[{"quality_controlled":"1","language":[{"iso":"eng"}],"issue":"1","oa_version":"Preprint","oa":1,"department":[{"_id":"LaEr"}],"main_file_link":[{"url":"https://arxiv.org/abs/1704.05224","open_access":"1"}],"publication_identifier":{"issn":["0246-0203"]},"_id":"7423","doi":"10.1214/18-aihp888","date_created":"2020-01-30T10:36:50Z","type":"journal_article","month":"02","user_id":"c635000d-4b10-11ee-a964-aac5a93f6ac1","citation":{"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.","apa":"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. Institute of Mathematical Statistics. https://doi.org/10.1214/18-aihp888","short":"G. Akemann, T. Checinski, D. Liu, E. Strahov, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 55 (2019) 441–479.","mla":"Akemann, Gernot, et al. “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, vol. 55, no. 1, Institute of Mathematical Statistics, 2019, pp. 441–79, doi:10.1214/18-aihp888.","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,” Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, vol. 55, no. 1. Institute of Mathematical Statistics, pp. 441–479, 2019.","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. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. 2019;55(1):441-479. doi:10.1214/18-aihp888","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.” Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-aihp888."},"arxiv":1,"article_processing_charge":"No","external_id":{"arxiv":["1704.05224"],"isi":["000456070200013"]},"page":"441-479","volume":55,"publication":"Annales de l'Institut Henri Poincaré, Probabilités et Statistiques","abstract":[{"lang":"eng","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."}],"title":"Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles","year":"2019","day":"01","publication_status":"published","status":"public","date_updated":"2023-09-06T14:58:39Z","article_type":"original","publisher":"Institute of Mathematical Statistics","intvolume":" 55","isi":1,"date_published":"2019-02-01T00:00:00Z","author":[{"last_name":"Akemann","first_name":"Gernot","full_name":"Akemann, Gernot"},{"last_name":"Checinski","first_name":"Tomasz","full_name":"Checinski, Tomasz"},{"id":"2F947E34-F248-11E8-B48F-1D18A9856A87","full_name":"Liu, Dangzheng","last_name":"Liu","first_name":"Dangzheng"},{"last_name":"Strahov","first_name":"Eugene","full_name":"Strahov, Eugene"}]},{"arxiv":1,"project":[{"grant_number":"291734","_id":"25681D80-B435-11E9-9278-68D0E5697425","call_identifier":"FP7","name":"International IST Postdoc Fellowship Programme"}],"page":"65 - 80","external_id":{"arxiv":["1802.03305"]},"article_processing_charge":"No","publication":"Acta Scientiarum Mathematicarum","abstract":[{"lang":"eng","text":"Borel probability measures living on metric spaces are fundamental\r\nmathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are interested in the description of the structure of the isometries of such metric spaces. We overview some of the recent results of the topic and we also provide some new ones concerning the Wasserstein distance. More specifically, we consider the space of all Borel probability measures on the unit sphere of a Euclidean space endowed with the Wasserstein metric W_p for arbitrary p >= 1, and we show that the action of a Wasserstein isometry on the set of Dirac measures is induced by an isometry of the underlying unit sphere."}],"ec_funded":1,"volume":84,"title":"Maps on probability measures preserving certain distances - a survey and some new results","issue":"1-2","quality_controlled":"1","language":[{"iso":"eng"}],"department":[{"_id":"LaEr"}],"oa_version":"Preprint","oa":1,"doi":"10.14232/actasm-018-753-y","date_created":"2018-12-11T11:45:36Z","_id":"284","publication_identifier":{"issn":["0001-6969"],"eissn":["2064-8316"]},"acknowledgement":"The author was supported by the ISTFELLOW program of the Institute of Science and Technol- ogy Austria (project code IC1027FELL01) and partially supported by the Hungarian National Research, Development and Innovation Office, NKFIH (grant no. K124152).","main_file_link":[{"url":"https://arxiv.org/abs/1802.03305","open_access":"1"}],"scopus_import":"1","citation":{"chicago":"Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum. Springer Nature, 2018. https://doi.org/10.14232/actasm-018-753-y.","ama":"Virosztek D. Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. 2018;84(1-2):65-80. doi:10.14232/actasm-018-753-y","ieee":"D. Virosztek, “Maps on probability measures preserving certain distances - a survey and some new results,” Acta Scientiarum Mathematicarum, vol. 84, no. 1–2. Springer Nature, pp. 65–80, 2018.","mla":"Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum, vol. 84, no. 1–2, Springer Nature, 2018, pp. 65–80, doi:10.14232/actasm-018-753-y.","short":"D. Virosztek, Acta Scientiarum Mathematicarum 84 (2018) 65–80.","apa":"Virosztek, D. (2018). Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. Springer Nature. https://doi.org/10.14232/actasm-018-753-y","ista":"Virosztek D. 2018. Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. 84(1–2), 65–80."},"month":"06","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","type":"journal_article","intvolume":" 84","date_published":"2018-06-04T00:00:00Z","author":[{"full_name":"Virosztek, Daniel","id":"48DB45DA-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0003-1109-5511","first_name":"Daniel","last_name":"Virosztek"}],"publist_id":"7615","day":"04","year":"2018","status":"public","publication_status":"published","article_type":"original","publisher":"Springer Nature","date_updated":"2025-04-15T06:50:21Z"},{"language":[{"iso":"eng"}],"OA_place":"publisher","department":[{"_id":"LaEr"}],"oa":1,"oa_version":"Published Version","date_created":"2018-12-11T11:44:53Z","doi":"10.15479/AT:ISTA:TH_1040","_id":"149","related_material":{"record":[{"id":"6240","relation":"part_of_dissertation","status":"public"},{"id":"6184","status":"public","relation":"part_of_dissertation"},{"id":"566","relation":"part_of_dissertation","status":"public"},{"status":"public","relation":"part_of_dissertation","id":"6183"},{"relation":"part_of_dissertation","status":"public","id":"1010"},{"status":"public","relation":"part_of_dissertation","id":"550"},{"status":"public","relation":"part_of_dissertation","id":"1677"}]},"publication_identifier":{"issn":["2663-337X"]},"degree_awarded":"PhD","citation":{"ista":"Alt J. 2018. Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria.","apa":"Alt, J. (2018). Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:TH_1040","short":"J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute of Science and Technology Austria, 2018.","ieee":"J. Alt, “Dyson equation and eigenvalue statistics of random matrices,” Institute of Science and Technology Austria, 2018.","mla":"Alt, Johannes. Dyson Equation and Eigenvalue Statistics of Random Matrices. Institute of Science and Technology Austria, 2018, doi:10.15479/AT:ISTA:TH_1040.","ama":"Alt J. Dyson equation and eigenvalue statistics of random matrices. 2018. doi:10.15479/AT:ISTA:TH_1040","chicago":"Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.” Institute of Science and Technology Austria, 2018. https://doi.org/10.15479/AT:ISTA:TH_1040."},"user_id":"ba8df636-2132-11f1-aed0-ed93e2281fdd","month":"07","type":"dissertation","project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"page":"456","article_processing_charge":"No","supervisor":[{"last_name":"Erdös","first_name":"László","orcid":"0000-0001-5366-9603","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László"}],"file_date_updated":"2020-07-14T12:44:57Z","abstract":[{"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.","lang":"eng"}],"alternative_title":["ISTA Thesis"],"ec_funded":1,"title":"Dyson equation and eigenvalue statistics of random matrices","day":"12","year":"2018","file":[{"file_id":"6241","file_name":"2018_thesis_Alt.pdf","file_size":5801709,"content_type":"application/pdf","date_updated":"2020-07-14T12:44:57Z","creator":"dernst","access_level":"open_access","relation":"main_file","checksum":"d4dad55a7513f345706aaaba90cb1bb8","date_created":"2019-04-08T13:55:20Z"},{"file_size":3802059,"date_updated":"2020-07-14T12:44:57Z","content_type":"application/zip","creator":"dernst","access_level":"closed","date_created":"2019-04-08T13:55:20Z","relation":"source_file","checksum":"d73fcf46300dce74c403f2b491148ab4","file_id":"6242","file_name":"2018_thesis_Alt_source.zip"}],"status":"public","pubrep_id":"1040","publication_status":"published","publisher":"Institute of Science and Technology Austria","date_updated":"2026-04-08T14:11:37Z","tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"has_accepted_license":"1","date_published":"2018-07-12T00:00:00Z","ddc":["515","519"],"corr_author":"1","author":[{"last_name":"Alt","first_name":"Johannes","id":"36D3D8B6-F248-11E8-B48F-1D18A9856A87","full_name":"Alt, Johannes"}],"publist_id":"7772"},{"doi":"10.1007/s00023-018-0723-1","date_created":"2018-12-11T11:47:09Z","publication_identifier":{"issn":["1424-0637"]},"_id":"556","scopus_import":"1","citation":{"ista":"Betea D, Bouttier J, Nejjar P, Vuletic M. 2018. The free boundary Schur process and applications I. Annales Henri Poincare. 19(12), 3663–3742.","apa":"Betea, D., Bouttier, J., Nejjar, P., & Vuletic, M. (2018). The free boundary Schur process and applications I. Annales Henri Poincare. Springer Nature. https://doi.org/10.1007/s00023-018-0723-1","mla":"Betea, Dan, et al. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare, vol. 19, no. 12, Springer Nature, 2018, pp. 3663–742, doi:10.1007/s00023-018-0723-1.","ieee":"D. Betea, J. Bouttier, P. Nejjar, and M. Vuletic, “The free boundary Schur process and applications I,” Annales Henri Poincare, vol. 19, no. 12. Springer Nature, pp. 3663–3742, 2018.","short":"D. Betea, J. Bouttier, P. Nejjar, M. Vuletic, Annales Henri Poincare 19 (2018) 3663–3742.","chicago":"Betea, Dan, Jeremie Bouttier, Peter Nejjar, and Mirjana Vuletic. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare. Springer Nature, 2018. https://doi.org/10.1007/s00023-018-0723-1.","ama":"Betea D, Bouttier J, Nejjar P, Vuletic M. The free boundary Schur process and applications I. Annales Henri Poincare. 2018;19(12):3663-3742. doi:10.1007/s00023-018-0723-1"},"month":"11","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","type":"journal_article","issue":"12","language":[{"iso":"eng"}],"quality_controlled":"1","department":[{"_id":"LaEr"},{"_id":"JaMa"}],"oa_version":"Published Version","oa":1,"file_date_updated":"2020-07-14T12:47:03Z","publication":"Annales Henri Poincare","abstract":[{"lang":"eng","text":"We investigate the free boundary Schur process, a variant of the Schur process introduced by Okounkov and Reshetikhin, where we allow the first and the last partitions to be arbitrary (instead of empty in the original setting). The pfaffian Schur process, previously studied by several authors, is recovered when just one of the boundary partitions is left free. We compute the correlation functions of the process in all generality via the free fermion formalism, which we extend with the thorough treatment of “free boundary states.” For the case of one free boundary, our approach yields a new proof that the process is pfaffian. For the case of two free boundaries, we find that the process is not pfaffian, but a closely related process is. We also study three different applications of the Schur process with one free boundary: fluctuations of symmetrized last passage percolation models, limit shapes and processes for symmetric plane partitions and for plane overpartitions."}],"ec_funded":1,"volume":19,"title":"The free boundary Schur process and applications I","arxiv":1,"project":[{"grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems"},{"grant_number":"716117","_id":"256E75B8-B435-11E9-9278-68D0E5697425","name":"Optimal Transport and Stochastic Dynamics","call_identifier":"H2020"}],"page":"3663-3742","external_id":{"isi":["000450487900003"],"arxiv":["1704.05809"]},"article_processing_charge":"Yes (via OA deal)","status":"public","publication_status":"published","publisher":"Springer Nature","article_type":"original","date_updated":"2025-09-18T07:34:29Z","day":"13","year":"2018","file":[{"creator":"dernst","content_type":"application/pdf","date_updated":"2020-07-14T12:47:03Z","file_size":3084674,"relation":"main_file","checksum":"0c38abe73569b7166b7487ad5d23cc68","date_created":"2019-01-21T15:18:55Z","access_level":"open_access","file_name":"2018_Annales_Betea.pdf","file_id":"5866"}],"ddc":["500"],"date_published":"2018-11-13T00:00:00Z","author":[{"last_name":"Betea","first_name":"Dan","full_name":"Betea, Dan"},{"full_name":"Bouttier, Jeremie","last_name":"Bouttier","first_name":"Jeremie"},{"last_name":"Nejjar","first_name":"Peter","id":"4BF426E2-F248-11E8-B48F-1D18A9856A87","full_name":"Nejjar, Peter"},{"full_name":"Vuletic, Mirjana","last_name":"Vuletic","first_name":"Mirjana"}],"publist_id":"7258","tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"isi":1,"intvolume":" 19","has_accepted_license":"1"},{"user_id":"c635000d-4b10-11ee-a964-aac5a93f6ac1","month":"03","type":"journal_article","scopus_import":"1","citation":{"ista":"Alt J, Erdös L, Krüger TH. 2018. Local inhomogeneous circular law. Annals Applied Probability . 28(1), 148–203.","apa":"Alt, J., Erdös, L., & Krüger, T. H. (2018). Local inhomogeneous circular law. Annals Applied Probability . Institute of Mathematical Statistics. https://doi.org/10.1214/17-AAP1302","short":"J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability 28 (2018) 148–203.","mla":"Alt, Johannes, et al. “Local Inhomogeneous Circular Law.” Annals Applied Probability , vol. 28, no. 1, Institute of Mathematical Statistics, 2018, pp. 148–203, doi:10.1214/17-AAP1302.","ieee":"J. Alt, L. Erdös, and T. H. Krüger, “Local inhomogeneous circular law,” Annals Applied Probability , vol. 28, no. 1. Institute of Mathematical Statistics, pp. 148–203, 2018.","ama":"Alt J, Erdös L, Krüger TH. Local inhomogeneous circular law. Annals Applied Probability . 2018;28(1):148-203. doi:10.1214/17-AAP1302","chicago":"Alt, Johannes, László Erdös, and Torben H Krüger. “Local Inhomogeneous Circular Law.” Annals Applied Probability . Institute of Mathematical Statistics, 2018. https://doi.org/10.1214/17-AAP1302."},"main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1612.07776 "}],"doi":"10.1214/17-AAP1302","date_created":"2018-12-11T11:47:13Z","_id":"566","related_material":{"record":[{"id":"149","status":"public","relation":"dissertation_contains"}]},"oa":1,"oa_version":"Preprint","department":[{"_id":"LaEr"}],"issue":"1","quality_controlled":"1","language":[{"iso":"eng"}],"title":"Local inhomogeneous circular law","abstract":[{"text":"We consider large random matrices X with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical variances, the limiting density is uniform. In this special case, the local circular law by Bourgade et. al. [11,12] shows that the empirical density converges even locally on scales slightly above the typical eigenvalue spacing. In the general case, the limiting density is typically inhomogeneous and it is obtained via solving a system of deterministic equations. Our main result is the local inhomogeneous circular law in the bulk spectrum on the optimal scale for a general variance profile of the entries of X. \r\n\r\n","lang":"eng"}],"publication":"Annals Applied Probability ","ec_funded":1,"volume":28,"article_processing_charge":"No","page":"148-203","external_id":{"isi":["000431721800005"],"arxiv":["1612.07776 "]},"project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"arxiv":1,"date_updated":"2026-04-08T14:11:36Z","article_type":"original","publisher":"Institute of Mathematical Statistics","status":"public","publication_status":"published","year":"2018","day":"03","author":[{"first_name":"Johannes","last_name":"Alt","full_name":"Alt, Johannes","id":"36D3D8B6-F248-11E8-B48F-1D18A9856A87"},{"last_name":"Erdös","first_name":"László","orcid":"0000-0001-5366-9603","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László"},{"last_name":"Krüger","first_name":"Torben H","id":"3020C786-F248-11E8-B48F-1D18A9856A87","full_name":"Krüger, Torben H","orcid":"0000-0002-4821-3297"}],"corr_author":"1","date_published":"2018-03-03T00:00:00Z","intvolume":" 28","isi":1},{"year":"2018","day":"26","status":"public","publication_status":"published","date_updated":"2025-04-15T08:05:02Z","publisher":"World Scientific Publishing","isi":1,"date_published":"2018-09-26T00:00:00Z","author":[{"id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László","orcid":"0000-0001-5366-9603","last_name":"Erdös","first_name":"László"},{"first_name":"Peter","last_name":"Mühlbacher","full_name":"Mühlbacher, Peter"}],"quality_controlled":"1","language":[{"iso":"eng"}],"oa":1,"oa_version":"Preprint","department":[{"_id":"LaEr"}],"main_file_link":[{"url":"https://arxiv.org/abs/1802.05175","open_access":"1"}],"doi":"10.1142/s2010326319500096","date_created":"2019-02-13T10:40:54Z","_id":"5971","publication_identifier":{"issn":["2010-3263"],"eissn":["2010-3271"]},"user_id":"c635000d-4b10-11ee-a964-aac5a93f6ac1","month":"09","type":"journal_article","scopus_import":"1","citation":{"apa":"Erdös, L., & Mühlbacher, P. (2018). Bounds on the norm of Wigner-type random matrices. Random Matrices: Theory and Applications. World Scientific Publishing. https://doi.org/10.1142/s2010326319500096","ista":"Erdös L, Mühlbacher P. 2018. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications., 1950009.","ama":"Erdös L, Mühlbacher P. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications. 2018. doi:10.1142/s2010326319500096","chicago":"Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications. World Scientific Publishing, 2018. https://doi.org/10.1142/s2010326319500096.","short":"L. Erdös, P. Mühlbacher, Random Matrices: Theory and Applications (2018).","mla":"Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications, 1950009, World Scientific Publishing, 2018, doi:10.1142/s2010326319500096.","ieee":"L. Erdös and P. Mühlbacher, “Bounds on the norm of Wigner-type random matrices,” Random matrices: Theory and applications. World Scientific Publishing, 2018."},"arxiv":1,"external_id":{"arxiv":["1802.05175"],"isi":["000477677200002"]},"article_processing_charge":"No","project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425"}],"abstract":[{"lang":"eng","text":"We consider a Wigner-type ensemble, i.e. large hermitian N×N random matrices H=H∗ with centered independent entries and with a general matrix of variances Sxy=𝔼∣∣Hxy∣∣2. The norm of H is asymptotically given by the maximum of the support of the self-consistent density of states. We establish a bound on this maximum in terms of norms of powers of S that substantially improves the earlier bound 2∥S∥1/2∞ given in [O. Ajanki, L. Erdős and T. Krüger, Universality for general Wigner-type matrices, Prob. Theor. Rel. Fields169 (2017) 667–727]. The key element of the proof is an effective Markov chain approximation for the contributions of the weighted Dyck paths appearing in the iterative solution of the corresponding Dyson equation."}],"publication":"Random matrices: Theory and applications","ec_funded":1,"title":"Bounds on the norm of Wigner-type random matrices","article_number":"1950009"},{"year":"2018","day":"20","language":[{"iso":"eng"}],"oa":1,"oa_version":"Preprint","department":[{"_id":"LaEr"}],"acknowledgement":"Partially funded by ERC Advanced Grant RANMAT No. 338804.\r\nPartially supported by the Hausdorff Center for Mathematics.\r\n","main_file_link":[{"url":"https://arxiv.org/abs/1804.07752","open_access":"1"}],"status":"public","date_created":"2019-03-28T09:20:06Z","doi":"10.48550/arXiv.1804.07752","related_material":{"record":[{"id":"14694","status":"public","relation":"later_version"},{"relation":"dissertation_contains","status":"public","id":"149"}]},"_id":"6183","publication_status":"draft","month":"04","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","date_updated":"2026-04-08T14:11:36Z","type":"preprint","citation":{"apa":"Alt, J., Erdös, L., & Krüger, T. H. (n.d.). The Dyson equation with linear self-energy: Spectral bands, edges and cusps. arXiv. https://doi.org/10.48550/arXiv.1804.07752","ista":"Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. arXiv, 1804.07752.","ama":"Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. arXiv. doi:10.48550/arXiv.1804.07752","chicago":"Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” ArXiv, n.d. https://doi.org/10.48550/arXiv.1804.07752.","short":"J. Alt, L. Erdös, T.H. Krüger, ArXiv (n.d.).","mla":"Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” ArXiv, 1804.07752, doi:10.48550/arXiv.1804.07752.","ieee":"J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and cusps,” arXiv. ."},"arxiv":1,"article_processing_charge":"No","external_id":{"arxiv":["1804.07752"]},"project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"abstract":[{"lang":"eng","text":"We study the unique solution $m$ of the Dyson equation \\[ -m(z)^{-1} = z - a\r\n+ S[m(z)] \\] on a von Neumann algebra $\\mathcal{A}$ with the constraint\r\n$\\mathrm{Im}\\,m\\geq 0$. Here, $z$ lies in the complex upper half-plane, $a$ is\r\na self-adjoint element of $\\mathcal{A}$ and $S$ is a positivity-preserving\r\nlinear operator on $\\mathcal{A}$. We show that $m$ is the Stieltjes transform\r\nof a compactly supported $\\mathcal{A}$-valued measure on $\\mathbb{R}$. Under\r\nsuitable assumptions, we establish that this measure has a uniformly\r\n$1/3$-H\\\"{o}lder continuous density with respect to the Lebesgue measure, which\r\nis supported on finitely many intervals, called bands. In fact, the density is\r\nanalytic inside the bands with a square-root growth at the edges and internal\r\ncubic root cusps whenever the gap between two bands vanishes. The shape of\r\nthese singularities is universal and no other singularity may occur. We give a\r\nprecise asymptotic description of $m$ near the singular points. These\r\nasymptotics generalize the analysis at the regular edges given in the companion\r\npaper on the Tracy-Widom universality for the edge eigenvalue statistics for\r\ncorrelated random matrices [arXiv:1804.07744] and they play a key role in the\r\nproof of the Pearcey universality at the cusp for Wigner-type matrices\r\n[arXiv:1809.03971,arXiv:1811.04055]. We also extend the finite dimensional band\r\nmass formula from [arXiv:1804.07744] to the von Neumann algebra setting by\r\nshowing that the spectral mass of the bands is topologically rigid under\r\ndeformations and we conclude that these masses are quantized in some important\r\ncases."}],"publication":"arXiv","ec_funded":1,"date_published":"2018-04-20T00:00:00Z","article_number":"1804.07752","title":"The Dyson equation with linear self-energy: Spectral bands, edges and cusps","author":[{"full_name":"Alt, Johannes","id":"36D3D8B6-F248-11E8-B48F-1D18A9856A87","first_name":"Johannes","last_name":"Alt"},{"last_name":"Erdös","first_name":"László","orcid":"0000-0001-5366-9603","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László"},{"orcid":"0000-0002-4821-3297","id":"3020C786-F248-11E8-B48F-1D18A9856A87","full_name":"Krüger, Torben H","last_name":"Krüger","first_name":"Torben H"}]},{"isi":1,"intvolume":" 2018","date_published":"2018-05-18T00:00:00Z","publist_id":"6383","author":[{"first_name":"László","last_name":"Erdös","orcid":"0000-0001-5366-9603","full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87"},{"last_name":"Schröder","first_name":"Dominik J","orcid":"0000-0002-2904-1856","id":"408ED176-F248-11E8-B48F-1D18A9856A87","full_name":"Schröder, Dominik J"}],"day":"18","year":"2018","publication_status":"published","status":"public","publisher":"Oxford University Press","date_updated":"2026-04-08T13:55:03Z","arxiv":1,"project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425"}],"page":"3255-3298","external_id":{"isi":["000441668300009"],"arxiv":["1608.05163"]},"article_processing_charge":"No","volume":2018,"ec_funded":1,"abstract":[{"lang":"eng","text":"We prove a new central limit theorem (CLT) for the difference of linear eigenvalue statistics of a Wigner random matrix H and its minor H and find that the fluctuation is much smaller than the fluctuations of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of H and H. In particular, our theorem identifies the fluctuation of Kerov's rectangular Young diagrams, defined by the interlacing eigenvalues ofH and H, around their asymptotic shape, the Vershik'Kerov'Logan'Shepp curve. Young diagrams equipped with the Plancherel measure follow the same limiting shape. For this, algebraically motivated, ensemble a CLT has been obtained in Ivanov and Olshanski [20] which is structurally similar to our result but the variance is different, indicating that the analogy between the two models has its limitations. Moreover, our theorem shows that Borodin's result [7] on the convergence of the spectral distribution of Wigner matrices to a Gaussian free field also holds in derivative sense."}],"publication":"International Mathematics Research Notices","title":"Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues","quality_controlled":"1","language":[{"iso":"eng"}],"issue":"10","department":[{"_id":"LaEr"}],"oa":1,"oa_version":"Preprint","publication_identifier":{"issn":["1073-7928"]},"_id":"1012","related_material":{"record":[{"status":"public","relation":"dissertation_contains","id":"6179"}]},"doi":"10.1093/imrn/rnw330","date_created":"2018-12-11T11:49:41Z","main_file_link":[{"url":"https://arxiv.org/abs/1608.05163","open_access":"1"}],"citation":{"apa":"Erdös, L., & Schröder, D. J. (2018). Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. Oxford University Press. https://doi.org/10.1093/imrn/rnw330","ista":"Erdös L, Schröder DJ. 2018. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018(10), 3255–3298.","ama":"Erdös L, Schröder DJ. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018;2018(10):3255-3298. doi:10.1093/imrn/rnw330","chicago":"Erdös, László, and Dominik J Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices. Oxford University Press, 2018. https://doi.org/10.1093/imrn/rnw330.","short":"L. Erdös, D.J. Schröder, International Mathematics Research Notices 2018 (2018) 3255–3298.","ieee":"L. Erdös and D. J. Schröder, “Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues,” International Mathematics Research Notices, vol. 2018, no. 10. Oxford University Press, pp. 3255–3298, 2018.","mla":"Erdös, László, and Dominik J. Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices, vol. 2018, no. 10, Oxford University Press, 2018, pp. 3255–98, doi:10.1093/imrn/rnw330."},"scopus_import":"1","type":"journal_article","month":"05","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87"},{"status":"public","publication_status":"published","date_updated":"2026-06-18T17:59:09Z","publisher":"Society for Industrial and Applied Mathematics ","year":"2018","day":"01","ddc":["500"],"date_published":"2018-01-01T00:00:00Z","author":[{"id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László","orcid":"0000-0001-5366-9603","last_name":"Erdös","first_name":"László"},{"full_name":"Krüger, Torben H","id":"3020C786-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0002-4821-3297","first_name":"Torben H","last_name":"Krüger"},{"first_name":"David T","last_name":"Renfrew","full_name":"Renfrew, David T","id":"4845BF6A-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0003-3493-121X"}],"publist_id":"7740","intvolume":" 50","isi":1,"main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1708.01546"}],"acknowledgement":"The work of the second author was also partially supported by the Hausdorff Center of Mathematics.","doi":"10.1137/17M1143125","date_created":"2018-12-11T11:45:03Z","_id":"181","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","month":"01","type":"journal_article","scopus_import":"1","citation":{"short":"L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis 50 (2018) 3271–3290.","ieee":"L. Erdös, T. H. Krüger, and D. T. Renfrew, “Power law decay for systems of randomly coupled differential equations,” SIAM Journal on Mathematical Analysis, vol. 50, no. 3. Society for Industrial and Applied Mathematics , pp. 3271–3290, 2018.","mla":"Erdös, László, et al. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis, vol. 50, no. 3, Society for Industrial and Applied Mathematics , 2018, pp. 3271–90, doi:10.1137/17M1143125.","ama":"Erdös L, Krüger TH, Renfrew DT. Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. 2018;50(3):3271-3290. doi:10.1137/17M1143125","chicago":"Erdös, László, Torben H Krüger, and David T Renfrew. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics , 2018. https://doi.org/10.1137/17M1143125.","ista":"Erdös L, Krüger TH, Renfrew DT. 2018. Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. 50(3), 3271–3290.","apa":"Erdös, L., Krüger, T. H., & Renfrew, D. T. (2018). Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics . https://doi.org/10.1137/17M1143125"},"issue":"3","quality_controlled":"1","language":[{"iso":"eng"}],"oa":1,"oa_version":"Published Version","department":[{"_id":"LaEr"}],"publication":"SIAM Journal on Mathematical Analysis","abstract":[{"lang":"eng","text":"We consider large random matrices X with centered, independent entries but possibly di erent variances. We compute the normalized trace of f(X)g(X∗) for f, g functions analytic on the spectrum of X. We use these results to compute the long time asymptotics for systems of coupled di erential equations with random coe cients. We show that when the coupling is critical, the norm squared of the solution decays like t−1/2."}],"ec_funded":1,"volume":50,"title":"Power law decay for systems of randomly coupled differential equations","arxiv":1,"external_id":{"isi":["000437018500032"],"arxiv":["1708.01546"]},"page":"3271 - 3290","article_processing_charge":"No","project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"},{"call_identifier":"FWF","name":"Structured Non-Hermitian Random Matrices","grant_number":"M02080","_id":"258F40A4-B435-11E9-9278-68D0E5697425"}]},{"date_published":"2018-06-14T00:00:00Z","author":[{"last_name":"Lee","first_name":"Jii","full_name":"Lee, Jii"},{"first_name":"Kevin","last_name":"Schnelli","full_name":"Schnelli, Kevin","id":"434AD0AE-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0003-0954-3231"}],"publist_id":"7017","intvolume":" 171","isi":1,"status":"public","publication_status":"published","date_updated":"2025-09-10T14:00:58Z","publisher":"Springer","year":"2018","day":"14","publication":"Probability Theory and Related Fields","abstract":[{"text":"We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdős–Rényi graph model G(N, p). We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy–Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the Erdős–Rényi graph this establishes the Tracy–Widom fluctuations of the second largest eigenvalue when p is much larger than N−2/3 with a deterministic shift of order (Np)−1.","lang":"eng"}],"ec_funded":1,"volume":171,"article_number":"543-616","title":"Local law and Tracy–Widom limit for sparse random matrices","arxiv":1,"external_id":{"isi":["000432129600012"],"arxiv":["1605.08767"]},"article_processing_charge":"No","project":[{"grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems"}],"main_file_link":[{"url":"https://arxiv.org/abs/1605.08767","open_access":"1"}],"doi":"10.1007/s00440-017-0787-8","date_created":"2018-12-11T11:47:56Z","_id":"690","month":"06","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","type":"journal_article","scopus_import":"1","citation":{"apa":"Lee, J., & Schnelli, K. (2018). Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-017-0787-8","ista":"Lee J, Schnelli K. 2018. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 171(1–2), 543–616.","chicago":"Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields. Springer, 2018. https://doi.org/10.1007/s00440-017-0787-8.","ama":"Lee J, Schnelli K. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 2018;171(1-2). doi:10.1007/s00440-017-0787-8","ieee":"J. Lee and K. Schnelli, “Local law and Tracy–Widom limit for sparse random matrices,” Probability Theory and Related Fields, vol. 171, no. 1–2. Springer, 2018.","mla":"Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields, vol. 171, no. 1–2, 543–616, Springer, 2018, doi:10.1007/s00440-017-0787-8.","short":"J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018)."},"issue":"1-2","language":[{"iso":"eng"}],"quality_controlled":"1","oa":1,"oa_version":"Preprint","department":[{"_id":"LaEr"}]},{"type":"journal_article","month":"10","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","citation":{"ista":"Nejjar P. 2018. Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. 15(2), 1311–1334.","apa":"Nejjar, P. (2018). Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada. https://doi.org/10.30757/ALEA.v15-49","ieee":"P. Nejjar, “Transition to shocks in TASEP and decoupling of last passage times,” Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 2. Instituto Nacional de Matematica Pura e Aplicada, pp. 1311–1334, 2018.","mla":"Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 2, Instituto Nacional de Matematica Pura e Aplicada, 2018, pp. 1311–34, doi:10.30757/ALEA.v15-49.","short":"P. Nejjar, Latin American Journal of Probability and Mathematical Statistics 15 (2018) 1311–1334.","chicago":"Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada, 2018. https://doi.org/10.30757/ALEA.v15-49.","ama":"Nejjar P. Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. 2018;15(2):1311-1334. doi:10.30757/ALEA.v15-49"},"scopus_import":"1","_id":"70","publication_identifier":{"issn":["1980-0436"]},"doi":"10.30757/ALEA.v15-49","date_created":"2018-12-11T11:44:28Z","oa":1,"oa_version":"Published Version","department":[{"_id":"LaEr"},{"_id":"JaMa"}],"language":[{"iso":"eng"}],"quality_controlled":"1","issue":"2","title":"Transition to shocks in TASEP and decoupling of last passage times","ec_funded":1,"volume":15,"abstract":[{"text":"We consider the totally asymmetric simple exclusion process in a critical scaling parametrized by a≥0, which creates a shock in the particle density of order aT−1/3, T the observation time. When starting from step initial data, we provide bounds on the limiting law which in particular imply that in the double limit lima→∞limT→∞ one recovers the product limit law and the degeneration of the correlation length observed at shocks of order 1. This result is shown to apply to a general last-passage percolation model. We also obtain bounds on the two-point functions of several airy processes.","lang":"eng"}],"publication":"Latin American Journal of Probability and Mathematical Statistics","file_date_updated":"2020-07-14T12:47:46Z","external_id":{"arxiv":["1705.08836"],"isi":["000460475800022"]},"page":"1311-1334","article_processing_charge":"No","project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"},{"name":"Optimal Transport and Stochastic Dynamics","call_identifier":"H2020","grant_number":"716117","_id":"256E75B8-B435-11E9-9278-68D0E5697425"}],"arxiv":1,"date_updated":"2025-04-14T07:27:49Z","article_type":"original","publisher":"Instituto Nacional de Matematica Pura e Aplicada","publication_status":"published","status":"public","file":[{"content_type":"application/pdf","date_updated":"2020-07-14T12:47:46Z","file_size":394851,"creator":"kschuh","access_level":"open_access","checksum":"2ded46aa284a836a8cbb34133a64f1cb","date_created":"2019-02-14T09:44:10Z","relation":"main_file","file_id":"5981","file_name":"2018_ALEA_Nejjar.pdf"}],"year":"2018","day":"01","author":[{"full_name":"Nejjar, Peter","id":"4BF426E2-F248-11E8-B48F-1D18A9856A87","first_name":"Peter","last_name":"Nejjar"}],"date_published":"2018-10-01T00:00:00Z","ddc":["510"],"has_accepted_license":"1","intvolume":" 15","isi":1},{"quality_controlled":"1","language":[{"iso":"eng"}],"oa":1,"oa_version":"Published Version","department":[{"_id":"LaEr"}],"acknowledgement":"Partially supported by the IST Austria Excellence Scholarship.","related_material":{"record":[{"id":"6179","relation":"dissertation_contains","status":"public"}]},"_id":"1144","doi":"10.1214/16-ECP38","date_created":"2018-12-11T11:50:23Z","type":"journal_article","month":"01","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","citation":{"chicago":"Erdös, László, and Dominik J Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-ECP38.","ama":"Erdös L, Schröder DJ. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 2017;21. doi:10.1214/16-ECP38","mla":"Erdös, László, and Dominik J. Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability, vol. 21, 86, Institute of Mathematical Statistics, 2017, doi:10.1214/16-ECP38.","ieee":"L. Erdös and D. J. Schröder, “Fluctuations of functions of Wigner matrices,” Electronic Communications in Probability, vol. 21. Institute of Mathematical Statistics, 2017.","short":"L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017).","apa":"Erdös, L., & Schröder, D. J. (2017). Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-ECP38","ista":"Erdös L, Schröder DJ. 2017. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 21, 86."},"scopus_import":"1","external_id":{"isi":["000396604900037"]},"article_processing_charge":"No","project":[{"name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"ec_funded":1,"volume":21,"publication":"Electronic Communications in Probability","abstract":[{"lang":"eng","text":"We show that matrix elements of functions of N × N Wigner matrices fluctuate on a scale of order N−1/2 and we identify the limiting fluctuation. Our result holds for any function f of the matrix that has bounded variation thus considerably relaxing the regularity requirement imposed in [7, 11]."}],"file_date_updated":"2018-12-12T10:18:10Z","title":"Fluctuations of functions of Wigner matrices","article_number":"86","year":"2017","day":"02","file":[{"file_id":"5329","file_name":"IST-2017-747-v1+1_euclid.ecp.1483347665.pdf","access_level":"open_access","relation":"main_file","date_created":"2018-12-12T10:18:10Z","date_updated":"2018-12-12T10:18:10Z","content_type":"application/pdf","file_size":440770,"creator":"system"}],"publication_status":"published","pubrep_id":"747","status":"public","date_updated":"2026-04-08T13:55:03Z","publisher":"Institute of Mathematical Statistics","intvolume":" 21","isi":1,"tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"has_accepted_license":"1","ddc":["510"],"date_published":"2017-01-02T00:00:00Z","author":[{"first_name":"László","last_name":"Erdös","orcid":"0000-0001-5366-9603","full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87"},{"full_name":"Schröder, Dominik J","id":"408ED176-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0002-2904-1856","first_name":"Dominik J","last_name":"Schröder"}],"publist_id":"6214"},{"publication":"Communications in Mathematical Physics","abstract":[{"text":"The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix.","lang":"eng"}],"volume":349,"ec_funded":1,"file_date_updated":"2020-07-14T12:44:39Z","title":"Local law of addition of random matrices on optimal scale","page":"947 - 990","article_processing_charge":"Yes (via OA deal)","external_id":{"isi":["000393696700005"]},"project":[{"grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems"}],"doi":"10.1007/s00220-016-2805-6","date_created":"2018-12-11T11:50:43Z","publication_identifier":{"issn":["0010-3616"]},"_id":"1207","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","month":"02","type":"journal_article","scopus_import":"1","citation":{"apa":"Bao, Z., Erdös, L., & Schnelli, K. (2017). Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2805-6","ista":"Bao Z, Erdös L, Schnelli K. 2017. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 349(3), 947–990.","ama":"Bao Z, Erdös L, Schnelli K. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 2017;349(3):947-990. doi:10.1007/s00220-016-2805-6","chicago":"Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics. Springer, 2017. https://doi.org/10.1007/s00220-016-2805-6.","short":"Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990.","mla":"Bao, Zhigang, et al. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics, vol. 349, no. 3, Springer, 2017, pp. 947–90, doi:10.1007/s00220-016-2805-6.","ieee":"Z. Bao, L. Erdös, and K. Schnelli, “Local law of addition of random matrices on optimal scale,” Communications in Mathematical Physics, vol. 349, no. 3. Springer, pp. 947–990, 2017."},"issue":"3","language":[{"iso":"eng"}],"quality_controlled":"1","oa":1,"oa_version":"Published Version","department":[{"_id":"LaEr"}],"date_published":"2017-02-01T00:00:00Z","ddc":["530"],"publist_id":"6141","author":[{"first_name":"Zhigang","last_name":"Bao","full_name":"Bao, Zhigang","id":"442E6A6C-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0003-3036-1475"},{"full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0001-5366-9603","first_name":"László","last_name":"Erdös"},{"full_name":"Schnelli, Kevin","id":"434AD0AE-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0003-0954-3231","first_name":"Kevin","last_name":"Schnelli"}],"intvolume":" 349","isi":1,"tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"has_accepted_license":"1","pubrep_id":"722","status":"public","publication_status":"published","date_updated":"2025-07-10T11:50:22Z","publisher":"Springer","year":"2017","day":"01","file":[{"file_id":"5102","file_name":"IST-2016-722-v1+1_s00220-016-2805-6.pdf","date_updated":"2020-07-14T12:44:39Z","content_type":"application/pdf","file_size":1033743,"creator":"system","access_level":"open_access","relation":"main_file","date_created":"2018-12-12T10:14:47Z","checksum":"ddff79154c3daf27237de5383b1264a9"}]},{"author":[{"first_name":"Oskari H","last_name":"Ajanki","full_name":"Ajanki, Oskari H","id":"36F2FB7E-F248-11E8-B48F-1D18A9856A87"},{"first_name":"László","last_name":"Erdös","full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0001-5366-9603"},{"first_name":"Torben H","last_name":"Krüger","orcid":"0000-0002-4821-3297","full_name":"Krüger, Torben H","id":"3020C786-F248-11E8-B48F-1D18A9856A87"}],"publist_id":"5930","date_published":"2017-12-01T00:00:00Z","ddc":["510","530"],"corr_author":"1","has_accepted_license":"1","tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"isi":1,"intvolume":" 169","publisher":"Springer","date_updated":"2026-04-16T09:55:44Z","pubrep_id":"657","status":"public","publication_status":"published","file":[{"creator":"system","file_size":988843,"content_type":"application/pdf","date_updated":"2020-07-14T12:44:44Z","relation":"main_file","date_created":"2018-12-12T10:08:25Z","checksum":"29f5a72c3f91e408aeb9e78344973803","access_level":"open_access","file_name":"IST-2017-657-v1+2_s00440-016-0740-2.pdf","file_id":"4686"}],"day":"01","year":"2017","title":"Universality for general Wigner-type matrices","file_date_updated":"2020-07-14T12:44:44Z","publication":"Probability Theory and Related Fields","abstract":[{"text":"We consider the local eigenvalue distribution of large self-adjoint N×N random matrices H=H∗ with centered independent entries. In contrast to previous works the matrix of variances sij=\\mathbbmE|hij|2 is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper (Ajanki et al. in Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We show that as N grows, the resolvent, G(z)=(H−z)−1, converges to a diagonal matrix, diag(m(z)), where m(z)=(m1(z),…,mN(z)) solves the vector equation −1/mi(z)=z+∑jsijmj(z) that has been analyzed in Ajanki et al. (Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes.","lang":"eng"}],"volume":169,"ec_funded":1,"project":[{"grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems"},{"_id":"B67AFEDC-15C9-11EA-A837-991A96BB2854","name":"IST Austria Open Access Fund"}],"external_id":{"isi":["000414358400002"]},"article_processing_charge":"Yes (via OA deal)","page":"667 - 727","scopus_import":"1","citation":{"chicago":"Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Universality for General Wigner-Type Matrices.” Probability Theory and Related Fields. Springer, 2017. https://doi.org/10.1007/s00440-016-0740-2.","ama":"Ajanki OH, Erdös L, Krüger TH. Universality for general Wigner-type matrices. Probability Theory and Related Fields. 2017;169(3-4):667-727. doi:10.1007/s00440-016-0740-2","ieee":"O. H. Ajanki, L. Erdös, and T. H. Krüger, “Universality for general Wigner-type matrices,” Probability Theory and Related Fields, vol. 169, no. 3–4. Springer, pp. 667–727, 2017.","mla":"Ajanki, Oskari H., et al. “Universality for General Wigner-Type Matrices.” Probability Theory and Related Fields, vol. 169, no. 3–4, Springer, 2017, pp. 667–727, doi:10.1007/s00440-016-0740-2.","short":"O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 169 (2017) 667–727.","apa":"Ajanki, O. H., Erdös, L., & Krüger, T. H. (2017). Universality for general Wigner-type matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-016-0740-2","ista":"Ajanki OH, Erdös L, Krüger TH. 2017. Universality for general Wigner-type matrices. Probability Theory and Related Fields. 169(3–4), 667–727."},"user_id":"ba8df636-2132-11f1-aed0-ed93e2281fdd","month":"12","type":"journal_article","date_created":"2018-12-11T11:51:27Z","doi":"10.1007/s00440-016-0740-2","_id":"1337","publication_identifier":{"issn":["0178-8051"]},"acknowledgement":"Open access funding provided by Institute of Science and Technology (IST Austria). ","department":[{"_id":"LaEr"}],"oa":1,"oa_version":"Published Version","issue":"3-4","language":[{"iso":"eng"}],"quality_controlled":"1"},{"publisher":"Springer","article_type":"original","date_updated":"2026-04-16T09:55:56Z","publication_status":"published","pubrep_id":"489","status":"public","file":[{"creator":"system","date_updated":"2020-07-14T12:45:00Z","content_type":"application/pdf","file_size":1615755,"relation":"main_file","checksum":"67afa85ff1e220cbc1f9f477a828513c","date_created":"2018-12-12T10:08:05Z","access_level":"open_access","file_name":"IST-2016-489-v1+1_s00440-015-0692-y.pdf","file_id":"4665"}],"day":"01","year":"2017","author":[{"orcid":"0000-0003-3036-1475","id":"442E6A6C-F248-11E8-B48F-1D18A9856A87","full_name":"Bao, Zhigang","last_name":"Bao","first_name":"Zhigang"},{"first_name":"László","last_name":"Erdös","orcid":"0000-0001-5366-9603","full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87"}],"publist_id":"5644","date_published":"2017-04-01T00:00:00Z","ddc":["530"],"corr_author":"1","has_accepted_license":"1","isi":1,"tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"intvolume":" 167","citation":{"chicago":"Bao, Zhigang, and László Erdös. “Delocalization for a Class of Random Block Band Matrices.” Probability Theory and Related Fields. Springer, 2017. https://doi.org/10.1007/s00440-015-0692-y.","ama":"Bao Z, Erdös L. Delocalization for a class of random block band matrices. Probability Theory and Related Fields. 2017;167(3-4):673-776. doi:10.1007/s00440-015-0692-y","ieee":"Z. Bao and L. Erdös, “Delocalization for a class of random block band matrices,” Probability Theory and Related Fields, vol. 167, no. 3–4. Springer, pp. 673–776, 2017.","mla":"Bao, Zhigang, and László Erdös. “Delocalization for a Class of Random Block Band Matrices.” Probability Theory and Related Fields, vol. 167, no. 3–4, Springer, 2017, pp. 673–776, doi:10.1007/s00440-015-0692-y.","short":"Z. Bao, L. Erdös, Probability Theory and Related Fields 167 (2017) 673–776.","apa":"Bao, Z., & Erdös, L. (2017). Delocalization for a class of random block band matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-015-0692-y","ista":"Bao Z, Erdös L. 2017. Delocalization for a class of random block band matrices. Probability Theory and Related Fields. 167(3–4), 673–776."},"scopus_import":"1","type":"journal_article","user_id":"ba8df636-2132-11f1-aed0-ed93e2281fdd","month":"04","_id":"1528","publication_identifier":{"issn":["0178-8051"]},"doi":"10.1007/s00440-015-0692-y","date_created":"2018-12-11T11:52:32Z","acknowledgement":"Z. Bao was supported by ERC Advanced Grant RANMAT No. 338804; L. Erdős was partially supported by ERC Advanced Grant RANMAT No. 338804.\r\nOpen access funding provided by Institute of Science and Technology (IST Austria). The authors are very grateful to the anonymous referees for careful reading and valuable comments, which helped to improve the organization.","department":[{"_id":"LaEr"}],"oa":1,"oa_version":"Published Version","language":[{"iso":"eng"}],"quality_controlled":"1","issue":"3-4","title":"Delocalization for a class of random block band matrices","file_date_updated":"2020-07-14T12:45:00Z","volume":167,"ec_funded":1,"abstract":[{"text":"We consider N×N Hermitian random matrices H consisting of blocks of size M≥N6/7. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from block to block to form a block-band structure, with an essential band width M. We show that the entries of the Green’s function G(z)=(H−z)−1 satisfy the local semicircle law with spectral parameter z=E+iη down to the real axis for any η≫N−1, using a combination of the supersymmetry method inspired by Shcherbina (J Stat Phys 155(3): 466–499, 2014) and the Green’s function comparison strategy. Previous estimates were valid only for η≫M−1. The new estimate also implies that the eigenvectors in the middle of the spectrum are fully delocalized.","lang":"eng"}],"publication":"Probability Theory and Related Fields","project":[{"call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"article_processing_charge":"Yes (via OA deal)","page":"673 - 776","external_id":{"isi":["000398842700004"]}},{"day":"23","year":"2017","status":"public","publication_status":"published","publisher":"Instituto Nacional de Matematica Pura e Aplicada","article_type":"original","date_updated":"2025-09-18T10:02:36Z","isi":1,"intvolume":" 9","date_published":"2017-03-23T00:00:00Z","corr_author":"1","author":[{"last_name":"Ferrari","first_name":"Patrik","full_name":"Ferrari, Patrik"},{"first_name":"Peter","last_name":"Nejjar","full_name":"Nejjar, Peter","id":"4BF426E2-F248-11E8-B48F-1D18A9856A87"}],"publist_id":"7376","language":[{"iso":"eng"}],"quality_controlled":"1","department":[{"_id":"LaEr"},{"_id":"JaMa"}],"oa":1,"oa_version":"Submitted Version","doi":"10.30757/ALEA.v14-17","date_created":"2018-12-11T11:46:31Z","_id":"447","main_file_link":[{"open_access":"1","url":"http://alea.impa.br/articles/v14/14-17.pdf"}],"scopus_import":"1","citation":{"ama":"Ferrari P, Nejjar P. Fluctuations of the competition interface in presence of shocks. Revista Latino-Americana de Probabilidade e Estatística. 2017;9:299-325. doi:10.30757/ALEA.v14-17","chicago":"Ferrari, Patrik, and Peter Nejjar. “Fluctuations of the Competition Interface in Presence of Shocks.” Revista Latino-Americana de Probabilidade e Estatística. Instituto Nacional de Matematica Pura e Aplicada, 2017. https://doi.org/10.30757/ALEA.v14-17.","short":"P. Ferrari, P. Nejjar, Revista Latino-Americana de Probabilidade e Estatística 9 (2017) 299–325.","ieee":"P. Ferrari and P. Nejjar, “Fluctuations of the competition interface in presence of shocks,” Revista Latino-Americana de Probabilidade e Estatística, vol. 9. Instituto Nacional de Matematica Pura e Aplicada, pp. 299–325, 2017.","mla":"Ferrari, Patrik, and Peter Nejjar. “Fluctuations of the Competition Interface in Presence of Shocks.” Revista Latino-Americana de Probabilidade e Estatística, vol. 9, Instituto Nacional de Matematica Pura e Aplicada, 2017, pp. 299–325, doi:10.30757/ALEA.v14-17.","apa":"Ferrari, P., & Nejjar, P. (2017). Fluctuations of the competition interface in presence of shocks. Revista Latino-Americana de Probabilidade e Estatística. Instituto Nacional de Matematica Pura e Aplicada. https://doi.org/10.30757/ALEA.v14-17","ista":"Ferrari P, Nejjar P. 2017. Fluctuations of the competition interface in presence of shocks. Revista Latino-Americana de Probabilidade e Estatística. 9, 299–325."},"month":"03","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","type":"journal_article","project":[{"call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems","grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425"}],"article_processing_charge":"No","external_id":{"isi":["000404011700017"]},"page":"299 - 325","publication":"Revista Latino-Americana de Probabilidade e Estatística","abstract":[{"text":"We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied in Ferrari and Pimentel (2005a) for cases where the corresponding exclusion process had a rarefaction fan. Here we consider situations with a shock and determine the law of the fluctuations of the competition interface around its deter- ministic law of large number position. We also study the multipoint distribution of the LPP around the shock, extending our one-point result of Ferrari and Nejjar (2015).","lang":"eng"}],"ec_funded":1,"volume":9,"title":"Fluctuations of the competition interface in presence of shocks"},{"date_updated":"2025-09-18T09:52:57Z","publisher":"International Press","publication_status":"published","status":"public","year":"2017","day":"25","publist_id":"7337","author":[{"first_name":"Paul","last_name":"Bourgade","full_name":"Bourgade, Paul"},{"last_name":"Erdös","first_name":"László","orcid":"0000-0001-5366-9603","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László"},{"full_name":"Yau, Horng","first_name":"Horng","last_name":"Yau"},{"first_name":"Jun","last_name":"Yin","full_name":"Yin, Jun"}],"date_published":"2017-08-25T00:00:00Z","intvolume":" 21","isi":1,"type":"journal_article","month":"08","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","citation":{"ista":"Bourgade P, Erdös L, Yau H, Yin J. 2017. Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. 21(3), 739–800.","apa":"Bourgade, P., Erdös, L., Yau, H., & Yin, J. (2017). Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. International Press. https://doi.org/10.4310/ATMP.2017.v21.n3.a5","ieee":"P. Bourgade, L. Erdös, H. Yau, and J. Yin, “Universality for a class of random band matrices,” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3. International Press, pp. 739–800, 2017.","mla":"Bourgade, Paul, et al. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3, International Press, 2017, pp. 739–800, doi:10.4310/ATMP.2017.v21.n3.a5.","short":"P. Bourgade, L. Erdös, H. Yau, J. Yin, Advances in Theoretical and Mathematical Physics 21 (2017) 739–800.","chicago":"Bourgade, Paul, László Erdös, Horng Yau, and Jun Yin. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics. International Press, 2017. https://doi.org/10.4310/ATMP.2017.v21.n3.a5.","ama":"Bourgade P, Erdös L, Yau H, Yin J. Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. 2017;21(3):739-800. doi:10.4310/ATMP.2017.v21.n3.a5"},"scopus_import":"1","main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1602.02312"}],"_id":"483","publication_identifier":{"issn":["1095-0761"]},"date_created":"2018-12-11T11:46:43Z","doi":"10.4310/ATMP.2017.v21.n3.a5","oa":1,"oa_version":"Submitted Version","department":[{"_id":"LaEr"}],"language":[{"iso":"eng"}],"quality_controlled":"1","issue":"3","title":"Universality for a class of random band matrices","volume":21,"ec_funded":1,"publication":"Advances in Theoretical and Mathematical Physics","abstract":[{"lang":"eng","text":"We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, W ~ N. All previous results concerning universality of non-Gaussian random matrices are for mean-field models. By relying on a new mean-field reduction technique, we deduce universality from quantum unique ergodicity for band matrices."}],"page":"739 - 800","article_processing_charge":"No","external_id":{"arxiv":["1602.02312"],"isi":["000409382300005"]},"project":[{"call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"arxiv":1},{"department":[{"_id":"LaEr"}],"oa_version":"Published Version","oa":1,"language":[{"iso":"eng"}],"quality_controlled":"1","scopus_import":"1","citation":{"mla":"Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability, vol. 22, 63, Institute of Mathematical Statistics, 2017, doi:10.1214/17-ECP97.","ieee":"J. Alt, “Singularities of the density of states of random Gram matrices,” Electronic Communications in Probability, vol. 22. Institute of Mathematical Statistics, 2017.","short":"J. Alt, Electronic Communications in Probability 22 (2017).","chicago":"Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-ECP97.","ama":"Alt J. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 2017;22. doi:10.1214/17-ECP97","ista":"Alt J. 2017. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 22, 63.","apa":"Alt, J. (2017). Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-ECP97"},"user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","month":"11","type":"journal_article","date_created":"2018-12-11T11:47:07Z","doi":"10.1214/17-ECP97","_id":"550","publication_identifier":{"issn":["1083-589X"]},"related_material":{"record":[{"relation":"dissertation_contains","status":"public","id":"149"}]},"project":[{"grant_number":"338804","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7"}],"article_processing_charge":"No","external_id":{"isi":["000416389200001"]},"article_number":"63","title":"Singularities of the density of states of random Gram matrices","file_date_updated":"2020-07-14T12:47:00Z","abstract":[{"lang":"eng","text":"For large random matrices X with independent, centered entries but not necessarily identical variances, the eigenvalue density of XX* is well-approximated by a deterministic measure on ℝ. We show that the density of this measure has only square and cubic-root singularities away from zero. We also extend the bulk local law in [5] to the vicinity of these singularities."}],"publication":"Electronic Communications in Probability","ec_funded":1,"volume":22,"file":[{"relation":"main_file","checksum":"0ec05303a0de190de145654237984c79","date_created":"2018-12-12T10:08:04Z","access_level":"open_access","creator":"system","content_type":"application/pdf","date_updated":"2020-07-14T12:47:00Z","file_size":470876,"file_name":"IST-2018-926-v1+1_euclid.ecp.1511233247.pdf","file_id":"4663"}],"day":"21","year":"2017","publisher":"Institute of Mathematical Statistics","date_updated":"2026-04-08T14:11:36Z","status":"public","pubrep_id":"926","publication_status":"published","has_accepted_license":"1","tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)","image":"/images/cc_by.png"},"isi":1,"intvolume":" 22","author":[{"id":"36D3D8B6-F248-11E8-B48F-1D18A9856A87","full_name":"Alt, Johannes","last_name":"Alt","first_name":"Johannes"}],"publist_id":"7265","ddc":["539"],"date_published":"2017-11-21T00:00:00Z","corr_author":"1"},{"user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","month":"01","type":"book","citation":{"apa":"Erdös, L., & Yau, H. (2017). A Dynamical Approach to Random Matrix Theory (Vol. 28). American Mathematical Society. https://doi.org/10.1090/cln/028","ista":"Erdös L, Yau H. 2017. A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 226p.","chicago":"Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28. Courant Lecture Notes. American Mathematical Society, 2017. https://doi.org/10.1090/cln/028.","ama":"Erdös L, Yau H. A Dynamical Approach to Random Matrix Theory. Vol 28. American Mathematical Society; 2017. doi:10.1090/cln/028","ieee":"L. Erdös and H. Yau, A Dynamical Approach to Random Matrix Theory, vol. 28. American Mathematical Society, 2017.","mla":"Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28, American Mathematical Society, 2017, doi:10.1090/cln/028.","short":"L. Erdös, H. Yau, A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 2017."},"date_created":"2018-12-11T11:47:13Z","doi":"10.1090/cln/028","publication_identifier":{"isbn":["9-781-4704-3648-3"],"eisbn":["978-1-4704-4194-4"]},"_id":"567","oa_version":"None","department":[{"_id":"LaEr"}],"quality_controlled":"1","language":[{"iso":"eng"}],"title":"A Dynamical Approach to Random Matrix Theory","abstract":[{"text":"This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.\r\n","lang":"eng"}],"alternative_title":["Courant Lecture Notes"],"volume":28,"ec_funded":1,"article_processing_charge":"No","page":"226","project":[{"_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804","name":"Random matrices, universality and disordered quantum systems","call_identifier":"FP7"}],"date_updated":"2025-04-15T08:05:02Z","series_title":"Courant Lecture Notes","publisher":"American Mathematical Society","status":"public","publication_status":"published","year":"2017","day":"01","author":[{"full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","orcid":"0000-0001-5366-9603","first_name":"László","last_name":"Erdös"},{"first_name":"Horng","last_name":"Yau","full_name":"Yau, Horng"}],"publist_id":"7247","corr_author":"1","date_published":"2017-01-01T00:00:00Z","intvolume":" 28"},{"arxiv":1,"page":"1606 - 1656","external_id":{"arxiv":["1504.00650"],"isi":["000416376500005"]},"article_processing_charge":"No","project":[{"call_identifier":"FP7","name":"Random matrices, universality and disordered quantum systems","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804"}],"ec_funded":1,"volume":53,"publication":"Annales de l'institut Henri Poincare (B) Probability and Statistics","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"}],"title":"Universality for random matrix flows with time dependent density","language":[{"iso":"eng"}],"quality_controlled":"1","issue":"4","oa":1,"oa_version":"Submitted Version","department":[{"_id":"LaEr"}],"main_file_link":[{"url":"https://arxiv.org/abs/1504.00650","open_access":"1"}],"publication_identifier":{"issn":["0246-0203"]},"_id":"615","date_created":"2018-12-11T11:47:30Z","doi":"10.1214/16-AIHP765","type":"journal_article","month":"11","user_id":"317138e5-6ab7-11ef-aa6d-ffef3953e345","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.","apa":"Erdös, L., & Schnelli, K. (2017). Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AIHP765","short":"L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656.","ieee":"L. Erdös and K. Schnelli, “Universality for random matrix flows with time dependent density,” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4. Institute of Mathematical Statistics, pp. 1606–1656, 2017.","mla":"Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4, Institute of Mathematical Statistics, 2017, pp. 1606–56, doi:10.1214/16-AIHP765.","ama":"Erdös L, Schnelli K. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 2017;53(4):1606-1656. doi:10.1214/16-AIHP765","chicago":"Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-AIHP765."},"scopus_import":"1","intvolume":" 53","isi":1,"corr_author":"1","date_published":"2017-11-01T00:00:00Z","author":[{"first_name":"László","last_name":"Erdös","orcid":"0000-0001-5366-9603","full_name":"Erdös, László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87"},{"last_name":"Schnelli","first_name":"Kevin","orcid":"0000-0003-0954-3231","id":"434AD0AE-F248-11E8-B48F-1D18A9856A87","full_name":"Schnelli, Kevin"}],"publist_id":"7189","year":"2017","day":"01","publication_status":"published","status":"public","date_updated":"2025-09-11T07:32:50Z","publisher":"Institute of Mathematical Statistics"}]