@article{20328,
  abstract     = {We consider the standard overlap (math formular) of any bi-orthogonal family of left and right eigenvectors of a large random matrix X with centred i.i.d. entries and we prove that it decays as an inverse second power of the distance between the corresponding eigenvalues. This extends similar results for the complex Gaussian ensemble from Bourgade and Dubach [15], as well as Benaych-Georges and Zeitouni [13], to any i.i.d. matrix ensemble in both symmetry classes. As a main tool, we prove a two-resolvent local law for the Hermitisation of X uniformly in the spectrum with optimal decay rate and optimal dependence on the density near the spectral edge.},
  author       = {Cipolloni, Giorgio and Erdös, László and Xu, Yuanyuan},
  issn         = {0022-1236},
  journal      = {Journal of Functional Analysis},
  number       = {1},
  publisher    = {Elsevier},
  title        = {{Optimal decay of eigenvector overlap for non-Hermitian random matrices}},
  doi          = {10.1016/j.jfa.2025.111180},
  volume       = {290},
  year         = {2026},
}

@article{21271,
  abstract     = {For general non-Hermitian large random matrices X and deterministic deformation matrices A, we prove that the local eigenvalue statistics of A+X close to the typical edge points of its spectrum are universal. Furthermore, we show that, under natural assumptions, on A the spectrum of A+X does not have outliers at a distance larger than the natural fluctuation scale of the eigenvalues. As a consequence, the number of eigenvalues in each component of Spec(A+X) is deterministic.},
  author       = {Campbell, Andrew J and Cipolloni, Giorgio and Erdös, László and Ji, Hong Chang},
  issn         = {2168-894X},
  journal      = {The Annals of Probability},
  number       = {6},
  pages        = {2256--2308},
  publisher    = {Institute of Mathematical Statistics},
  title        = {{On the spectral edge of non-Hermitian random matrices}},
  doi          = {10.1214/25-aop1761},
  volume       = {53},
  year         = {2025},
}

@unpublished{19546,
  abstract     = {We study the sensitivity of the eigenvectors of random matrices, showing that
even small perturbations make the eigenvectors almost orthogonal. More
precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show
that their bulk eigenvectors become asymptotically orthogonal as soon as
$\mathrm{Tr}(D_1-D_2)^2\gg 1$, or their respective energies are separated on a
scale much bigger than the local eigenvalue spacing. Furthermore, we show that
quadratic forms of eigenvectors of $W+D_1$, $W+D_2$ with any deterministic
matrix $A\in\mathbf{C}^{N\times N}$ in a specific subspace of codimension one
are of size $N^{-1/2}$. This proves a generalization of the Eigenstate
Thermalization Hypothesis to eigenvectors belonging to two different spectral
families.},
  author       = {Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha and Kolupaiev, Oleksii},
  booktitle    = {arXiv},
  title        = {{Eigenvector decorrelation for random matrices}},
  doi          = {10.48550/arXiv.2410.10718},
  year         = {2025},
}

@article{19737,
  abstract     = {For general large non–Hermitian random matrices X and deterministic normal deformations A, we prove that the local eigenvalue statistics of A + X close to the critical edge points of its spectrum are universal. This concludes the proof of the third and last remaining typical universality class for non–Hermitian random matrices (for normal deformations), after bulk and sharp edge universalities have been established in recent years.},
  author       = {Cipolloni, Giorgio and Erdös, László and Ji, Hong Chang},
  issn         = {1432-2064},
  journal      = {Probability Theory and Related Fields},
  publisher    = {Springer Nature},
  title        = {{Non–Hermitian spectral universality at critical points}},
  doi          = {10.1007/s00440-025-01384-7},
  year         = {2025},
}

@article{20478,
  abstract     = {We consider the Wigner minor process, i.e. the eigenvalues of an N\times N Wigner matrix H^{(N)} together with the eigenvalues of all its n\times n minors, H^{(n)}, n\le N. The top eigenvalues of H^{(N)} and those of its immediate minor H^{(N-1)} are very strongly correlated, but this correlation becomes weaker for smaller minors H^{(N-k)} as k increases. For the GUE minor process the critical transition regime around k\sim N^{2/3} was analyzed by Forrester and Nagao (J. Stat. Mech.: Theory and Experiment, 2011) providing an explicit formula for the nontrivial joint correlation function. We prove that this formula is universal, i.e. it holds for the Wigner minor process. Moreover, we give a complete analysis of the sub- and supercritical regimes both for eigenvalues and for the corresponding eigenvector overlaps, thus we prove the decorrelation transition in full generality.},
  author       = {Bao, Zhigang and Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha and Kolupaiev, Oleksii},
  issn         = {1432-2064},
  journal      = {Probability Theory and Related Fields},
  publisher    = {Springer Nature},
  title        = {{Decorrelation transition in the Wigner minor process}},
  doi          = {10.1007/s00440-025-01422-4},
  year         = {2025},
}

@article{14408,
  abstract     = {We prove that the mesoscopic linear statistics ∑if(na(σi−z0)) of the eigenvalues {σi}i of large n×n non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any H20-functions f around any point z0 in the bulk of the spectrum on any mesoscopic scale 0<a<1/2. This extends our previous result (Cipolloni et al. in Commun Pure Appl Math, 2019. arXiv:1912.04100), that was valid on the macroscopic scale, a=0
, to cover the entire mesoscopic regime. The main novelty is a local law for the product of resolvents for the Hermitization of X at spectral parameters z1,z2 with an improved error term in the entire mesoscopic regime |z1−z2|≫n−1/2. The proof is dynamical; it relies on a recursive tandem of the characteristic flow method and the Green function comparison idea combined with a separation of the unstable mode of the underlying stability operator.},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1432-2064},
  journal      = {Probability Theory and Related Fields},
  pages        = {1131--1182},
  publisher    = {Springer Nature},
  title        = {{Mesoscopic central limit theorem for non-Hermitian random matrices}},
  doi          = {10.1007/s00440-023-01229-1},
  volume       = {188},
  year         = {2024},
}

@article{17049,
  abstract     = {We consider large non-Hermitian NxN matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance 1/N completely thermalises the bulk singular vectors, in particular they satisfy the strong form of Quantum Unique Ergodicity (QUE) with an optimal speed of convergence. In physics terms, we thus extend the Eigenstate Thermalisation Hypothesis, formulated originally by Deutsch [34] and proven for Wigner matrices in [23], to arbitrary non-Hermitian matrices with an i.i.d. noise. As a consequence we obtain an optimal lower bound on the diagonal overlaps of the corresponding non-Hermitian eigenvectors. This quantity, also known as the (square of the) eigenvalue condition number measuring the sensitivity of the eigenvalue to small perturbations, has notoriously escaped rigorous treatment beyond the explicitly computable Ginibre ensemble apart from the very recent upper bounds given in [7] and [45]. As a key tool, we develop a new systematic decomposition of general observables in random matrix theory that governs the size of products of resolvents with deterministic matrices in between.},
  author       = {Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha and Schröder, Dominik J},
  issn         = {1096-0783},
  journal      = {Journal of Functional Analysis},
  number       = {4},
  publisher    = {Elsevier},
  title        = {{Optimal lower bound on eigenvector overlaps for non-Hermitian random matrices}},
  doi          = {10.1016/j.jfa.2024.110495},
  volume       = {287},
  year         = {2024},
}

@article{18656,
  abstract     = {We consider the time evolution of the out-of-time-ordered correlator (OTOC) of two general observables 
 and 
 in a mean field chaotic quantum system described by a random Wigner matrix as its Hamiltonian. We rigorously identify three time regimes separated by the physically relevant scrambling and relaxation times. The main feature of our analysis is that we express the error terms in the optimal Schatten (tracial) norms of the observables, allowing us to track the exact dependence of the errors on their rank. In particular, for significantly overlapping observables with low rank the OTOC is shown to exhibit a significant local maximum at the scrambling time, a feature that may not have been noticed in the physics literature before. Our main tool is a novel multi-resolvent local law with Schatten norms that unifies and improves previous local laws involving either the much cruder operator norm (cf. [10]) or the Hilbert-Schmidt norm (cf. [11]).},
  author       = {Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha},
  issn         = {1095-0753},
  journal      = {Advances in Theoretical and Mathematical Physics},
  number       = {6},
  pages        = {2025--2083},
  publisher    = {International Press},
  title        = {{Out-of-time-ordered correlators for Wigner matrices}},
  doi          = {10.4310/ATMP.241031013250},
  volume       = {28},
  year         = {2024},
}

@unpublished{19545,
  abstract     = {We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices
uniformly in the entire spectrum, in particular near the spectral edges, with a
bound on the fluctuation that is optimal for any observable. This complements
earlier works of Cipolloni et. al. (Comm. Math. Phys. 388, 2021; Forum Math.,
Sigma 10, 2022) and Benigni et. al. (Comm. Math. Phys. 391, 2022; arXiv:
2303.11142) that were restricted either to the bulk of the spectrum or to
special observables. As a main ingredient, we prove a new multi-resolvent local
law that optimally accounts for the edge scaling.},
  author       = {Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha},
  booktitle    = {arXiv},
  title        = {{Eigenstate thermalisation at the edge for Wigner matrices}},
  doi          = {10.48550/arXiv.2309.05488},
  year         = {2024},
}

@article{17375,
  abstract     = {We consider the spectral radius of a large random matrix X with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the celebrated circular law. The coefficients in this asymptotics are universal but they differ from a similar asymptotics recently proved for the rightmost eigenvalue of X in Cipolloni et al., Ann. Probab. 51(6), 2192–2242 (2023). To access the more complicated spectral radius, we need to establish a new decorrelation mechanism for the low-lying singular values of X − z for different complex shift parameters z using the Dyson Brownian Motion.},
  author       = {Cipolloni, Giorgio and Erdös, László and Xu, Yuanyuan},
  issn         = {0022-2488},
  journal      = {Journal of Mathematical Physics},
  number       = {6},
  publisher    = {AIP Publishing},
  title        = {{Precise asymptotics for the spectral radius of a large random matrix}},
  doi          = {10.1063/5.0209705},
  volume       = {65},
  year         = {2024},
}

@article{11741,
  abstract     = {Following E. Wigner’s original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix H yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability. Similarly, we prove universality for a monoparametric family of deformed Wigner matrices H+xA with a deterministic Hermitian matrix A and a fixed Wigner matrix H, just using the randomness of a single scalar real random variable x. Both results constitute quenched versions of bulk universality that has so far only been proven in annealed sense with respect to the probability space of the matrix ensemble.},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1432-2064},
  journal      = {Probability Theory and Related Fields},
  pages        = {1183–1218},
  publisher    = {Springer Nature},
  title        = {{Quenched universality for deformed Wigner matrices}},
  doi          = {10.1007/s00440-022-01156-7},
  volume       = {185},
  year         = {2023},
}

@article{12761,
  abstract     = {We consider the fluctuations of regular functions f of a Wigner matrix W viewed as an entire matrix f (W). Going beyond the well-studied tracial mode, Trf (W), which is equivalent to the customary linear statistics of eigenvalues, we show that Trf (W)A is asymptotically normal for any nontrivial bounded deterministic matrix A. We identify three different and asymptotically independent modes of this fluctuation, corresponding to the tracial part, the traceless diagonal part and the off-diagonal part of f (W) in the entire mesoscopic regime, where we find that the off-diagonal modes fluctuate on a much smaller scale than the tracial mode. As a main motivation to study CLT in such generality on small mesoscopic scales, we determine
the fluctuations in the eigenstate thermalization hypothesis (Phys. Rev. A 43 (1991) 2046–2049), that is, prove that the eigenfunction overlaps with any deterministic matrix are asymptotically Gaussian after a small spectral averaging. Finally, in the macroscopic regime our result also generalizes (Zh. Mat. Fiz. Anal. Geom. 9 (2013) 536–581, 611, 615) to complex W and to all crossover ensembles in between. The main technical inputs are the recent
multiresolvent local laws with traceless deterministic matrices from the companion paper (Comm. Math. Phys. 388 (2021) 1005–1048).},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1050-5164},
  journal      = {Annals of Applied Probability},
  number       = {1},
  pages        = {447--489},
  publisher    = {Institute of Mathematical Statistics},
  title        = {{Functional central limit theorems for Wigner matrices}},
  doi          = {10.1214/22-AAP1820},
  volume       = {33},
  year         = {2023},
}

@article{12792,
  abstract     = {In the physics literature the spectral form factor (SFF), the squared Fourier transform of the empirical eigenvalue density, is the most common tool to test universality for disordered quantum systems, yet previous mathematical results have been restricted only to two exactly solvable models (Forrester in J Stat Phys 183:33, 2021. https://doi.org/10.1007/s10955-021-02767-5, Commun Math Phys 387:215–235, 2021. https://doi.org/10.1007/s00220-021-04193-w). We rigorously prove the physics prediction on SFF up to an intermediate time scale for a large class of random matrices using a robust method, the multi-resolvent local laws. Beyond Wigner matrices we also consider the monoparametric ensemble and prove that universality of SFF can already be triggered by a single random parameter, supplementing the recently proven Wigner–Dyson universality (Cipolloni et al. in Probab Theory Relat Fields, 2021. https://doi.org/10.1007/s00440-022-01156-7) to larger spectral scales. Remarkably, extensive numerics indicates that our formulas correctly predict the SFF in the entire slope-dip-ramp regime, as customarily called in physics.},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1432-0916},
  journal      = {Communications in Mathematical Physics},
  pages        = {1665--1700},
  publisher    = {Springer Nature},
  title        = {{On the spectral form factor for random matrices}},
  doi          = {10.1007/s00220-023-04692-y},
  volume       = {401},
  year         = {2023},
}

@article{14343,
  abstract     = {The total energy of an eigenstate in a composite quantum system tends to be distributed equally among its constituents. We identify the quantum fluctuation around this equipartition principle in the simplest disordered quantum system consisting of linear combinations of Wigner matrices. As our main ingredient, we prove the Eigenstate Thermalisation Hypothesis and Gaussian fluctuation for general quadratic forms of the bulk eigenvectors of Wigner matrices with an arbitrary deformation.},
  author       = {Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha and Kolupaiev, Oleksii},
  issn         = {2050-5094},
  journal      = {Forum of Mathematics, Sigma},
  publisher    = {Cambridge University Press},
  title        = {{Gaussian fluctuations in the equipartition principle for Wigner matrices}},
  doi          = {10.1017/fms.2023.70},
  volume       = {11},
  year         = {2023},
}

@article{14849,
  abstract     = {We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an n×n random matrix with independent identically distributed complex entries as n tends to infinity. All terms in the expansion are universal.},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J and Xu, Yuanyuan},
  issn         = {0091-1798},
  journal      = {The Annals of Probability},
  keywords     = {Statistics, Probability and Uncertainty, Statistics and Probability},
  number       = {6},
  pages        = {2192--2242},
  publisher    = {Institute of Mathematical Statistics},
  title        = {{On the rightmost eigenvalue of non-Hermitian random matrices}},
  doi          = {10.1214/23-aop1643},
  volume       = {51},
  year         = {2023},
}

@article{10405,
  abstract     = {We consider large non-Hermitian random matrices X with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having 2+ϵ derivatives. Previously this result was known only for a few special cases; either the test functions were required to be analytic [72], or the distribution of the matrix elements needed to be Gaussian [73], or at least match the Gaussian up to the first four moments [82, 56]. We find the exact dependence of the limiting variance on the fourth cumulant that was not known before. The proof relies on two novel ingredients: (i) a local law for a product of two resolvents of the Hermitisation of X with different spectral parameters and (ii) a coupling of several weakly dependent Dyson Brownian motions. These methods are also the key inputs for our analogous results on the linear eigenvalue statistics of real matrices X that are presented in the companion paper [32]. },
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1097-0312},
  journal      = {Communications on Pure and Applied Mathematics},
  number       = {5},
  pages        = {946--1034},
  publisher    = {Wiley},
  title        = {{Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices}},
  doi          = {10.1002/cpa.22028},
  volume       = {76},
  year         = {2023},
}

@article{11418,
  abstract     = {We consider the quadratic form of a general high-rank deterministic matrix on the eigenvectors of an N×N
Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large N limit. The proof is a combination of the energy method for the Dyson Brownian motion inspired by Marcinek and Yau (2021) and our recent multiresolvent local laws (Comm. Math. Phys. 388 (2021) 1005–1048).},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {2168-894X},
  journal      = {Annals of Probability},
  number       = {3},
  pages        = {984--1012},
  publisher    = {Institute of Mathematical Statistics},
  title        = {{Normal fluctuation in quantum ergodicity for Wigner matrices}},
  doi          = {10.1214/21-AOP1552},
  volume       = {50},
  year         = {2022},
}

@article{12148,
  abstract     = {We prove a general local law for Wigner matrices that optimally handles observables of arbitrary rank and thus unifies the well-known averaged and isotropic local laws. As an application, we prove a central limit theorem in quantum unique ergodicity (QUE): that is, we show that the quadratic forms of a general deterministic matrix A on the bulk eigenvectors of a Wigner matrix have approximately Gaussian fluctuation. For the bulk spectrum, we thus generalise our previous result [17] as valid for test matrices A of large rank as well as the result of Benigni and Lopatto [7] as valid for specific small-rank observables.},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {2050-5094},
  journal      = {Forum of Mathematics, Sigma},
  keywords     = {Computational Mathematics, Discrete Mathematics and Combinatorics, Geometry and Topology, Mathematical Physics, Statistics and Probability, Algebra and Number Theory, Theoretical Computer Science, Analysis},
  publisher    = {Cambridge University Press},
  title        = {{Rank-uniform local law for Wigner matrices}},
  doi          = {10.1017/fms.2022.86},
  volume       = {10},
  year         = {2022},
}

@article{12179,
  abstract     = {We derive an accurate lower tail estimate on the lowest singular value σ1(X−z) of a real Gaussian (Ginibre) random matrix X shifted by a complex parameter z. Such shift effectively changes the upper tail behavior of the condition number κ(X−z) from the slower (κ(X−z)≥t)≲1/t decay typical for real Ginibre matrices to the faster 1/t2 decay seen for complex Ginibre matrices as long as z is away from the real axis. This sharpens and resolves a recent conjecture in [J. Banks et al., https://arxiv.org/abs/2005.08930, 2020] on the regularizing effect of the real Ginibre ensemble with a genuinely complex shift. As a consequence we obtain an improved upper bound on the eigenvalue condition numbers (known also as the eigenvector overlaps) for real Ginibre matrices. The main technical tool is a rigorous supersymmetric analysis from our earlier work [Probab. Math. Phys., 1 (2020), pp. 101--146].},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1095-7162},
  journal      = {SIAM Journal on Matrix Analysis and Applications},
  keywords     = {Analysis},
  number       = {3},
  pages        = {1469--1487},
  publisher    = {Society for Industrial and Applied Mathematics},
  title        = {{On the condition number of the shifted real Ginibre ensemble}},
  doi          = {10.1137/21m1424408},
  volume       = {43},
  year         = {2022},
}

@article{12232,
  abstract     = {We derive a precise asymptotic formula for the density of the small singular values of the real Ginibre matrix ensemble shifted by a complex parameter z as the dimension tends to infinity. For z away from the real axis the formula coincides with that for the complex Ginibre ensemble we derived earlier in Cipolloni et al. (Prob Math Phys 1:101–146, 2020). On the level of the one-point function of the low lying singular values we thus confirm the transition from real to complex Ginibre ensembles as the shift parameter z becomes genuinely complex; the analogous phenomenon has been well known for eigenvalues. We use the superbosonization formula (Littelmann et al. in Comm Math Phys 283:343–395, 2008) in a regime where the main contribution comes from a three dimensional saddle manifold.},
  author       = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J},
  issn         = {1424-0661},
  journal      = {Annales Henri Poincaré},
  keywords     = {Mathematical Physics, Nuclear and High Energy Physics, Statistical and Nonlinear Physics},
  number       = {11},
  pages        = {3981--4002},
  publisher    = {Springer Nature},
  title        = {{Density of small singular values of the shifted real Ginibre ensemble}},
  doi          = {10.1007/s00023-022-01188-8},
  volume       = {23},
  year         = {2022},
}

