---
OA_place: publisher
_id: '19540'
abstract:
- lang: eng
  text: "This thesis deals with several different models for complex quantum mechanical
    systems and is structured in three main parts. \r\n\t\r\nIn Part I, we study mean
    field random matrices as models for quantum Hamiltonians. Our focus lies on proving
    concentration estimates for resolvents of random matrices, so-called local laws,
    mostly in the setting of multiple resolvents. These estimates have profound consequences
    for eigenvector overlaps and thermalization problems. More concretely, we obtain,
    e.g., the optimal eigenstate thermalization hypothesis (ETH) uniformly in the
    spectrum for Wigner matrices, an optimal lower bound on non-Hermitian eigenvector
    overlaps, and prethermalization for deformed Wigner matrices.\tIn order to prove
    our novel multi-resolvent local laws, we develop and devise two main methods,
    the static Psi-method and the dynamical Zigzag strategy. \r\n\t\r\nIn Part II,
    we study Bardeen-Cooper-Schrieffer (BCS) theory, the standard mean field microscopic
    theory of superconductivity. We focus on asymptotic formulas for the characteristic
    critical temperature and energy gap of a superconductor and prove universality
    of their ratio in various physical regimes. Additionally, we investigate multi-band
    superconductors and show that inter-band coupling effects can only enhance the
    critical temperature. \r\n\t\r\nIn Part III, we study quantum lattice systems.
    On the one hand, we show a strong version of the local-perturbations-perturb-locally
    (LPPL) principle for the ground state of weakly interacting quantum spin systems
    with a uniform on-site gap. On the other hand, we introduce a notion of a local
    gap and rigorously justify response theory and the Kubo formula under the weakened
    assumption of a local gap. \r\n\t\r\nAdditionally, we discuss two classes of problems
    which do not fit into the three main parts of the thesis. These are deformational
    rigidity of Liouville metrics on the torus and relativistic toy models of particle
    creation via interior-boundary-conditions (IBCs).  "
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Sven Joscha
  full_name: Henheik, Sven Joscha
  id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
  last_name: Henheik
  orcid: 0000-0003-1106-327X
citation:
  ama: 'Henheik SJ. Modeling complex quantum systems : Random matrices, BCS theory,
    and quantum lattice systems. 2025. doi:<a href="https://doi.org/10.15479/AT-ISTA-19540">10.15479/AT-ISTA-19540</a>'
  apa: 'Henheik, S. J. (2025). <i>Modeling complex quantum systems : Random matrices,
    BCS theory, and quantum lattice systems</i>. Institute of Science and Technology
    Austria. <a href="https://doi.org/10.15479/AT-ISTA-19540">https://doi.org/10.15479/AT-ISTA-19540</a>'
  chicago: 'Henheik, Sven Joscha. “Modeling Complex Quantum Systems : Random Matrices,
    BCS Theory, and Quantum Lattice Systems.” Institute of Science and Technology
    Austria, 2025. <a href="https://doi.org/10.15479/AT-ISTA-19540">https://doi.org/10.15479/AT-ISTA-19540</a>.'
  ieee: 'S. J. Henheik, “Modeling complex quantum systems : Random matrices, BCS theory,
    and quantum lattice systems,” Institute of Science and Technology Austria, 2025.'
  ista: 'Henheik SJ. 2025. Modeling complex quantum systems : Random matrices, BCS
    theory, and quantum lattice systems. Institute of Science and Technology Austria.'
  mla: 'Henheik, Sven Joscha. <i>Modeling Complex Quantum Systems : Random Matrices,
    BCS Theory, and Quantum Lattice Systems</i>. Institute of Science and Technology
    Austria, 2025, doi:<a href="https://doi.org/10.15479/AT-ISTA-19540">10.15479/AT-ISTA-19540</a>.'
  short: 'S.J. Henheik, Modeling Complex Quantum Systems : Random Matrices, BCS Theory,
    and Quantum Lattice Systems, Institute of Science and Technology Austria, 2025.'
corr_author: '1'
date_created: 2025-04-10T21:21:18Z
date_published: 2025-04-10T00:00:00Z
date_updated: 2026-04-07T12:37:12Z
day: '10'
ddc:
- '519'
degree_awarded: PhD
department:
- _id: GradSch
- _id: LaEr
doi: 10.15479/AT-ISTA-19540
ec_funded: 1
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has_accepted_license: '1'
language:
- iso: eng
license: https://creativecommons.org/licenses/by/4.0/
month: '04'
oa: 1
oa_version: Published Version
page: '720'
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication_identifier:
  isbn:
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  issn:
  - 2663-337X
publication_status: published
publisher: Institute of Science and Technology Austria
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supervisor:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
title: 'Modeling complex quantum systems : Random matrices, BCS theory, and quantum
  lattice systems'
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type: dissertation
user_id: ba8df636-2132-11f1-aed0-ed93e2281fdd
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...
---
OA_place: publisher
_id: '20575'
abstract:
- lang: eng
  text: "This thesis deals with eigenvalue and eigenvector universality results for
    random matrix ensembles equipped with non-trivial spatial structure. We consider
    both mean-field models with a general variance profile (Wigner-type matrices)
    and correlation structure (correlated matrices) among the entries, as well as
    non-mean-field random band matrices with bandwidth W >> N^(1/2).\r\n\r\nTo extract
    the universal properties of random matrix spectra and eigenvectors, we obtain
    concentration estimates for their resolvent, the local laws, which generalize
    the celebrated Wigner semicircle law for a broad class of random matrices to much
    finer spectral scales. The local laws hold for both a single resolvent as well
    as for products of multiple resolvents, known as resolvent chains, and express
    the remarkable approximately-deterministic behavior of these objects down to the
    microscopic scale.\r\n\r\nOur primary tool for establishing the local laws is
    the dynamical Zigzag strategy, which we develop in the setting of spatially-inhomogeneous
    random matrices. Our proof method systematically addresses the challenges arising
    from non-trivial spatial structures and is robust to all types of singularities
    in the spectrum, as we demonstrate in the correlated setting. Furthermore, we
    incorporate the analysis of the deterministic resolvent chain approximations into
    the dynamical framework of the Zigzag strategy, synthesizing a unified toolkit
    for establishing multi-resolvent local laws.\r\n\r\nUsing these methods, we prove
    complete eigenvector delocalization, the Eigenstate Thermalization Hypothesis,
    and Wigner-Dyson universality in the bulk for random band matrices down to the
    optimal bandwidth W >> N^(1/2). For mean-field ensembles, we establish universality
    of local eigenvalue statistics at the cups for random matrices with correlated
    entries, and the Eigenstate Thermalization Hypothesis for Wigner-type matrices
    in the bulk of the spectrum.\r\n\r\nFinally, this thesis also contains other applications
    of the multi-resolvent local laws to spatially-inhomogeneous random matrices,
    obtained prior to the development of the Zigzag strategy. In particular, we provide
    a complete analysis of mesoscopic linear-eigenvalue statistics of Wigner-type
    matrices in all spectral regimes, including the novel cusps, and rigorously establish
    the prethermalization phenomenon for deformed Wigner matrices.\r\n\r\nThe main
    body of this thesis consists of seven research papers (listed on page xi), each
    presented in a separate chapter with its own introduction and all relevant context,
    suitable to be read independently. We ask the reader’s indulgence for the repetitions
    in the historical overviews and other minor redundancies that remain among the
    chapters as a result. The overall Introduction, preceding the chapters, provides
    a condensed, informal summary of the main ideas and concepts at the core of these
    works.\r\n"
acknowledgement: "The work comprising this thesis was supported by the ERC Advanced
  Grant \"RMTBeyond\"\r\nNo.101020331 awarded to my advisor."
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Volodymyr
  full_name: Riabov, Volodymyr
  id: 1949f904-edfb-11eb-afb5-e2dfddabb93b
  last_name: Riabov
citation:
  ama: Riabov V. Universality in random matrices with spatial structure. 2025. doi:<a
    href="https://doi.org/10.15479/AT-ISTA-20575">10.15479/AT-ISTA-20575</a>
  apa: Riabov, V. (2025). <i>Universality in random matrices with spatial structure</i>.
    Institute of Science and Technology Austria. <a href="https://doi.org/10.15479/AT-ISTA-20575">https://doi.org/10.15479/AT-ISTA-20575</a>
  chicago: Riabov, Volodymyr. “Universality in Random Matrices with Spatial Structure.”
    Institute of Science and Technology Austria, 2025. <a href="https://doi.org/10.15479/AT-ISTA-20575">https://doi.org/10.15479/AT-ISTA-20575</a>.
  ieee: V. Riabov, “Universality in random matrices with spatial structure,” Institute
    of Science and Technology Austria, 2025.
  ista: Riabov V. 2025. Universality in random matrices with spatial structure. Institute
    of Science and Technology Austria.
  mla: Riabov, Volodymyr. <i>Universality in Random Matrices with Spatial Structure</i>.
    Institute of Science and Technology Austria, 2025, doi:<a href="https://doi.org/10.15479/AT-ISTA-20575">10.15479/AT-ISTA-20575</a>.
  short: V. Riabov, Universality in Random Matrices with Spatial Structure, Institute
    of Science and Technology Austria, 2025.
corr_author: '1'
date_created: 2025-10-29T19:12:24Z
date_published: 2025-11-03T00:00:00Z
date_updated: 2026-04-07T12:32:20Z
day: '3'
ddc:
- '515'
- '519'
degree_awarded: PhD
department:
- _id: GradSch
- _id: LaEr
doi: 10.15479/AT-ISTA-20575
ec_funded: 1
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  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication_identifier:
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  issn:
  - 2663-337X
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  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
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  orcid: 0000-0001-5366-9603
title: Universality in random matrices with spatial structure
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OA_place: publisher
_id: '17164'
abstract:
- lang: eng
  text: "This thesis is structured into two parts. In the first part, we consider
    the random\r\nvariable X := Tr(f1(W)A1 . . . fk(W)Ak) where W is an N × N Hermitian
    Wigner matrix, k ∈ N, and we choose (possibly N-dependent) regular functions f1,
    . . . , fk as well as\r\nbounded deterministic matrices A1, . . . , Ak. In this
    context, we prove a functional central\r\nlimit theorem on macroscopic and mesoscopic
    scales, showing that the fluctuations of X\r\naround its expectation are Gaussian
    and that the limiting covariance structure is given\r\nby a deterministic recursion.
    We further give explicit error bounds in terms of the scaling\r\nof f1, . . .
    , fk and the number of traceless matrices among A1, . . . , Ak, thus extending\r\nthe
    results of Cipolloni, Erdős and Schröder [40] to products of arbitrary length
    k ≥ 2.\r\nAnalyzing the underlying combinatorics leads to a non-recursive formula
    for the variance\r\nof X as well as the covariance of X and Y := Tr(fk+1(W)Ak+1
    . . . fk+ℓ(W)Ak+ℓ) of similar\r\nbuild. When restricted to polynomials, these
    formulas reproduce recent results of Male,\r\nMingo, Peché, and Speicher [107],
    showing that the underlying combinatorics of noncrossing partitions and annular
    non-crossing permutations continue to stay valid beyond\r\nthe setting of second-order
    free probability theory. As an application, we consider the\r\nfluctuation of
    Tr(eitW A1e\r\n−itW A2)/N around its thermal value Tr(A1) Tr(A2)/N2 when t\r\nis
    large and give an explicit formula for the variance.\r\nThe second part of the
    thesis collects three smaller projects focusing on different random\r\nmatrix
    models. In the first project, we show that a class of weakly perturbed Hamiltonians\r\nof
    the form Hλ = H0 + λW, where W is a Wigner matrix, exhibits prethermalization.\r\nThat
    is, the time evolution generated by Hλ relaxes to its ultimate thermal state via
    an\r\nintermediate prethermal state with a lifetime of order λ\r\n−2\r\n. As the
    main result, we obtain\r\na general relaxation formula, expressing the perturbed
    dynamics via the unperturbed\r\ndynamics and the ultimate thermal state. The proof
    relies on a two-resolvent global law\r\nfor the deformed Wigner matrix Hλ.\r\nThe
    second project focuses on correlated random matrices, more precisely on a correlated
    N × N Hermitian random matrix with a polynomially decaying metric correlation\r\nstructure.
    A trivial a priori bound shows that the operator norm of this model is stochastically
    dominated by √\r\nN. However, by calculating the trace of the moments of the matrix\r\nand
    using the summable decay of the cumulants, the norm estimate can be improved to
    a\r\nbound of order one.\r\nIn the third project, we consider a multiplicative
    perturbation of the form UA(t) where U\r\nis a unitary random matrix and A = diag(t,
    1, ..., 1). This so-called UA model was\r\nfirst introduced by Fyodorov [73] for
    its applications in scattering theory. We give a\r\ngeneral description of the
    eigenvalue trajectories obtained by varying the parameter t and\r\nintroduce a
    flow of deterministic domains that separates the outlier resulting from the\r\nrank-one
    perturbation from the typical eigenvalues for all sub-critical timescales. The\r\nresults
    are obtained under generic assumptions on U that hold for various unitary random\r\nmatrices,
    including the circular unitary ensemble (CUE) in the original formulation of\r\nthe
    model."
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Jana
  full_name: Reker, Jana
  id: e796e4f9-dc8d-11ea-abe3-97e26a0323e9
  last_name: Reker
citation:
  ama: 'Reker J. Central limit theorems for random matrices: From resolvents to free
    probability. 2024. doi:<a href="https://doi.org/10.15479/at:ista:17164">10.15479/at:ista:17164</a>'
  apa: 'Reker, J. (2024). <i>Central limit theorems for random matrices: From resolvents
    to free probability</i>. Institute of Science and Technology Austria. <a href="https://doi.org/10.15479/at:ista:17164">https://doi.org/10.15479/at:ista:17164</a>'
  chicago: 'Reker, Jana. “Central Limit Theorems for Random Matrices: From Resolvents
    to Free Probability.” Institute of Science and Technology Austria, 2024. <a href="https://doi.org/10.15479/at:ista:17164">https://doi.org/10.15479/at:ista:17164</a>.'
  ieee: 'J. Reker, “Central limit theorems for random matrices: From resolvents to
    free probability,” Institute of Science and Technology Austria, 2024.'
  ista: 'Reker J. 2024. Central limit theorems for random matrices: From resolvents
    to free probability. Institute of Science and Technology Austria.'
  mla: 'Reker, Jana. <i>Central Limit Theorems for Random Matrices: From Resolvents
    to Free Probability</i>. Institute of Science and Technology Austria, 2024, doi:<a
    href="https://doi.org/10.15479/at:ista:17164">10.15479/at:ista:17164</a>.'
  short: 'J. Reker, Central Limit Theorems for Random Matrices: From Resolvents to
    Free Probability, Institute of Science and Technology Austria, 2024.'
corr_author: '1'
date_created: 2024-06-24T11:23:29Z
date_published: 2024-06-26T00:00:00Z
date_updated: 2026-04-07T13:02:13Z
day: '26'
ddc:
- '519'
degree_awarded: PhD
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- _id: GradSch
- _id: LaEr
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keyword:
- Random Matrices
- Spectrum
- Central Limit Theorem
- Resolvent
- Free Probability
language:
- iso: eng
license: https://creativecommons.org/licenses/by-nc-sa/4.0/
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  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication_identifier:
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  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
title: 'Central limit theorems for random matrices: From resolvents to free probability'
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OA_place: publisher
_id: '9022'
abstract:
- lang: eng
  text: "In the first part of the thesis we consider Hermitian random matrices. Firstly,
    we consider sample covariance matrices XX∗ with X having independent identically
    distributed (i.i.d.) centred entries. We prove a Central Limit Theorem for differences
    of linear statistics of XX∗ and its minor after removing the first column of X.
    Secondly, we consider Wigner-type matrices and prove that the eigenvalue statistics
    near cusp singularities of the limiting density of states are universal and that
    they form a Pearcey process. Since the limiting eigenvalue distribution admits
    only square root (edge) and cubic root (cusp) singularities, this concludes the
    third and last remaining case of the Wigner-Dyson-Mehta universality conjecture.
    The main technical ingredients are an optimal local law at the cusp, and the proof
    of the fast relaxation to equilibrium of the Dyson Brownian motion in the cusp
    regime.\r\nIn the second part we consider non-Hermitian matrices X with centred
    i.i.d. entries. We normalise the entries of X to have variance N −1. It is well
    known that the empirical eigenvalue density converges to the uniform distribution
    on the unit disk (circular law). In the first project, we prove universality of
    the local eigenvalue statistics close to the edge of the spectrum. This is the
    non-Hermitian analogue of the TracyWidom universality at the Hermitian edge. Technically
    we analyse the evolution of the spectral distribution of X along the Ornstein-Uhlenbeck
    flow for very long time\r\n(up to t = +∞). In the second project, we consider
    linear statistics of eigenvalues for macroscopic test functions f in the Sobolev
    space H2+ϵ and prove their convergence to the projection of the Gaussian Free
    Field on the unit disk. We prove this result for non-Hermitian matrices with real
    or complex entries. The main technical ingredients are: (i) local law for products
    of two resolvents at different spectral parameters, (ii) analysis of correlated
    Dyson Brownian motions.\r\nIn the third and final part we discuss the mathematically
    rigorous application of supersymmetric techniques (SUSY ) to give a lower tail
    estimate of the lowest singular value of X − z, with z ∈ C. More precisely, we
    use superbosonisation formula to give an integral representation of the resolvent
    of (X − z)(X − z)∗ which reduces to two and three contour integrals in the complex
    and real case, respectively. The rigorous analysis of these integrals is quite
    challenging since simple saddle point analysis cannot be applied (the main contribution
    comes from a non-trivial manifold). Our result\r\nimproves classical smoothing
    inequalities in the regime |z| ≈ 1; this result is essential to prove edge universality
    for i.i.d. non-Hermitian matrices."
acknowledgement: I gratefully acknowledge the financial support from the European
  Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie
  Grant Agreement No. 665385 and my advisor’s ERC Advanced Grant No. 338804.
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Giorgio
  full_name: Cipolloni, Giorgio
  id: 42198EFA-F248-11E8-B48F-1D18A9856A87
  last_name: Cipolloni
  orcid: 0000-0002-4901-7992
citation:
  ama: Cipolloni G. Fluctuations in the spectrum of random matrices. 2021. doi:<a
    href="https://doi.org/10.15479/AT:ISTA:9022">10.15479/AT:ISTA:9022</a>
  apa: Cipolloni, G. (2021). <i>Fluctuations in the spectrum of random matrices</i>.
    Institute of Science and Technology Austria. <a href="https://doi.org/10.15479/AT:ISTA:9022">https://doi.org/10.15479/AT:ISTA:9022</a>
  chicago: Cipolloni, Giorgio. “Fluctuations in the Spectrum of Random Matrices.”
    Institute of Science and Technology Austria, 2021. <a href="https://doi.org/10.15479/AT:ISTA:9022">https://doi.org/10.15479/AT:ISTA:9022</a>.
  ieee: G. Cipolloni, “Fluctuations in the spectrum of random matrices,” Institute
    of Science and Technology Austria, 2021.
  ista: Cipolloni G. 2021. Fluctuations in the spectrum of random matrices. Institute
    of Science and Technology Austria.
  mla: Cipolloni, Giorgio. <i>Fluctuations in the Spectrum of Random Matrices</i>.
    Institute of Science and Technology Austria, 2021, doi:<a href="https://doi.org/10.15479/AT:ISTA:9022">10.15479/AT:ISTA:9022</a>.
  short: G. Cipolloni, Fluctuations in the Spectrum of Random Matrices, Institute
    of Science and Technology Austria, 2021.
corr_author: '1'
date_created: 2021-01-21T18:16:54Z
date_published: 2021-01-25T00:00:00Z
date_updated: 2026-04-08T06:59:33Z
day: '25'
ddc:
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degree_awarded: PhD
department:
- _id: GradSch
- _id: LaEr
doi: 10.15479/AT:ISTA:9022
ec_funded: 1
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oa_version: Published Version
page: '380'
project:
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  call_identifier: H2020
  grant_number: '665385'
  name: International IST Doctoral Program
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication_identifier:
  issn:
  - 2663-337X
publication_status: published
publisher: Institute of Science and Technology Austria
status: public
supervisor:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
title: Fluctuations in the spectrum of random matrices
type: dissertation
user_id: ba8df636-2132-11f1-aed0-ed93e2281fdd
year: '2021'
...
---
OA_place: publisher
_id: '6179'
abstract:
- lang: eng
  text: "In the first part of this thesis we consider large random matrices with arbitrary
    expectation and a general slowly decaying correlation among its entries. We prove
    universality of the local eigenvalue statistics and optimal local laws for the
    resolvent in the bulk and edge regime. The main novel tool is a systematic diagrammatic
    control of a multivariate cumulant expansion.\r\nIn the second part we consider
    Wigner-type matrices and show that at any cusp singularity of the limiting eigenvalue
    distribution the local eigenvalue statistics are uni- versal and form a Pearcey
    process. Since the density of states typically exhibits only square root or cubic
    root cusp singularities, our work complements previous results on the bulk and
    edge universality and it thus completes the resolution of the Wigner- Dyson-Mehta
    universality conjecture for the last remaining universality type. Our analysis
    holds not only for exact cusps, but approximate cusps as well, where an ex- tended
    Pearcey process emerges. As a main technical ingredient we prove an optimal local
    law at the cusp, and extend the fast relaxation to equilibrium of the Dyson Brow-
    nian motion to the cusp regime.\r\nIn the third and final part we explore the
    entrywise linear statistics of Wigner ma- trices and identify the fluctuations
    for a large class of test functions with little regularity. This enables us to
    study the rectangular Young diagram obtained from the interlacing eigenvalues
    of the random matrix and its minor, and we find that, despite having the same
    limit, the fluctuations differ from those of the algebraic Young tableaux equipped
    with the Plancharel measure."
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
citation:
  ama: 'Schröder DJ. From Dyson to Pearcey: Universal statistics in random matrix
    theory. 2019. doi:<a href="https://doi.org/10.15479/AT:ISTA:th6179">10.15479/AT:ISTA:th6179</a>'
  apa: 'Schröder, D. J. (2019). <i>From Dyson to Pearcey: Universal statistics in
    random matrix theory</i>. Institute of Science and Technology Austria. <a href="https://doi.org/10.15479/AT:ISTA:th6179">https://doi.org/10.15479/AT:ISTA:th6179</a>'
  chicago: 'Schröder, Dominik J. “From Dyson to Pearcey: Universal Statistics in Random
    Matrix Theory.” Institute of Science and Technology Austria, 2019. <a href="https://doi.org/10.15479/AT:ISTA:th6179">https://doi.org/10.15479/AT:ISTA:th6179</a>.'
  ieee: 'D. J. Schröder, “From Dyson to Pearcey: Universal statistics in random matrix
    theory,” Institute of Science and Technology Austria, 2019.'
  ista: 'Schröder DJ. 2019. From Dyson to Pearcey: Universal statistics in random
    matrix theory. Institute of Science and Technology Austria.'
  mla: 'Schröder, Dominik J. <i>From Dyson to Pearcey: Universal Statistics in Random
    Matrix Theory</i>. Institute of Science and Technology Austria, 2019, doi:<a href="https://doi.org/10.15479/AT:ISTA:th6179">10.15479/AT:ISTA:th6179</a>.'
  short: 'D.J. Schröder, From Dyson to Pearcey: Universal Statistics in Random Matrix
    Theory, Institute of Science and Technology Austria, 2019.'
corr_author: '1'
date_created: 2019-03-28T08:58:59Z
date_published: 2019-03-18T00:00:00Z
date_updated: 2026-04-08T13:55:03Z
day: '18'
ddc:
- '515'
- '519'
degree_awarded: PhD
department:
- _id: LaEr
doi: 10.15479/AT:ISTA:th6179
ec_funded: 1
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language:
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month: '03'
oa: 1
oa_version: Published Version
page: '375'
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication_identifier:
  issn:
  - 2663-337X
publication_status: published
publisher: Institute of Science and Technology Austria
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    relation: part_of_dissertation
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    relation: part_of_dissertation
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supervisor:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
title: 'From Dyson to Pearcey: Universal statistics in random matrix theory'
type: dissertation
user_id: ba8df636-2132-11f1-aed0-ed93e2281fdd
year: '2019'
...
---
OA_place: publisher
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abstract:
- lang: eng
  text: The eigenvalue density of many large random matrices is well approximated
    by a deterministic measure, the self-consistent density of states. In the present
    work, we show this behaviour for several classes of random matrices. In fact,
    we establish that, in each of these classes, the self-consistent density of states
    approximates the eigenvalue density of the random matrix on all scales slightly
    above the typical eigenvalue spacing. For large classes of random matrices, the
    self-consistent density of states exhibits several universal features. We prove
    that, under suitable assumptions, random Gram matrices and Hermitian random matrices
    with decaying correlations have a 1/3-Hölder continuous self-consistent density
    of states ρ on R, which is analytic, where it is positive, and has either a square
    root edge or a cubic root cusp, where it vanishes. We, thus, extend the validity
    of the corresponding result for Wigner-type matrices from [4, 5, 7]. We show that
    ρ is determined as the inverse Stieltjes transform of the normalized trace of
    the unique solution m(z) to the Dyson equation −m(z) −1 = z − a + S[m(z)] on C
    N×N with the constraint Im m(z) ≥ 0. Here, z lies in the complex upper half-plane,
    a is a self-adjoint element of C N×N and S is a positivity-preserving operator
    on C N×N encoding the first two moments of the random matrix. In order to analyze
    a possible limit of ρ for N → ∞ and address some applications in free probability
    theory, we also consider the Dyson equation on infinite dimensional von Neumann
    algebras. We present two applications to random matrices. We first establish that,
    under certain assumptions, large random matrices with independent entries have
    a rotationally symmetric self-consistent density of states which is supported
    on a centered disk in C. Moreover, it is infinitely often differentiable apart
    from a jump on the boundary of this disk. Second, we show edge universality at
    all regular (not necessarily extreme) spectral edges for Hermitian random matrices
    with decaying correlations.
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
citation:
  ama: Alt J. Dyson equation and eigenvalue statistics of random matrices. 2018. doi:<a
    href="https://doi.org/10.15479/AT:ISTA:TH_1040">10.15479/AT:ISTA:TH_1040</a>
  apa: Alt, J. (2018). <i>Dyson equation and eigenvalue statistics of random matrices</i>.
    Institute of Science and Technology Austria. <a href="https://doi.org/10.15479/AT:ISTA:TH_1040">https://doi.org/10.15479/AT:ISTA:TH_1040</a>
  chicago: Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.”
    Institute of Science and Technology Austria, 2018. <a href="https://doi.org/10.15479/AT:ISTA:TH_1040">https://doi.org/10.15479/AT:ISTA:TH_1040</a>.
  ieee: J. Alt, “Dyson equation and eigenvalue statistics of random matrices,” Institute
    of Science and Technology Austria, 2018.
  ista: Alt J. 2018. Dyson equation and eigenvalue statistics of random matrices.
    Institute of Science and Technology Austria.
  mla: Alt, Johannes. <i>Dyson Equation and Eigenvalue Statistics of Random Matrices</i>.
    Institute of Science and Technology Austria, 2018, doi:<a href="https://doi.org/10.15479/AT:ISTA:TH_1040">10.15479/AT:ISTA:TH_1040</a>.
  short: J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute
    of Science and Technology Austria, 2018.
corr_author: '1'
date_created: 2018-12-11T11:44:53Z
date_published: 2018-07-12T00:00:00Z
date_updated: 2026-04-08T14:11:37Z
day: '12'
ddc:
- '515'
- '519'
degree_awarded: PhD
department:
- _id: LaEr
doi: 10.15479/AT:ISTA:TH_1040
ec_funded: 1
file:
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  date_created: 2019-04-08T13:55:20Z
  date_updated: 2020-07-14T12:44:57Z
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month: '07'
oa: 1
oa_version: Published Version
page: '456'
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- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication_identifier:
  issn:
  - 2663-337X
publication_status: published
publisher: Institute of Science and Technology Austria
publist_id: '7772'
pubrep_id: '1040'
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    relation: part_of_dissertation
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    relation: part_of_dissertation
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status: public
supervisor:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
title: Dyson equation and eigenvalue statistics of random matrices
tmp:
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  legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
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  short: CC BY (4.0)
type: dissertation
user_id: ba8df636-2132-11f1-aed0-ed93e2281fdd
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...
