@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{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{19500, abstract = {We consider the Brown measure of the free circular Brownian motion, a+t√x , with an arbitrary initial condition a , i.e. a is a general non-normal operator and x is a circular element ∗ -free from a . We prove that, under a mild assumption on a , the density of the Brown measure has one of the following two types of behavior around each point on the boundary of its support -- either (i) sharp cut, i.e. a jump discontinuity along the boundary, or (ii) quadratic decay at certain critical points on the boundary. Our result is in direct analogy with the previously known phenomenon for the spectral density of free semicircular Brownian motion, whose singularities are either a square-root edge or a cubic cusp. We also provide several examples and counterexamples, one of which shows that our assumption on a is necessary.}, author = {Erdös, László and Ji, Hong Chang}, issn = {1431-0643}, journal = {Documenta Mathematica}, number = {2}, pages = {417--453}, publisher = {EMS Press}, title = {{Density of Brown measure of free circular Brownian motion}}, doi = {10.4171/DM/999}, volume = {30}, 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{20925, abstract = {We prove normal typicality and dynamical typicality for a (centered) random block-band matrix model with block-dependent variances. A key feature of our model is that we achieve intermediate equilibration times, an aspect that has not been proven rigorously in any model before. Our proof builds on recently established concentration estimates for products of resolvents of Wigner type random matrices (Erdős and Riabov in Commun Math Phys 405(12): 282, 2024) and an intricate analysis of the deterministic approximation.}, author = {Erdös, László and Henheik, Sven Joscha and Vogel, Cornelia}, issn = {1573-0530}, journal = {Letters in Mathematical Physics}, publisher = {Springer Nature}, title = {{Normal typicality and dynamical typicality for a random block-band matrix model}}, doi = {10.1007/s11005-025-02037-5}, volume = {116}, year = {2025}, } @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}, } @article{20322, abstract = {For correlated real symmetric or complex Hermitian random matrices, we prove that the local eigenvalue statistics at any cusp singularity are universal. Since the density of states typically exhibits only square root edge or cubic root cusp singularities, our result completes the proof of the Wigner–Dyson–Mehta universality conjecture in all spectral regimes for a very general class of random matrices. Previously only the bulk and the edge universality were established in this generality (Alt et al. in Ann Probab 48(2):963–1001, 2020), while cusp universality was proven only for Wigner-type matrices with independent entries (Cipolloni et al. in Pure Appl Anal 1:615–707, 2019; Erdős et al. in Commun. Math. Phys. 378:1203–1278, 2018). As our main technical input, we prove an optimal local law at the cusp using the Zigzag strategy, a recursive tandem of the characteristic flow method and a Green function comparison argument. Moreover, our proof of the optimal local law holds uniformly in the spectrum, thus we also provide a significantly simplified alternative proof of the local eigenvalue universality in the previously studied bulk (Erdős et al. in Forum Math. Sigma 7:E8, 2019) and edge (Alt et al. in Ann Probab 48(2):963–1001, 2020) regimes.}, author = {Erdös, László and Henheik, Sven Joscha and Riabov, Volodymyr}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, number = {10}, publisher = {Springer Nature}, title = {{Cusp universality for correlated random matrices}}, doi = {10.1007/s00220-025-05417-z}, volume = {406}, year = {2025}, } @unpublished{20576, abstract = {We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the eigenfunctions are fully delocalized, the eigenvalues follow the universal Wigner-Dyson statistics, and quantum unique ergodicity holds for general diagonal observables with an optimal convergence rate. Our results are valid for general variance profiles, arbitrary single entry distributions, in both real-symmetric and complex-Hermitian symmetry classes. In particular, our work substantially generalizes the recent breakthrough result of Yau and Yin [arXiv:2501.01718], obtained for a specific complex Hermitian Gaussian block band matrix. The main technical input is the optimal multi-resolvent local laws -- both in the averaged and fully isotropic form. We also generalize the $\sqrtη$-rule from [arXiv:2012.13215] to exploit the additional effect of traceless observables. Our analysis is based on the zigzag strategy, complemented with a new global-scale estimate derived using the static version of the master inequalities, while the zig-step and the a priori estimates on the deterministic approximations are proven dynamically.}, author = {Erdös, László and Riabov, Volodymyr}, booktitle = {arXiv}, title = {{The zigzag strategy for random band matrices}}, doi = {10.48550/ARXIV.2506.06441}, year = {2025}, } @article{19001, abstract = {We consider two Hamiltonians that are close to each other, H1≈H2, and analyze the time-decay of the corresponding Loschmidt echo M(t):=|⟨ψ0,eitH2e−itH1ψ0⟩|2 that expresses the effect of an imperfect time reversal on the initial state ψ0. Our model Hamiltonians are deformed Wigner matrices that do not share a common eigenbasis. The main tools for our results are two-resolvent laws for such H1 and H2.}, author = {Erdös, László and Henheik, Sven Joscha and Kolupaiev, Oleksii}, issn = {1573-0530}, journal = {Letters in Mathematical Physics}, publisher = {Springer Nature}, title = {{Loschmidt echo for deformed Wigner matrices}}, doi = {10.1007/s11005-025-01904-5}, volume = {115}, year = {2025}, } @article{18764, abstract = {We prove that a class of weakly perturbed Hamiltonians of the form H_λ= H_0 + λW, with W being a Wigner matrix, exhibits prethermalization. That is, the time evolution generated by H_λ relaxes to its ultimate thermal state via an intermediate prethermal state with a lifetime of order λ^{-2}. Moreover, we obtain a general relaxation formula, expressing the perturbed dynamics via the unperturbed dynamics and the ultimate thermal state. The proof relies on a two-resolvent law for the deformed Wigner matrix H_λ.}, author = {Erdös, László and Henheik, Sven Joscha and Reker, Jana and Riabov, Volodymyr}, issn = {1424-0637}, journal = {Annales Henri Poincare}, pages = {1991--2033}, publisher = {Springer Nature}, title = {{Prethermalization for deformed Wigner matrices}}, doi = {10.1007/s00023-024-01518-y}, volume = {26}, 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{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