimates. The main novelty is that we do not require  p=q . Moreover, we allow arbitrary  σ∈R  and weights in time. Such mixed regularity estimates play a crucial role in applications to nonlinear SPDEs which is clear from our previous work. To prove our main results we develop a general perturbation theory for SPDEs. Moreover, we prove a new result on pointwise multiplication in spaces with fractional smoothness.","lang":"eng"}],"publication_identifier":{"issn":["0246-0203"]},"doi":"10.1214/22-AIHP1333","citation":{"ieee":"A. Agresti and M. Veraar, “Stochastic maximal Lp(Lq)-regularity for second order systems with periodic boundary conditions,” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 60, no. 1. Institute of Mathematical Statistics, pp. 413–430, 2024.","ista":"Agresti A, Veraar M. 2024. Stochastic maximal Lp(Lq)-regularity for second order systems with periodic boundary conditions. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. 60(1), 413–430.","short":"A. Agresti, M. Veraar, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 60 (2024) 413–430.","chicago":"Agresti, Antonio, and Mark Veraar. “Stochastic Maximal Lp(Lq)-Regularity for Second Order Systems with Periodic Boundary Conditions.” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. Institute of Mathematical Statistics, 2024. <a href=\"https://doi.org/10.1214/22-AIHP1333\">https://doi.org/10.1214/22-AIHP1333</a>.","ama":"Agresti A, Veraar M. Stochastic maximal Lp(Lq)-regularity for second order systems with periodic boundary conditions. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. 2024;60(1):413-430. doi:<a href=\"https://doi.org/10.1214/22-AIHP1333\">10.1214/22-AIHP1333</a>","mla":"Agresti, Antonio, and Mark Veraar. “Stochastic Maximal Lp(Lq)-Regularity for Second Order Systems with Periodic Boundary Conditions.” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 60, no. 1, Institute of Mathematical Statistics, 2024, pp. 413–30, doi:<a href=\"https://doi.org/10.1214/22-AIHP1333\">10.1214/22-AIHP1333</a>.","apa":"Agresti, A., &#38; Veraar, M. (2024). Stochastic maximal Lp(Lq)-regularity for second order systems with periodic boundary conditions. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/22-AIHP1333\">https://doi.org/10.1214/22-AIHP1333</a>"},"article_processing_charge":"No","department":[{"_id":"JuFi"}],"corr_author":"1","external_id":{"arxiv":["2106.01274"]},"acknowledgement":"The first author has been partially supported by the Nachwuchsring – Network for the promotion of young scientists – at TU Kaiserslautern. The second author is supported by the VIDI subsidy 639.032.427 of the Netherlands Organisation for Scientific Research (NWO). The authors thank the anonymous referees and Max Sauerbrey for careful reading and helpful suggestions.","date_updated":"2026-10-15T09:46:19Z","_id":"15119","publisher":"Institute of Mathematical Statistics","title":"Stochastic maximal Lp(Lq)-regularity for second order systems with periodic boundary conditions","page":"413-430","das_tickbox":"0","day":"01","author":[{"first_name":"Antonio","full_name":"Agresti, Antonio","last_name":"Agresti","orcid":"0000-0002-9573-2962","id":"673cd0cc-9b9a-11eb-b144-88f30e1fbb72"},{"full_name":"Veraar, Mark","first_name":"Mark","last_name":"Veraar"}],"quality_controlled":"1","article_type":"original","supplementarymaterial":"no","volume":60,"publication":"Annales de l'Institut Henri Poincaré, Probabilités et Statistiques","fulldoi":"https://doi.org/10.1214/22-AIHP1333","publication_status":"published","arxiv":1,"type":"journal_article","issue":"1","year":"2024","status":"public","researchdata_availability":"no","intvolume":"        60","date_published":"2024-02-01T00:00:00Z","oa":1,"date_created":"2024-03-17T23:00:58Z"},{"volume":59,"quality_controlled":"1","article_type":"original","day":"01","author":[{"full_name":"Erdös, László","first_name":"László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","last_name":"Erdös","orcid":"0000-0001-5366-9603"},{"id":"dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d","last_name":"Ji","full_name":"Ji, Hong Chang","first_name":"Hong Chang"}],"isi":1,"page":"2083-2105","ec_funded":1,"oa":1,"date_published":"2023-11-01T00:00:00Z","date_created":"2023-12-10T23:01:00Z","issue":"4","type":"journal_article","intvolume":"        59","status":"public","year":"2023","publication":"Annales de l'institut Henri Poincare (B) Probability and Statistics","arxiv":1,"publication_status":"published","fulldoi":"https://doi.org/10.1214/22-AIHP1304","project":[{"_id":"62796744-2b32-11ec-9570-940b20777f1d","name":"Random matrices beyond Wigner-Dyson-Mehta","call_identifier":"H2020","grant_number":"101020331"}],"scopus_import":"1","language":[{"iso":"eng"}],"user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","month":"11","oa_version":"Preprint","main_file_link":[{"url":"https://doi.org/10.48550/arXiv.2112.11382","open_access":"1"}],"title":"Functional CLT for non-Hermitian random matrices","acknowledgement":"The first author was partially supported by ERC Advanced Grant “RMTBeyond” No. 101020331. The second author was supported by ERC Advanced Grant “RMTBeyond” No. 101020331.\r\nThe authors are grateful to the anonymous referees and associated editor for carefully reading this paper and providing helpful comments that improved the quality of the article. Also the authors would like to thank Peter Forrester for pointing out the reference [12] that was absent in the previous version of the manuscript.","external_id":{"isi":["001098456400010"],"arxiv":["2112.11382"]},"publisher":"Institute of Mathematical Statistics","_id":"14667","date_updated":"2025-09-09T13:41:08Z","department":[{"_id":"LaEr"}],"corr_author":"1","citation":{"mla":"Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random Matrices.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 59, no. 4, Institute of Mathematical Statistics, 2023, pp. 2083–105, doi:<a href=\"https://doi.org/10.1214/22-AIHP1304\">10.1214/22-AIHP1304</a>.","apa":"Erdös, L., &#38; Ji, H. C. (2023). Functional CLT for non-Hermitian random matrices. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/22-AIHP1304\">https://doi.org/10.1214/22-AIHP1304</a>","short":"L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and Statistics 59 (2023) 2083–2105.","chicago":"Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random Matrices.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics, 2023. <a href=\"https://doi.org/10.1214/22-AIHP1304\">https://doi.org/10.1214/22-AIHP1304</a>.","ama":"Erdös L, Ji HC. Functional CLT for non-Hermitian random matrices. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. 2023;59(4):2083-2105. doi:<a href=\"https://doi.org/10.1214/22-AIHP1304\">10.1214/22-AIHP1304</a>","ieee":"L. Erdös and H. C. Ji, “Functional CLT for non-Hermitian random matrices,” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 59, no. 4. Institute of Mathematical Statistics, pp. 2083–2105, 2023.","ista":"Erdös L, Ji HC. 2023. Functional CLT for non-Hermitian random matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics. 59(4), 2083–2105."},"doi":"10.1214/22-AIHP1304","publication_identifier":{"issn":["0246-0203"]},"abstract":[{"text":"For large dimensional non-Hermitian random matrices X with real or complex independent, identically distributed, centered entries, we consider the fluctuations of f (X) as a matrix where f is an analytic function around the spectrum of X. We prove that for a generic bounded square matrix A, the quantity Tr f (X)A exhibits Gaussian fluctuations as the matrix size grows to infinity, which consists of two independent modes corresponding to the tracial and traceless parts of A. We find a new formula for the variance of the traceless part that involves the Frobenius norm of A and the L2-norm of f on the boundary of the limiting spectrum. ","lang":"eng"},{"lang":"fre","text":"On étudie les fluctuations de f (X), où X est une matrice aléatoire non-hermitienne de grande taille à coefficients i.i.d. (réels ou complexes), et f une fonction analytique sur un domaine qui contient le spectre de X. On prouve que, pour une matrice carrée générique et bornée A, les fluctuations de la quantité tr f (X)A sont asymptotiquement gaussiennes et comportent deux modes indépendants, correspondant aux composantes traciale et de trace nulle de A. Une nouvelle formule est établie pour la variance de la composante de trace nulle, qui fait intervenir la norme de Frobenius de A et la norme L2 de f sur la frontière du spectre limite."}],"article_processing_charge":"No"},{"scopus_import":"1","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","language":[{"iso":"eng"}],"month":"02","oa_version":"Preprint","main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/2007.08272"}],"project":[{"grant_number":"754411","call_identifier":"H2020","_id":"260C2330-B435-11E9-9278-68D0E5697425","name":"ISTplus - Postdoctoral Fellowships"}],"department":[{"_id":"JaMa"}],"citation":{"short":"S. Floreani, F. Redig, F. Sau, Annales de l’institut Henri Poincare (B) Probability and Statistics 58 (2022) 220–247.","chicago":"Floreani, Simone, Frank Redig, and Federico Sau. “Orthogonal Polynomial Duality of Boundary Driven Particle Systems and Non-Equilibrium Correlations.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics, 2022. <a href=\"https://doi.org/10.1214/21-AIHP1163\">https://doi.org/10.1214/21-AIHP1163</a>.","ama":"Floreani S, Redig F, Sau F. Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. 2022;58(1):220-247. doi:<a href=\"https://doi.org/10.1214/21-AIHP1163\">10.1214/21-AIHP1163</a>","ieee":"S. Floreani, F. Redig, and F. Sau, “Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations,” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 58, no. 1. Institute of Mathematical Statistics, pp. 220–247, 2022.","ista":"Floreani S, Redig F, Sau F. 2022. Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. Annales de l’institut Henri Poincare (B) Probability and Statistics. 58(1), 220–247.","mla":"Floreani, Simone, et al. “Orthogonal Polynomial Duality of Boundary Driven Particle Systems and Non-Equilibrium Correlations.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 58, no. 1, Institute of Mathematical Statistics, 2022, pp. 220–47, doi:<a href=\"https://doi.org/10.1214/21-AIHP1163\">10.1214/21-AIHP1163</a>.","apa":"Floreani, S., Redig, F., &#38; Sau, F. (2022). Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/21-AIHP1163\">https://doi.org/10.1214/21-AIHP1163</a>"},"doi":"10.1214/21-AIHP1163","abstract":[{"text":"We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then we derive new orthogonal polynomial dualities. From the classical dualities, we derive the uniqueness of the non-equilibrium steady state and obtain correlation inequalities. Starting from the orthogonal polynomial dualities, we show universal properties of n-point correlation functions in the non-equilibrium steady state for systems with at most two different reservoir parameters, such as a chain with reservoirs at left and right ends.","lang":"eng"},{"text":"Nous considérons des processus d’exclusion partielle, et des processus d’inclusion sur un graphe général en contact avec des réservoirs. Nous autorisons la présence de inhomogenéités sur les arrêts ainsi que sur les sommets du graph. Nous généralisons les “dualités classiques” dans ce contexte et nous démontrons des nouvelles dualités orthogonales. À partir des dualités classiques, nous démontrons l’unicité de l’état stationnaire non-équilibre, ainsi que des inégalités de corrélation. À partir des dualités orthogonales nous démontrons des propriétés universelles des fonctions de corrélation à n points dans l’état stationnaire non-équilibre pour des systèmes avec deux paramètres de réservoirs inégaux, comme par exemple une chaîne avec des réservoirs à droite et à gauche.","lang":"fre"}],"publication_identifier":{"issn":["0246-0203"]},"article_processing_charge":"No","title":"Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations","acknowledgement":"The authors would like to thank Gioia Carinci and Cristian Giardinà for useful discussions. F.R. and S.F. thank Jean-René Chazottes for a stay at CPHT (Institut Polytechnique de Paris), in the realm of Chaire d’Alembert (Paris-Saclay University), where part of this work was performed. S.F. acknowledges Simona Villa for her support in creating the picture. S.F. acknowledges financial support from NWO via the grant TOP1.17.019. F.S. acknowledges financial support from the European Union’s Horizon 2020 research and innovation programme under the Marie-Skłodowska-Curie grant agreement No. 754411.","external_id":{"arxiv":["2007.08272"],"isi":["000752489300010"]},"_id":"10797","publisher":"Institute of Mathematical Statistics","date_updated":"2025-04-14T07:43:48Z","day":"01","author":[{"last_name":"Floreani","full_name":"Floreani, Simone","first_name":"Simone"},{"last_name":"Redig","full_name":"Redig, Frank","first_name":"Frank"},{"full_name":"Sau, Federico","first_name":"Federico","last_name":"Sau","id":"E1836206-9F16-11E9-8814-AEFDE5697425"}],"isi":1,"page":"220-247","ec_funded":1,"volume":58,"quality_controlled":"1","article_type":"original","publication":"Annales de l'institut Henri Poincare (B) Probability and Statistics","arxiv":1,"publication_status":"published","fulldoi":"https://doi.org/10.1214/21-AIHP1163","oa":1,"date_published":"2022-02-01T00:00:00Z","date_created":"2022-02-27T23:01:50Z","issue":"1","type":"journal_article","intvolume":"        58","status":"public","year":"2022"},{"ec_funded":1,"page":"1203-1225","author":[{"full_name":"Ferrari, Patrick","first_name":"Patrick","last_name":"Ferrari"},{"first_name":"Promit","full_name":"Ghosal, Promit","last_name":"Ghosal"},{"full_name":"Nejjar, Peter","first_name":"Peter","id":"4BF426E2-F248-11E8-B48F-1D18A9856A87","last_name":"Nejjar"}],"isi":1,"day":"25","article_type":"original","quality_controlled":"1","volume":55,"arxiv":1,"publication_status":"published","fulldoi":"https://doi.org/10.1214/18-AIHP916","publication":"Annales de l'institut Henri Poincare (B) Probability and Statistics","intvolume":"        55","status":"public","year":"2019","issue":"3","type":"journal_article","date_created":"2018-12-11T11:44:29Z","oa":1,"date_published":"2019-09-25T00:00:00Z","main_file_link":[{"url":"https://arxiv.org/abs/1710.02323","open_access":"1"}],"oa_version":"Preprint","language":[{"iso":"eng"}],"month":"09","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","scopus_import":"1","project":[{"call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","name":"Random matrices, universality and disordered quantum systems","grant_number":"338804"},{"call_identifier":"H2020","_id":"256E75B8-B435-11E9-9278-68D0E5697425","name":"Optimal Transport and Stochastic Dynamics","grant_number":"716117"}],"article_processing_charge":"No","citation":{"ama":"Ferrari P, Ghosal P, Nejjar P. Limit law of a second class particle in TASEP with non-random initial condition. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. 2019;55(3):1203-1225. doi:<a href=\"https://doi.org/10.1214/18-AIHP916\">10.1214/18-AIHP916</a>","chicago":"Ferrari, Patrick, Promit Ghosal, and Peter Nejjar. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics, 2019. <a href=\"https://doi.org/10.1214/18-AIHP916\">https://doi.org/10.1214/18-AIHP916</a>.","short":"P. Ferrari, P. Ghosal, P. Nejjar, Annales de l’institut Henri Poincare (B) Probability and Statistics 55 (2019) 1203–1225.","ista":"Ferrari P, Ghosal P, Nejjar P. 2019. Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. 55(3), 1203–1225.","ieee":"P. Ferrari, P. Ghosal, and P. Nejjar, “Limit law of a second class particle in TASEP with non-random initial condition,” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 55, no. 3. Institute of Mathematical Statistics, pp. 1203–1225, 2019.","apa":"Ferrari, P., Ghosal, P., &#38; Nejjar, P. (2019). Limit law of a second class particle in TASEP with non-random initial condition. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/18-AIHP916\">https://doi.org/10.1214/18-AIHP916</a>","mla":"Ferrari, Patrick, et al. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 55, no. 3, Institute of Mathematical Statistics, 2019, pp. 1203–25, doi:<a href=\"https://doi.org/10.1214/18-AIHP916\">10.1214/18-AIHP916</a>."},"doi":"10.1214/18-AIHP916","publication_identifier":{"issn":["0246-0203"]},"abstract":[{"lang":"eng","text":"We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density ρ on ℤ− and λ on ℤ+, and a second class particle initially at the origin. For ρ&lt;λ, there is a shock and the second class particle moves with speed 1−λ−ρ. For large time t, we show that the position of the second class particle fluctuates on a t1/3 scale and determine its limiting law. We also obtain the limiting distribution of the number of steps made by the second class particle until time t."}],"department":[{"_id":"LaEr"},{"_id":"JaMa"}],"publisher":"Institute of Mathematical Statistics","_id":"72","date_updated":"2025-04-14T07:27:49Z","external_id":{"arxiv":["1710.02323"],"isi":["000487763200001"]},"title":"Limit law of a second class particle in TASEP with non-random initial condition"},{"date_published":"2019-02-01T00:00:00Z","oa":1,"date_created":"2020-01-30T10:36:50Z","type":"journal_article","issue":"1","year":"2019","status":"public","intvolume":"        55","publication":"Annales de l'Institut Henri Poincaré, Probabilités et Statistiques","fulldoi":"https://doi.org/10.1214/18-aihp888","arxiv":1,"publication_status":"published","volume":55,"quality_controlled":"1","article_type":"original","day":"01","isi":1,"author":[{"full_name":"Akemann, Gernot","first_name":"Gernot","last_name":"Akemann"},{"full_name":"Checinski, Tomasz","first_name":"Tomasz","last_name":"Checinski"},{"first_name":"Dangzheng","full_name":"Liu, Dangzheng","id":"2F947E34-F248-11E8-B48F-1D18A9856A87","last_name":"Liu"},{"last_name":"Strahov","full_name":"Strahov, Eugene","first_name":"Eugene"}],"page":"441-479","title":"Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles","external_id":{"arxiv":["1704.05224"],"isi":["000456070200013"]},"date_updated":"2023-09-06T14:58:39Z","publisher":"Institute of Mathematical Statistics","_id":"7423","department":[{"_id":"LaEr"}],"abstract":[{"text":"We compare finite rank perturbations of the following three ensembles of complex rectangular random matrices: First, a generalised Wishart ensemble with one random and two fixed correlation matrices introduced by Borodin and Péché, second, the product of two independent random matrices where one has correlated entries, and third, the case when the two random matrices become also coupled through a fixed matrix. The singular value statistics of all three ensembles is shown to be determinantal and we derive double contour integral representations for their respective kernels. Three different kernels are found in the limit of infinite matrix dimension at the origin of the spectrum. They depend on finite rank perturbations of the correlation and coupling matrices and are shown to be integrable. The first kernel (I) is found for two independent matrices from the second, and two weakly coupled matrices from the third ensemble. It generalises the Meijer G-kernel for two independent and uncorrelated matrices. The third kernel (III) is obtained for the generalised Wishart ensemble and for two strongly coupled matrices. It further generalises the perturbed Bessel kernel of Desrosiers and Forrester. Finally, kernel (II), found for the ensemble of two coupled matrices, provides an interpolation between the kernels (I) and (III), generalising previous findings of part of the authors.","lang":"eng"}],"publication_identifier":{"issn":["0246-0203"]},"doi":"10.1214/18-aihp888","citation":{"ieee":"G. Akemann, T. Checinski, D. Liu, and E. Strahov, “Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles,” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 55, no. 1. Institute of Mathematical Statistics, pp. 441–479, 2019.","ista":"Akemann G, Checinski T, Liu D, Strahov E. 2019. Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. 55(1), 441–479.","short":"G. Akemann, T. Checinski, D. Liu, E. Strahov, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 55 (2019) 441–479.","chicago":"Akemann, Gernot, Tomasz Checinski, Dangzheng Liu, and Eugene Strahov. “Finite Rank Perturbations in Products of Coupled Random Matrices: From One Correlated to Two Wishart Ensembles.” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. Institute of Mathematical Statistics, 2019. <a href=\"https://doi.org/10.1214/18-aihp888\">https://doi.org/10.1214/18-aihp888</a>.","ama":"Akemann G, Checinski T, Liu D, Strahov E. Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. 2019;55(1):441-479. doi:<a href=\"https://doi.org/10.1214/18-aihp888\">10.1214/18-aihp888</a>","mla":"Akemann, Gernot, et al. “Finite Rank Perturbations in Products of Coupled Random Matrices: From One Correlated to Two Wishart Ensembles.” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 55, no. 1, Institute of Mathematical Statistics, 2019, pp. 441–79, doi:<a href=\"https://doi.org/10.1214/18-aihp888\">10.1214/18-aihp888</a>.","apa":"Akemann, G., Checinski, T., Liu, D., &#38; Strahov, E. (2019). Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/18-aihp888\">https://doi.org/10.1214/18-aihp888</a>"},"article_processing_charge":"No","user_id":"c635000d-4b10-11ee-a964-aac5a93f6ac1","language":[{"iso":"eng"}],"month":"02","oa_version":"Preprint","main_file_link":[{"url":"https://arxiv.org/abs/1704.05224","open_access":"1"}]},{"status":"public","year":"2019","intvolume":"        55","related_material":{"record":[{"relation":"dissertation_contains","id":"149","status":"public"}]},"type":"journal_article","issue":"2","date_created":"2019-04-08T14:05:04Z","date_published":"2019-05-01T00:00:00Z","oa":1,"fulldoi":"https://doi.org/10.1214/18-AIHP894","arxiv":1,"publication_status":"published","publication":"Annales de l'Institut Henri Poincaré, Probabilités et Statistiques","quality_controlled":"1","volume":55,"ec_funded":1,"page":"661-696","das_tickbox":"1","isi":1,"author":[{"last_name":"Alt","id":"36D3D8B6-F248-11E8-B48F-1D18A9856A87","full_name":"Alt, Johannes","first_name":"Johannes"},{"first_name":"László","full_name":"Erdös, László","last_name":"Erdös","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0001-5366-9603"},{"first_name":"Torben H","full_name":"Krüger, Torben H","id":"3020C786-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0002-4821-3297","last_name":"Krüger"},{"full_name":"Nemish, Yuriy","first_name":"Yuriy","orcid":"0000-0002-7327-856X","last_name":"Nemish","id":"4D902E6A-F248-11E8-B48F-1D18A9856A87"}],"day":"01","date_updated":"2026-07-08T06:17:16Z","publisher":"Institut Henri Poincaré","_id":"6240","external_id":{"isi":["000467793600003"],"arxiv":["1706.08343"]},"title":"Location of the spectrum of Kronecker random matrices","article_processing_charge":"No","abstract":[{"text":"For a general class of large non-Hermitian random block matrices X we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization of X as the self-consistent approximation of the pseudospectrum. We demonstrate that the analysis of the matrix Dyson equation from (Probab. Theory Related Fields (2018)) offers a unified treatment of many structured matrix ensembles.","lang":"eng"}],"publication_identifier":{"issn":["0246-0203"]},"citation":{"mla":"Alt, Johannes, et al. “Location of the Spectrum of Kronecker Random Matrices.” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 55, no. 2, Institut Henri Poincaré, 2019, pp. 661–96, doi:<a href=\"https://doi.org/10.1214/18-AIHP894\">10.1214/18-AIHP894</a>.","apa":"Alt, J., Erdös, L., Krüger, T. H., &#38; Nemish, Y. (2019). Location of the spectrum of Kronecker random matrices. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. Institut Henri Poincaré. <a href=\"https://doi.org/10.1214/18-AIHP894\">https://doi.org/10.1214/18-AIHP894</a>","ieee":"J. Alt, L. Erdös, T. H. Krüger, and Y. Nemish, “Location of the spectrum of Kronecker random matrices,” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 55, no. 2. Institut Henri Poincaré, pp. 661–696, 2019.","ista":"Alt J, Erdös L, Krüger TH, Nemish Y. 2019. Location of the spectrum of Kronecker random matrices. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. 55(2), 661–696.","chicago":"Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location of the Spectrum of Kronecker Random Matrices.” <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. Institut Henri Poincaré, 2019. <a href=\"https://doi.org/10.1214/18-AIHP894\">https://doi.org/10.1214/18-AIHP894</a>.","short":"J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 55 (2019) 661–696.","ama":"Alt J, Erdös L, Krüger TH, Nemish Y. Location of the spectrum of Kronecker random matrices. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. 2019;55(2):661-696. doi:<a href=\"https://doi.org/10.1214/18-AIHP894\">10.1214/18-AIHP894</a>"},"doi":"10.1214/18-AIHP894","department":[{"_id":"LaEr"}],"project":[{"grant_number":"338804","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","name":"Random matrices, universality and disordered quantum systems"}],"main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1706.08343"}],"oa_version":"Preprint","language":[{"iso":"eng"}],"user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","month":"05","scopus_import":"1"},{"isi":1,"author":[{"full_name":"Erdös, László","first_name":"László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0001-5366-9603","last_name":"Erdös"},{"full_name":"Schnelli, Kevin","first_name":"Kevin","id":"434AD0AE-F248-11E8-B48F-1D18A9856A87","last_name":"Schnelli","orcid":"0000-0003-0954-3231"}],"day":"01","ec_funded":1,"page":"1606 - 1656","volume":53,"quality_controlled":"1","publist_id":"7189","fulldoi":"https://doi.org/10.1214/16-AIHP765","arxiv":1,"publication_status":"published","publication":"Annales de l'institut Henri Poincare (B) Probability and Statistics","date_created":"2018-12-11T11:47:30Z","date_published":"2017-11-01T00:00:00Z","oa":1,"status":"public","year":"2017","intvolume":"        53","type":"journal_article","issue":"4","language":[{"iso":"eng"}],"user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","month":"11","scopus_import":"1","main_file_link":[{"url":"https://arxiv.org/abs/1504.00650","open_access":"1"}],"oa_version":"Submitted Version","project":[{"grant_number":"338804","name":"Random matrices, universality and disordered quantum systems","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","call_identifier":"FP7"}],"corr_author":"1","department":[{"_id":"LaEr"}],"article_processing_charge":"No","abstract":[{"text":"We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion of the eigenvalues hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from Wigner's semicircle law.","lang":"eng"}],"publication_identifier":{"issn":["0246-0203"]},"citation":{"ista":"Erdös L, Schnelli K. 2017. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 53(4), 1606–1656.","ieee":"L. Erdös and K. Schnelli, “Universality for random matrix flows with time dependent density,” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 53, no. 4. Institute of Mathematical Statistics, pp. 1606–1656, 2017.","ama":"Erdös L, Schnelli K. Universality for random matrix flows with time dependent density. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. 2017;53(4):1606-1656. doi:<a href=\"https://doi.org/10.1214/16-AIHP765\">10.1214/16-AIHP765</a>","chicago":"Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics, 2017. <a href=\"https://doi.org/10.1214/16-AIHP765\">https://doi.org/10.1214/16-AIHP765</a>.","short":"L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656.","apa":"Erdös, L., &#38; Schnelli, K. (2017). Universality for random matrix flows with time dependent density. <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/16-AIHP765\">https://doi.org/10.1214/16-AIHP765</a>","mla":"Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” <i>Annales de l’institut Henri Poincare (B) Probability and Statistics</i>, vol. 53, no. 4, Institute of Mathematical Statistics, 2017, pp. 1606–56, doi:<a href=\"https://doi.org/10.1214/16-AIHP765\">10.1214/16-AIHP765</a>."},"doi":"10.1214/16-AIHP765","title":"Universality for random matrix flows with time dependent density","date_updated":"2025-09-11T07:32:50Z","_id":"615","publisher":"Institute of Mathematical Statistics","external_id":{"arxiv":["1504.00650"],"isi":["000416376500005"]}}]