--- _id: '9036' abstract: - lang: eng text: In this short note, we prove that the square root of the quantum Jensen-Shannon divergence is a true metric on the cone of positive matrices, and hence in particular on the quantum state space. acknowledgement: D. Virosztek was supported by the European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 846294, and partially supported by the Hungarian National Research, Development and Innovation Office (NKFIH) via grants no. K124152, and no. KH129601. article_number: '107595' article_processing_charge: No article_type: original author: - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Virosztek D. The metric property of the quantum Jensen-Shannon divergence. Advances in Mathematics. 2021;380(3). doi:10.1016/j.aim.2021.107595 apa: Virosztek, D. (2021). The metric property of the quantum Jensen-Shannon divergence. Advances in Mathematics. Elsevier. https://doi.org/10.1016/j.aim.2021.107595 chicago: Virosztek, Daniel. “The Metric Property of the Quantum Jensen-Shannon Divergence.” Advances in Mathematics. Elsevier, 2021. https://doi.org/10.1016/j.aim.2021.107595. ieee: D. Virosztek, “The metric property of the quantum Jensen-Shannon divergence,” Advances in Mathematics, vol. 380, no. 3. Elsevier, 2021. ista: Virosztek D. 2021. The metric property of the quantum Jensen-Shannon divergence. Advances in Mathematics. 380(3), 107595. mla: Virosztek, Daniel. “The Metric Property of the Quantum Jensen-Shannon Divergence.” Advances in Mathematics, vol. 380, no. 3, 107595, Elsevier, 2021, doi:10.1016/j.aim.2021.107595. short: D. Virosztek, Advances in Mathematics 380 (2021). date_created: 2021-01-22T17:55:17Z date_published: 2021-03-26T00:00:00Z date_updated: 2023-08-07T13:34:48Z day: '26' department: - _id: LaEr doi: 10.1016/j.aim.2021.107595 ec_funded: 1 external_id: arxiv: - '1910.10447' isi: - '000619676100035' intvolume: ' 380' isi: 1 issue: '3' keyword: - General Mathematics language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1910.10447 month: '03' oa: 1 oa_version: Preprint project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability publication: Advances in Mathematics publication_identifier: issn: - 0001-8708 publication_status: published publisher: Elsevier quality_controlled: '1' status: public title: The metric property of the quantum Jensen-Shannon divergence type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 380 year: '2021' ... --- _id: '9412' abstract: - lang: eng text: We extend our recent result [22] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices X with independent, identically distributed complex entries to the real symmetry class. We find that the expectation and variance substantially differ from their complex counterparts, reflecting (i) the special spectral symmetry of real matrices onto the real axis; and (ii) the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes the previously known special cases where either the test function is analytic [49] or the first four moments of the matrix elements match the real Gaussian [59, 44]. The key element of the proof is the analysis of several weakly dependent Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared with [22] is that the correlation structure of the stochastic differentials in each individual DBM is non-trivial, potentially even jeopardising its well-posedness. article_number: '24' 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 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - 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: Cipolloni G, Erdös L, Schröder DJ. Fluctuation around the circular law for random matrices with real entries. Electronic Journal of Probability. 2021;26. doi:10.1214/21-EJP591 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Fluctuation around the circular law for random matrices with real entries. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/21-EJP591 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Fluctuation around the Circular Law for Random Matrices with Real Entries.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2021. https://doi.org/10.1214/21-EJP591. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Fluctuation around the circular law for random matrices with real entries,” Electronic Journal of Probability, vol. 26. Institute of Mathematical Statistics, 2021. ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Fluctuation around the circular law for random matrices with real entries. Electronic Journal of Probability. 26, 24. mla: Cipolloni, Giorgio, et al. “Fluctuation around the Circular Law for Random Matrices with Real Entries.” Electronic Journal of Probability, vol. 26, 24, Institute of Mathematical Statistics, 2021, doi:10.1214/21-EJP591. short: G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability 26 (2021). date_created: 2021-05-23T22:01:44Z date_published: 2021-03-23T00:00:00Z date_updated: 2023-08-08T13:39:19Z day: '23' ddc: - '510' department: - _id: LaEr doi: 10.1214/21-EJP591 ec_funded: 1 external_id: arxiv: - '2002.02438' isi: - '000641855600001' file: - access_level: open_access checksum: 864ab003ad4cffea783f65aa8c2ba69f content_type: application/pdf creator: kschuh date_created: 2021-05-25T13:24:19Z date_updated: 2021-05-25T13:24:19Z file_id: '9423' file_name: 2021_EJP_Cipolloni.pdf file_size: 865148 relation: main_file success: 1 file_date_updated: 2021-05-25T13:24:19Z has_accepted_license: '1' intvolume: ' 26' isi: 1 language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: Electronic Journal of Probability publication_identifier: eissn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Fluctuation around the circular law for random matrices with real entries tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 26 year: '2021' ... --- _id: '9550' abstract: - lang: eng text: 'We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the equipartition principle for quantum systems whose components are modelled by Wigner matrices. ' acknowledgement: The first author is supported in part by Hong Kong RGC Grant GRF 16301519 and NSFC 11871425. The second author is supported in part by ERC Advanced Grant RANMAT 338804. The third author is supported in part by Swedish Research Council Grant VR-2017-05195 and the Knut and Alice Wallenberg Foundation article_number: e44 article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 2021;9. doi:10.1017/fms.2021.38 apa: Bao, Z., Erdös, L., & Schnelli, K. (2021). Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2021.38 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2021. https://doi.org/10.1017/fms.2021.38. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Equipartition principle for Wigner matrices,” Forum of Mathematics, Sigma, vol. 9. Cambridge University Press, 2021. ista: Bao Z, Erdös L, Schnelli K. 2021. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 9, e44. mla: Bao, Zhigang, et al. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 9, e44, Cambridge University Press, 2021, doi:10.1017/fms.2021.38. short: Z. Bao, L. Erdös, K. Schnelli, Forum of Mathematics, Sigma 9 (2021). date_created: 2021-06-13T22:01:33Z date_published: 2021-05-27T00:00:00Z date_updated: 2023-08-08T14:03:40Z day: '27' ddc: - '510' department: - _id: LaEr doi: 10.1017/fms.2021.38 ec_funded: 1 external_id: arxiv: - '2008.07061' isi: - '000654960800001' file: - access_level: open_access checksum: 47c986578de132200d41e6d391905519 content_type: application/pdf creator: cziletti date_created: 2021-06-15T14:40:45Z date_updated: 2021-06-15T14:40:45Z file_id: '9555' file_name: 2021_ForumMath_Bao.pdf file_size: 483458 relation: main_file success: 1 file_date_updated: 2021-06-15T14:40:45Z has_accepted_license: '1' intvolume: ' 9' isi: 1 language: - iso: eng month: '05' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Forum of Mathematics, Sigma publication_identifier: eissn: - '20505094' publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: Equipartition principle for Wigner matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 9 year: '2021' ... --- _id: '9912' abstract: - lang: eng text: "In the customary random matrix model for transport in quantum dots with M internal degrees of freedom coupled to a chaotic environment via \U0001D441≪\U0001D440 channels, the density \U0001D70C of transmission eigenvalues is computed from a specific invariant ensemble for which explicit formula for the joint probability density of all eigenvalues is available. We revisit this problem in the large N regime allowing for (i) arbitrary ratio \U0001D719:=\U0001D441/\U0001D440≤1; and (ii) general distributions for the matrix elements of the Hamiltonian of the quantum dot. In the limit \U0001D719→0, we recover the formula for the density \U0001D70C that Beenakker (Rev Mod Phys 69:731–808, 1997) has derived for a special matrix ensemble. We also prove that the inverse square root singularity of the density at zero and full transmission in Beenakker’s formula persists for any \U0001D719<1 but in the borderline case \U0001D719=1 an anomalous \U0001D706−2/3 singularity arises at zero. To access this level of generality, we develop the theory of global and local laws on the spectral density of a large class of noncommutative rational expressions in large random matrices with i.i.d. entries." acknowledgement: The authors are very grateful to Yan Fyodorov for discussions on the physical background and for providing references, and to the anonymous referee for numerous valuable remarks. article_processing_charge: Yes (in subscription journal) article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Erdös L, Krüger TH, Nemish Y. Scattering in quantum dots via noncommutative rational functions. Annales Henri Poincaré . 2021;22:4205–4269. doi:10.1007/s00023-021-01085-6 apa: Erdös, L., Krüger, T. H., & Nemish, Y. (2021). Scattering in quantum dots via noncommutative rational functions. Annales Henri Poincaré . Springer Nature. https://doi.org/10.1007/s00023-021-01085-6 chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Scattering in Quantum Dots via Noncommutative Rational Functions.” Annales Henri Poincaré . Springer Nature, 2021. https://doi.org/10.1007/s00023-021-01085-6. ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Scattering in quantum dots via noncommutative rational functions,” Annales Henri Poincaré , vol. 22. Springer Nature, pp. 4205–4269, 2021. ista: Erdös L, Krüger TH, Nemish Y. 2021. Scattering in quantum dots via noncommutative rational functions. Annales Henri Poincaré . 22, 4205–4269. mla: Erdös, László, et al. “Scattering in Quantum Dots via Noncommutative Rational Functions.” Annales Henri Poincaré , vol. 22, Springer Nature, 2021, pp. 4205–4269, doi:10.1007/s00023-021-01085-6. short: L. Erdös, T.H. Krüger, Y. Nemish, Annales Henri Poincaré 22 (2021) 4205–4269. date_created: 2021-08-15T22:01:29Z date_published: 2021-12-01T00:00:00Z date_updated: 2023-08-11T10:31:48Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00023-021-01085-6 ec_funded: 1 external_id: arxiv: - '1911.05112' isi: - '000681531500001' file: - access_level: open_access checksum: 8d6bac0e2b0a28539608b0538a8e3b38 content_type: application/pdf creator: dernst date_created: 2022-05-12T12:50:27Z date_updated: 2022-05-12T12:50:27Z file_id: '11365' file_name: 2021_AnnHenriPoincare_Erdoes.pdf file_size: 1162454 relation: main_file success: 1 file_date_updated: 2022-05-12T12:50:27Z has_accepted_license: '1' intvolume: ' 22' isi: 1 language: - iso: eng month: '12' oa: 1 oa_version: Published Version page: 4205–4269 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: 'Annales Henri Poincaré ' publication_identifier: eissn: - 1424-0661 issn: - 1424-0637 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Scattering in quantum dots via noncommutative rational functions tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 22 year: '2021' ... --- _id: '10221' abstract: - lang: eng text: We prove that any deterministic matrix is approximately the identity in the eigenbasis of a large random Wigner matrix with very high probability and with an optimal error inversely proportional to the square root of the dimension. Our theorem thus rigorously verifies the Eigenstate Thermalisation Hypothesis by Deutsch (Phys Rev A 43:2046–2049, 1991) for the simplest chaotic quantum system, the Wigner ensemble. In mathematical terms, we prove the strong form of Quantum Unique Ergodicity (QUE) with an optimal convergence rate for all eigenvectors simultaneously, generalizing previous probabilistic QUE results in Bourgade and Yau (Commun Math Phys 350:231–278, 2017) and Bourgade et al. (Commun Pure Appl Math 73:1526–1596, 2020). acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - 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: Cipolloni G, Erdös L, Schröder DJ. Eigenstate thermalization hypothesis for Wigner matrices. Communications in Mathematical Physics. 2021;388(2):1005–1048. doi:10.1007/s00220-021-04239-z apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Eigenstate thermalization hypothesis for Wigner matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-021-04239-z chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Eigenstate Thermalization Hypothesis for Wigner Matrices.” Communications in Mathematical Physics. Springer Nature, 2021. https://doi.org/10.1007/s00220-021-04239-z. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Eigenstate thermalization hypothesis for Wigner matrices,” Communications in Mathematical Physics, vol. 388, no. 2. Springer Nature, pp. 1005–1048, 2021. ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Eigenstate thermalization hypothesis for Wigner matrices. Communications in Mathematical Physics. 388(2), 1005–1048. mla: Cipolloni, Giorgio, et al. “Eigenstate Thermalization Hypothesis for Wigner Matrices.” Communications in Mathematical Physics, vol. 388, no. 2, Springer Nature, 2021, pp. 1005–1048, doi:10.1007/s00220-021-04239-z. short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 388 (2021) 1005–1048. date_created: 2021-11-07T23:01:25Z date_published: 2021-10-29T00:00:00Z date_updated: 2023-08-14T10:29:49Z day: '29' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00220-021-04239-z external_id: arxiv: - '2012.13215' isi: - '000712232700001' file: - access_level: open_access checksum: a2c7b6f5d23b5453cd70d1261272283b content_type: application/pdf creator: cchlebak date_created: 2022-02-02T10:19:55Z date_updated: 2022-02-02T10:19:55Z file_id: '10715' file_name: 2021_CommunMathPhys_Cipolloni.pdf file_size: 841426 relation: main_file success: 1 file_date_updated: 2022-02-02T10:19:55Z has_accepted_license: '1' intvolume: ' 388' isi: 1 issue: '2' language: - iso: eng month: '10' oa: 1 oa_version: Published Version page: 1005–1048 project: - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Communications in Mathematical Physics publication_identifier: eissn: - 1432-0916 issn: - 0010-3616 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Eigenstate thermalization hypothesis for Wigner matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 388 year: '2021' ... --- _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:10.15479/AT:ISTA:9022 apa: Cipolloni, G. (2021). Fluctuations in the spectrum of random matrices. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:9022 chicago: Cipolloni, Giorgio. “Fluctuations in the Spectrum of Random Matrices.” Institute of Science and Technology Austria, 2021. https://doi.org/10.15479/AT:ISTA:9022. 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. Fluctuations in the Spectrum of Random Matrices. Institute of Science and Technology Austria, 2021, doi:10.15479/AT:ISTA:9022. short: G. Cipolloni, Fluctuations in the Spectrum of Random Matrices, Institute of Science and Technology Austria, 2021. date_created: 2021-01-21T18:16:54Z date_published: 2021-01-25T00:00:00Z date_updated: 2023-09-07T13:29:32Z day: '25' ddc: - '510' degree_awarded: PhD department: - _id: GradSch - _id: LaEr doi: 10.15479/AT:ISTA:9022 ec_funded: 1 file: - access_level: open_access checksum: 5a93658a5f19478372523ee232887e2b content_type: application/pdf creator: gcipollo date_created: 2021-01-25T14:19:03Z date_updated: 2021-01-25T14:19:03Z file_id: '9043' file_name: thesis.pdf file_size: 4127796 relation: main_file success: 1 - access_level: closed checksum: e8270eddfe6a988e92a53c88d1d19b8c content_type: application/zip creator: gcipollo date_created: 2021-01-25T14:19:10Z date_updated: 2021-01-25T14:19:10Z file_id: '9044' file_name: Thesis_files.zip file_size: 12775206 relation: source_file file_date_updated: 2021-01-25T14:19:10Z has_accepted_license: '1' language: - iso: eng month: '01' oa: 1 oa_version: Published Version page: '380' project: - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 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: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2021' ... --- _id: '15013' abstract: - lang: eng text: We consider random n×n matrices X with independent and centered entries and a general variance profile. We show that the spectral radius of X converges with very high probability to the square root of the spectral radius of the variance matrix of X when n tends to infinity. We also establish the optimal rate of convergence, that is a new result even for general i.i.d. matrices beyond the explicitly solvable Gaussian cases. The main ingredient is the proof of the local inhomogeneous circular law [arXiv:1612.07776] at the spectral edge. acknowledgement: Partially supported by ERC Starting Grant RandMat No. 715539 and the SwissMap grant of Swiss National Science Foundation. Partially supported by ERC Advanced Grant RanMat No. 338804. Partially supported by the Hausdorff Center for Mathematics in Bonn. article_processing_charge: No article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Alt J, Erdös L, Krüger TH. Spectral radius of random matrices with independent entries. Probability and Mathematical Physics. 2021;2(2):221-280. doi:10.2140/pmp.2021.2.221 apa: Alt, J., Erdös, L., & Krüger, T. H. (2021). Spectral radius of random matrices with independent entries. Probability and Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2021.2.221 chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Spectral Radius of Random Matrices with Independent Entries.” Probability and Mathematical Physics. Mathematical Sciences Publishers, 2021. https://doi.org/10.2140/pmp.2021.2.221. ieee: J. Alt, L. Erdös, and T. H. Krüger, “Spectral radius of random matrices with independent entries,” Probability and Mathematical Physics, vol. 2, no. 2. Mathematical Sciences Publishers, pp. 221–280, 2021. ista: Alt J, Erdös L, Krüger TH. 2021. Spectral radius of random matrices with independent entries. Probability and Mathematical Physics. 2(2), 221–280. mla: Alt, Johannes, et al. “Spectral Radius of Random Matrices with Independent Entries.” Probability and Mathematical Physics, vol. 2, no. 2, Mathematical Sciences Publishers, 2021, pp. 221–80, doi:10.2140/pmp.2021.2.221. short: J. Alt, L. Erdös, T.H. Krüger, Probability and Mathematical Physics 2 (2021) 221–280. date_created: 2024-02-18T23:01:03Z date_published: 2021-05-21T00:00:00Z date_updated: 2024-02-19T08:30:00Z day: '21' department: - _id: LaEr doi: 10.2140/pmp.2021.2.221 ec_funded: 1 external_id: arxiv: - '1907.13631' intvolume: ' 2' issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.1907.13631 month: '05' oa: 1 oa_version: Preprint page: 221-280 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability and Mathematical Physics publication_identifier: eissn: - 2690-1005 issn: - 2690-0998 publication_status: published publisher: Mathematical Sciences Publishers quality_controlled: '1' scopus_import: '1' status: public title: Spectral radius of random matrices with independent entries type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 2 year: '2021' ... --- _id: '8601' abstract: - lang: eng text: We consider large non-Hermitian real or complex random matrices X with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of the Ginibre ensemble, i.e. when the matrix elements of X are Gaussian. This result is the non-Hermitian counterpart of the universality of the Tracy–Widom distribution at the spectral edges of the Wigner ensemble. article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - 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: Cipolloni G, Erdös L, Schröder DJ. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. 2021. doi:10.1007/s00440-020-01003-7 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. Springer Nature. https://doi.org/10.1007/s00440-020-01003-7 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Edge Universality for Non-Hermitian Random Matrices.” Probability Theory and Related Fields. Springer Nature, 2021. https://doi.org/10.1007/s00440-020-01003-7. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Edge universality for non-Hermitian random matrices,” Probability Theory and Related Fields. Springer Nature, 2021. ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. mla: Cipolloni, Giorgio, et al. “Edge Universality for Non-Hermitian Random Matrices.” Probability Theory and Related Fields, Springer Nature, 2021, doi:10.1007/s00440-020-01003-7. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields (2021). date_created: 2020-10-04T22:01:37Z date_published: 2021-02-01T00:00:00Z date_updated: 2024-03-07T15:07:53Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00440-020-01003-7 ec_funded: 1 external_id: arxiv: - '1908.00969' isi: - '000572724600002' file: - access_level: open_access checksum: 611ae28d6055e1e298d53a57beb05ef4 content_type: application/pdf creator: dernst date_created: 2020-10-05T14:53:40Z date_updated: 2020-10-05T14:53:40Z file_id: '8612' file_name: 2020_ProbTheory_Cipolloni.pdf file_size: 497032 relation: main_file success: 1 file_date_updated: 2020-10-05T14:53:40Z has_accepted_license: '1' isi: 1 language: - iso: eng month: '02' oa: 1 oa_version: Published Version project: - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: Probability Theory and Related Fields publication_identifier: eissn: - '14322064' issn: - '01788051' publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Edge universality for non-Hermitian random matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 year: '2021' ... --- _id: '7389' abstract: - lang: eng text: "Recently Kloeckner described the structure of the isometry group of the quadratic Wasserstein space W_2(R^n). It turned out that the case of the real line is exceptional in the sense that there exists an exotic isometry flow. Following this line of investigation, we compute Isom(W_p(R)), the isometry group of the Wasserstein space\r\nW_p(R) for all p \\in [1,\\infty) \\setminus {2}. We show that W_2(R) is also exceptional regarding the\r\nparameter p: W_p(R) is isometrically rigid if and only if p is not equal to 2. Regarding the underlying\r\nspace, we prove that the exceptionality of p = 2 disappears if we replace R by the compact\r\ninterval [0,1]. Surprisingly, in that case, W_p([0,1]) is isometrically rigid if and only if\r\np is not equal to 1. Moreover, W_1([0,1]) admits isometries that split mass, and Isom(W_1([0,1]))\r\ncannot be embedded into Isom(W_1(R))." article_processing_charge: No article_type: original author: - first_name: Gyorgy Pal full_name: Geher, Gyorgy Pal last_name: Geher - first_name: Tamas full_name: Titkos, Tamas last_name: Titkos - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Geher GP, Titkos T, Virosztek D. Isometric study of Wasserstein spaces - the real line. Transactions of the American Mathematical Society. 2020;373(8):5855-5883. doi:10.1090/tran/8113 apa: Geher, G. P., Titkos, T., & Virosztek, D. (2020). Isometric study of Wasserstein spaces - the real line. Transactions of the American Mathematical Society. American Mathematical Society. https://doi.org/10.1090/tran/8113 chicago: Geher, Gyorgy Pal, Tamas Titkos, and Daniel Virosztek. “Isometric Study of Wasserstein Spaces - the Real Line.” Transactions of the American Mathematical Society. American Mathematical Society, 2020. https://doi.org/10.1090/tran/8113. ieee: G. P. Geher, T. Titkos, and D. Virosztek, “Isometric study of Wasserstein spaces - the real line,” Transactions of the American Mathematical Society, vol. 373, no. 8. American Mathematical Society, pp. 5855–5883, 2020. ista: Geher GP, Titkos T, Virosztek D. 2020. Isometric study of Wasserstein spaces - the real line. Transactions of the American Mathematical Society. 373(8), 5855–5883. mla: Geher, Gyorgy Pal, et al. “Isometric Study of Wasserstein Spaces - the Real Line.” Transactions of the American Mathematical Society, vol. 373, no. 8, American Mathematical Society, 2020, pp. 5855–83, doi:10.1090/tran/8113. short: G.P. Geher, T. Titkos, D. Virosztek, Transactions of the American Mathematical Society 373 (2020) 5855–5883. date_created: 2020-01-29T10:20:46Z date_published: 2020-08-01T00:00:00Z date_updated: 2023-08-17T14:31:03Z day: '01' ddc: - '515' department: - _id: LaEr doi: 10.1090/tran/8113 ec_funded: 1 external_id: arxiv: - '2002.00859' isi: - '000551418100018' intvolume: ' 373' isi: 1 issue: '8' keyword: - Wasserstein space - isometric embeddings - isometric rigidity - exotic isometry flow language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/2002.00859 month: '08' oa: 1 oa_version: Preprint page: 5855-5883 project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability publication: Transactions of the American Mathematical Society publication_identifier: eissn: - '10886850' issn: - '00029947' publication_status: published publisher: American Mathematical Society quality_controlled: '1' status: public title: Isometric study of Wasserstein spaces - the real line type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 373 year: '2020' ... --- _id: '7512' abstract: - lang: eng text: We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the eigenvalue density on scales just above the eigenvalue spacing follows the global density of states which is determined by free probability theory. We prove that these conditions hold for general homogeneous polynomials of degree two and for symmetrized products of independent matrices with i.i.d. entries, thus establishing the optimal bulk local law for these classes of ensembles. In particular, we generalize a similar result of Anderson for anticommutator. For more general polynomials our conditions are effectively checkable numerically. acknowledgement: "The authors are grateful to Oskari Ajanki for his invaluable help at the initial stage of this project, to Serban Belinschi for useful discussions, to Alexander Tikhomirov for calling our attention to the model example in Section 6.2 and to the anonymous referee for suggesting to simplify certain proofs. Erdös: Partially funded by ERC Advanced Grant RANMAT No. 338804\r\n" article_number: '108507' article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Erdös L, Krüger TH, Nemish Y. Local laws for polynomials of Wigner matrices. Journal of Functional Analysis. 2020;278(12). doi:10.1016/j.jfa.2020.108507 apa: Erdös, L., Krüger, T. H., & Nemish, Y. (2020). Local laws for polynomials of Wigner matrices. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2020.108507 chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Local Laws for Polynomials of Wigner Matrices.” Journal of Functional Analysis. Elsevier, 2020. https://doi.org/10.1016/j.jfa.2020.108507. ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Local laws for polynomials of Wigner matrices,” Journal of Functional Analysis, vol. 278, no. 12. Elsevier, 2020. ista: Erdös L, Krüger TH, Nemish Y. 2020. Local laws for polynomials of Wigner matrices. Journal of Functional Analysis. 278(12), 108507. mla: Erdös, László, et al. “Local Laws for Polynomials of Wigner Matrices.” Journal of Functional Analysis, vol. 278, no. 12, 108507, Elsevier, 2020, doi:10.1016/j.jfa.2020.108507. short: L. Erdös, T.H. Krüger, Y. Nemish, Journal of Functional Analysis 278 (2020). date_created: 2020-02-23T23:00:36Z date_published: 2020-07-01T00:00:00Z date_updated: 2023-08-18T06:36:10Z day: '01' department: - _id: LaEr doi: 10.1016/j.jfa.2020.108507 ec_funded: 1 external_id: arxiv: - '1804.11340' isi: - '000522798900001' intvolume: ' 278' isi: 1 issue: '12' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.11340 month: '07' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal of Functional Analysis publication_identifier: eissn: - '10960783' issn: - '00221236' publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: Local laws for polynomials of Wigner matrices type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 278 year: '2020' ... --- _id: '7618' abstract: - lang: eng text: 'This short note aims to study quantum Hellinger distances investigated recently by Bhatia et al. (Lett Math Phys 109:1777–1804, 2019) with a particular emphasis on barycenters. We introduce the family of generalized quantum Hellinger divergences that are of the form ϕ(A,B)=Tr((1−c)A+cB−AσB), where σ is an arbitrary Kubo–Ando mean, and c∈(0,1) is the weight of σ. We note that these divergences belong to the family of maximal quantum f-divergences, and hence are jointly convex, and satisfy the data processing inequality. We derive a characterization of the barycenter of finitely many positive definite operators for these generalized quantum Hellinger divergences. We note that the characterization of the barycenter as the weighted multivariate 1/2-power mean, that was claimed in Bhatia et al. (2019), is true in the case of commuting operators, but it is not correct in the general case. ' acknowledgement: "J. Pitrik was supported by the Hungarian Academy of Sciences Lendület-Momentum Grant for Quantum\r\nInformation Theory, No. 96 141, and by the Hungarian National Research, Development and Innovation\r\nOffice (NKFIH) via Grants Nos. K119442, K124152 and KH129601. D. Virosztek was supported by the\r\nISTFELLOW program of the Institute of Science and Technology Austria (Project Code IC1027FELL01),\r\nby the European Union’s Horizon 2020 research and innovation program under the Marie\r\nSklodowska-Curie Grant Agreement No. 846294, and partially supported by the Hungarian National\r\nResearch, Development and Innovation Office (NKFIH) via Grants Nos. K124152 and KH129601.\r\nWe are grateful to Milán Mosonyi for drawing our attention to Ref.’s [6,14,15,17,\r\n20,21], for comments on earlier versions of this paper, and for several discussions on the topic. We are\r\nalso grateful to Miklós Pálfia for several discussions; to László Erdös for his essential suggestions on the\r\nstructure and highlights of this paper, and for his comments on earlier versions; and to the anonymous\r\nreferee for his/her valuable comments and suggestions." article_processing_charge: No article_type: original author: - first_name: Jozsef full_name: Pitrik, Jozsef last_name: Pitrik - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Pitrik J, Virosztek D. Quantum Hellinger distances revisited. Letters in Mathematical Physics. 2020;110(8):2039-2052. doi:10.1007/s11005-020-01282-0 apa: Pitrik, J., & Virosztek, D. (2020). Quantum Hellinger distances revisited. Letters in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s11005-020-01282-0 chicago: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.” Letters in Mathematical Physics. Springer Nature, 2020. https://doi.org/10.1007/s11005-020-01282-0. ieee: J. Pitrik and D. Virosztek, “Quantum Hellinger distances revisited,” Letters in Mathematical Physics, vol. 110, no. 8. Springer Nature, pp. 2039–2052, 2020. ista: Pitrik J, Virosztek D. 2020. Quantum Hellinger distances revisited. Letters in Mathematical Physics. 110(8), 2039–2052. mla: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.” Letters in Mathematical Physics, vol. 110, no. 8, Springer Nature, 2020, pp. 2039–52, doi:10.1007/s11005-020-01282-0. short: J. Pitrik, D. Virosztek, Letters in Mathematical Physics 110 (2020) 2039–2052. date_created: 2020-03-25T15:57:48Z date_published: 2020-08-01T00:00:00Z date_updated: 2023-08-18T10:17:26Z day: '01' department: - _id: LaEr doi: 10.1007/s11005-020-01282-0 ec_funded: 1 external_id: arxiv: - '1903.10455' isi: - '000551556000002' intvolume: ' 110' isi: 1 issue: '8' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1903.10455 month: '08' oa: 1 oa_version: Preprint page: 2039-2052 project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Letters in Mathematical Physics publication_identifier: eissn: - 1573-0530 issn: - 0377-9017 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Quantum Hellinger distances revisited type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 110 year: '2020' ... --- _id: '9104' abstract: - lang: eng text: We consider the free additive convolution of two probability measures μ and ν on the real line and show that μ ⊞ v is supported on a single interval if μ and ν each has single interval support. Moreover, the density of μ ⊞ ν is proven to vanish as a square root near the edges of its support if both μ and ν have power law behavior with exponents between −1 and 1 near their edges. In particular, these results show the ubiquity of the conditions in our recent work on optimal local law at the spectral edges for addition of random matrices [5]. acknowledgement: "Supported in part by Hong Kong RGC Grant ECS 26301517.\r\nSupported in part by ERC Advanced Grant RANMAT No. 338804.\r\nSupported in part by the Knut and Alice Wallenberg Foundation and the Swedish Research Council Grant VR-2017-05195." article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. On the support of the free additive convolution. Journal d’Analyse Mathematique. 2020;142:323-348. doi:10.1007/s11854-020-0135-2 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). On the support of the free additive convolution. Journal d’Analyse Mathematique. Springer Nature. https://doi.org/10.1007/s11854-020-0135-2 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique. Springer Nature, 2020. https://doi.org/10.1007/s11854-020-0135-2. ieee: Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,” Journal d’Analyse Mathematique, vol. 142. Springer Nature, pp. 323–348, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. On the support of the free additive convolution. Journal d’Analyse Mathematique. 142, 323–348. mla: Bao, Zhigang, et al. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique, vol. 142, Springer Nature, 2020, pp. 323–48, doi:10.1007/s11854-020-0135-2. short: Z. Bao, L. Erdös, K. Schnelli, Journal d’Analyse Mathematique 142 (2020) 323–348. date_created: 2021-02-07T23:01:15Z date_published: 2020-11-01T00:00:00Z date_updated: 2023-08-24T11:16:03Z day: '01' department: - _id: LaEr doi: 10.1007/s11854-020-0135-2 ec_funded: 1 external_id: arxiv: - '1804.11199' isi: - '000611879400008' intvolume: ' 142' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.11199 month: '11' oa: 1 oa_version: Preprint page: 323-348 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal d'Analyse Mathematique publication_identifier: eissn: - '15658538' issn: - '00217670' publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: On the support of the free additive convolution type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 142 year: '2020' ... --- _id: '10862' abstract: - lang: eng text: We consider the sum of two large Hermitian matrices A and B with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is asymptotically given by the free additive convolution of the laws of A and B as the dimension of the matrix increases. This implies optimal rigidity of the eigenvalues and optimal rate of convergence in Voiculescu's theorem. Our previous works [4], [5] established these results in the bulk spectrum, the current paper completely settles the problem at the spectral edges provided they have the typical square-root behavior. The key element of our proof is to compensate the deterioration of the stability of the subordination equations by sharp error estimates that properly account for the local density near the edge. Our results also hold if the Haar unitary matrix is replaced by the Haar orthogonal matrix. acknowledgement: Partially supported by ERC Advanced Grant RANMAT No. 338804. article_number: '108639' article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin last_name: Schnelli citation: ama: Bao Z, Erdös L, Schnelli K. Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. 2020;279(7). doi:10.1016/j.jfa.2020.108639 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2020.108639 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Spectral Rigidity for Addition of Random Matrices at the Regular Edge.” Journal of Functional Analysis. Elsevier, 2020. https://doi.org/10.1016/j.jfa.2020.108639. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Spectral rigidity for addition of random matrices at the regular edge,” Journal of Functional Analysis, vol. 279, no. 7. Elsevier, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. 279(7), 108639. mla: Bao, Zhigang, et al. “Spectral Rigidity for Addition of Random Matrices at the Regular Edge.” Journal of Functional Analysis, vol. 279, no. 7, 108639, Elsevier, 2020, doi:10.1016/j.jfa.2020.108639. short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 279 (2020). date_created: 2022-03-18T10:18:59Z date_published: 2020-10-15T00:00:00Z date_updated: 2023-08-24T14:08:42Z day: '15' department: - _id: LaEr doi: 10.1016/j.jfa.2020.108639 ec_funded: 1 external_id: arxiv: - '1708.01597' isi: - '000559623200009' intvolume: ' 279' isi: 1 issue: '7' keyword: - Analysis language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1708.01597 month: '10' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal of Functional Analysis publication_identifier: issn: - 0022-1236 publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: Spectral rigidity for addition of random matrices at the regular edge type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 279 year: '2020' ... --- _id: '6488' abstract: - lang: eng text: We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix W˜ and its minor W. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of W˜ and W. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices, the fluctuation may entirely vanish. article_number: '2050006' article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: 'Cipolloni G, Erdös L. Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. 2020;9(3). doi:10.1142/S2010326320500069' apa: 'Cipolloni, G., & Erdös, L. (2020). Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. World Scientific Publishing. https://doi.org/10.1142/S2010326320500069' chicago: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application. World Scientific Publishing, 2020. https://doi.org/10.1142/S2010326320500069.' ieee: 'G. Cipolloni and L. Erdös, “Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices,” Random Matrices: Theory and Application, vol. 9, no. 3. World Scientific Publishing, 2020.' ista: 'Cipolloni G, Erdös L. 2020. Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. 9(3), 2050006.' mla: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application, vol. 9, no. 3, 2050006, World Scientific Publishing, 2020, doi:10.1142/S2010326320500069.' short: 'G. Cipolloni, L. Erdös, Random Matrices: Theory and Application 9 (2020).' date_created: 2019-05-26T21:59:14Z date_published: 2020-07-01T00:00:00Z date_updated: 2023-08-28T08:38:48Z day: '01' department: - _id: LaEr doi: 10.1142/S2010326320500069 ec_funded: 1 external_id: arxiv: - '1806.08751' isi: - '000547464400001' intvolume: ' 9' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1806.08751 month: '07' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: 'Random Matrices: Theory and Application' publication_identifier: eissn: - '20103271' issn: - '20103263' publication_status: published publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 9 year: '2020' ... --- _id: '6185' abstract: - lang: eng text: For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are universal 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 in the complex Hermitian class. Our analysis holds not only for exact cusps, but approximate cusps as well, where an extended Pearcey process emerges. As a main technical ingredient we prove an optimal local law at the cusp for both symmetry classes. This result is also the key input in the companion paper (Cipolloni et al. in Pure Appl Anal, 2018. arXiv:1811.04055) where the cusp universality for real symmetric Wigner-type matrices is proven. The novel cusp fluctuation mechanism is also essential for the recent results on the spectral radius of non-Hermitian random matrices (Alt et al. in Spectral radius of random matrices with independent entries, 2019. arXiv:1907.13631), and the non-Hermitian edge universality (Cipolloni et al. in Edge universality for non-Hermitian random matrices, 2019. arXiv:1908.00969). acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). The authors are very grateful to Johannes Alt for numerous discussions on the Dyson equation and for his invaluable help in adjusting [10] to the needs of the present work. article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: 'Erdös L, Krüger TH, Schröder DJ. Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. 2020;378:1203-1278. doi:10.1007/s00220-019-03657-4' apa: 'Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-019-03657-4' chicago: 'Erdös, László, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” Communications in Mathematical Physics. Springer Nature, 2020. https://doi.org/10.1007/s00220-019-03657-4.' ieee: 'L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random matrices I: Local law and the complex Hermitian case,” Communications in Mathematical Physics, vol. 378. Springer Nature, pp. 1203–1278, 2020.' ista: 'Erdös L, Krüger TH, Schröder DJ. 2020. Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. 378, 1203–1278.' mla: 'Erdös, László, et al. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” Communications in Mathematical Physics, vol. 378, Springer Nature, 2020, pp. 1203–78, doi:10.1007/s00220-019-03657-4.' short: L. Erdös, T.H. Krüger, D.J. Schröder, Communications in Mathematical Physics 378 (2020) 1203–1278. date_created: 2019-03-28T10:21:15Z date_published: 2020-09-01T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '01' ddc: - '530' - '510' department: - _id: LaEr doi: 10.1007/s00220-019-03657-4 ec_funded: 1 external_id: arxiv: - '1809.03971' isi: - '000529483000001' file: - access_level: open_access checksum: c3a683e2afdcea27afa6880b01e53dc2 content_type: application/pdf creator: dernst date_created: 2020-11-18T11:14:37Z date_updated: 2020-11-18T11:14:37Z file_id: '8771' file_name: 2020_CommMathPhysics_Erdoes.pdf file_size: 2904574 relation: main_file success: 1 file_date_updated: 2020-11-18T11:14:37Z has_accepted_license: '1' intvolume: ' 378' isi: 1 language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1203-1278 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Communications in Mathematical Physics publication_identifier: eissn: - 1432-0916 issn: - 0010-3616 publication_status: published publisher: Springer Nature quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: 'Cusp universality for random matrices I: Local law and the complex Hermitian case' tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 378 year: '2020' ... --- _id: '14694' abstract: - lang: eng text: We study the unique solution m of the Dyson equation \( -m(z)^{-1} = z\1 - a + S[m(z)] \) on a von Neumann algebra A with the constraint Imm≥0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of A and S is a positivity-preserving linear operator on A. We show that m is the Stieltjes transform of a compactly supported A-valued measure on R. Under suitable assumptions, we establish that this measure has a uniformly 1/3-Hölder continuous density with respect to the Lebesgue measure, which is supported on finitely many intervals, called bands. In fact, the density is analytic inside the bands with a square-root growth at the edges and internal cubic root cusps whenever the gap between two bands vanishes. The shape of these singularities is universal and no other singularity may occur. We give a precise asymptotic description of m near the singular points. These asymptotics generalize the analysis at the regular edges given in the companion paper on the Tracy-Widom universality for the edge eigenvalue statistics for correlated random matrices [the first author et al., Ann. Probab. 48, No. 2, 963--1001 (2020; Zbl 1434.60017)] and they play a key role in the proof of the Pearcey universality at the cusp for Wigner-type matrices [G. Cipolloni et al., Pure Appl. Anal. 1, No. 4, 615--707 (2019; Zbl 07142203); the second author et al., Commun. Math. Phys. 378, No. 2, 1203--1278 (2020; Zbl 07236118)]. We also extend the finite dimensional band mass formula from [the first author et al., loc. cit.] to the von Neumann algebra setting by showing that the spectral mass of the bands is topologically rigid under deformations and we conclude that these masses are quantized in some important cases. article_processing_charge: Yes article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. 2020;25:1421-1539. doi:10.4171/dm/780' apa: 'Alt, J., Erdös, L., & Krüger, T. H. (2020). The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. EMS Press. https://doi.org/10.4171/dm/780' chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica. EMS Press, 2020. https://doi.org/10.4171/dm/780.' ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and cusps,” Documenta Mathematica, vol. 25. EMS Press, pp. 1421–1539, 2020.' ista: 'Alt J, Erdös L, Krüger TH. 2020. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. 25, 1421–1539.' mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica, vol. 25, EMS Press, 2020, pp. 1421–539, doi:10.4171/dm/780.' short: J. Alt, L. Erdös, T.H. Krüger, Documenta Mathematica 25 (2020) 1421–1539. date_created: 2023-12-18T10:37:43Z date_published: 2020-09-01T00:00:00Z date_updated: 2023-12-18T10:46:09Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.4171/dm/780 external_id: arxiv: - '1804.07752' file: - access_level: open_access checksum: 12aacc1d63b852ff9a51c1f6b218d4a6 content_type: application/pdf creator: dernst date_created: 2023-12-18T10:42:32Z date_updated: 2023-12-18T10:42:32Z file_id: '14695' file_name: 2020_DocumentaMathematica_Alt.pdf file_size: 1374708 relation: main_file success: 1 file_date_updated: 2023-12-18T10:42:32Z has_accepted_license: '1' intvolume: ' 25' keyword: - General Mathematics language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1421-1539 publication: Documenta Mathematica publication_identifier: eissn: - 1431-0643 issn: - 1431-0635 publication_status: published publisher: EMS Press quality_controlled: '1' related_material: record: - id: '6183' relation: earlier_version status: public status: public title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps' tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 25 year: '2020' ... --- _id: '6184' abstract: - lang: eng text: We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models. article_processing_charge: No article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: 'Alt J, Erdös L, Krüger TH, Schröder DJ. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 2020;48(2):963-1001. doi:10.1214/19-AOP1379' apa: 'Alt, J., Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Correlated random matrices: Band rigidity and edge universality. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/19-AOP1379' chicago: 'Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/19-AOP1379.' ieee: 'J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices: Band rigidity and edge universality,” Annals of Probability, vol. 48, no. 2. Institute of Mathematical Statistics, pp. 963–1001, 2020.' ista: 'Alt J, Erdös L, Krüger TH, Schröder DJ. 2020. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 48(2), 963–1001.' mla: 'Alt, Johannes, et al. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability, vol. 48, no. 2, Institute of Mathematical Statistics, 2020, pp. 963–1001, doi:10.1214/19-AOP1379.' short: J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, Annals of Probability 48 (2020) 963–1001. date_created: 2019-03-28T09:20:08Z date_published: 2020-03-01T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '01' department: - _id: LaEr doi: 10.1214/19-AOP1379 ec_funded: 1 external_id: arxiv: - '1804.07744' isi: - '000528269100013' intvolume: ' 48' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.07744 month: '03' oa: 1 oa_version: Preprint page: 963-1001 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_identifier: issn: - 0091-1798 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: 'Correlated random matrices: Band rigidity and edge universality' type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 48 year: '2020' ... --- _id: '15063' abstract: - lang: eng text: We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal lower tail estimate on this singular value in the critical regime where z is around the spectral edge, thus improving the classical bound of Sankar, Spielman and Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395). acknowledgement: Partially supported by ERC Advanced Grant No. 338804. This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No. 66538 article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - 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: Cipolloni G, Erdös L, Schröder DJ. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 2020;1(1):101-146. doi:10.2140/pmp.2020.1.101 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2020). Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2020.1.101 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics. Mathematical Sciences Publishers, 2020. https://doi.org/10.2140/pmp.2020.1.101. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least singular value of the shifted Ginibre ensemble,” Probability and Mathematical Physics, vol. 1, no. 1. Mathematical Sciences Publishers, pp. 101–146, 2020. ista: Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 1(1), 101–146. mla: Cipolloni, Giorgio, et al. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics, vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:10.2140/pmp.2020.1.101. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability and Mathematical Physics 1 (2020) 101–146. date_created: 2024-03-04T10:27:57Z date_published: 2020-11-16T00:00:00Z date_updated: 2024-03-04T10:33:15Z day: '16' department: - _id: LaEr doi: 10.2140/pmp.2020.1.101 ec_funded: 1 external_id: arxiv: - '1908.01653' intvolume: ' 1' issue: '1' keyword: - General Medicine language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.1908.01653 month: '11' oa: 1 oa_version: Preprint page: 101-146 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: Probability and Mathematical Physics publication_identifier: issn: - 2690-1005 - 2690-0998 publication_status: published publisher: Mathematical Sciences Publishers quality_controlled: '1' scopus_import: '1' status: public title: Optimal lower bound on the least singular value of the shifted Ginibre ensemble type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 1 year: '2020' ... --- _id: '15079' abstract: - lang: eng text: "Large complex systems tend to develop universal patterns that often represent their essential characteristics. For example, the cumulative effects of independent or weakly dependent random variables often yield the Gaussian universality class via the central limit theorem. For non-commutative random variables, e.g. matrices, the Gaussian behavior is often replaced by another universality class, commonly called random matrix statistics. Nearby eigenvalues are strongly correlated, and, remarkably, their correlation structure is universal, depending only on the symmetry type of the matrix. Even more surprisingly, this feature is not restricted to matrices; in fact Eugene Wigner, the pioneer of the field, discovered in the 1950s that distributions of the gaps between energy levels of complicated quantum systems universally follow the same random matrix statistics. This claim has never been rigorously proved for any realistic physical system but experimental data and extensive numerics leave no doubt as to its correctness. Since then random matrices have proved to be extremely useful phenomenological models in a wide range of applications beyond quantum physics that include number theory, statistics, neuroscience, population dynamics, wireless communication and mathematical finance. The ubiquity of random matrices in natural sciences is still a mystery, but recent years have witnessed a breakthrough in the mathematical description of the statistical structure of their spectrum. Random matrices and closely related areas such as log-gases have become an extremely active research area in probability theory.\r\nThis workshop brought together outstanding researchers from a variety of mathematical backgrounds whose areas of research are linked to random matrices. While there are strong links between their motivations, the techniques used by these researchers span a large swath of mathematics, ranging from purely algebraic techniques to stochastic analysis, classical probability theory, operator algebra, supersymmetry, orthogonal polynomials, etc." article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Friedrich full_name: Götze, Friedrich last_name: Götze - first_name: Alice full_name: Guionnet, Alice last_name: Guionnet citation: ama: Erdös L, Götze F, Guionnet A. Random matrices. Oberwolfach Reports. 2020;16(4):3459-3527. doi:10.4171/owr/2019/56 apa: Erdös, L., Götze, F., & Guionnet, A. (2020). Random matrices. Oberwolfach Reports. European Mathematical Society. https://doi.org/10.4171/owr/2019/56 chicago: Erdös, László, Friedrich Götze, and Alice Guionnet. “Random Matrices.” Oberwolfach Reports. European Mathematical Society, 2020. https://doi.org/10.4171/owr/2019/56. ieee: L. Erdös, F. Götze, and A. Guionnet, “Random matrices,” Oberwolfach Reports, vol. 16, no. 4. European Mathematical Society, pp. 3459–3527, 2020. ista: Erdös L, Götze F, Guionnet A. 2020. Random matrices. Oberwolfach Reports. 16(4), 3459–3527. mla: Erdös, László, et al. “Random Matrices.” Oberwolfach Reports, vol. 16, no. 4, European Mathematical Society, 2020, pp. 3459–527, doi:10.4171/owr/2019/56. short: L. Erdös, F. Götze, A. Guionnet, Oberwolfach Reports 16 (2020) 3459–3527. date_created: 2024-03-05T07:54:44Z date_published: 2020-11-19T00:00:00Z date_updated: 2024-03-12T12:25:18Z day: '19' department: - _id: LaEr doi: 10.4171/owr/2019/56 intvolume: ' 16' issue: '4' language: - iso: eng month: '11' oa_version: None page: 3459-3527 publication: Oberwolfach Reports publication_identifier: issn: - 1660-8933 publication_status: published publisher: European Mathematical Society quality_controlled: '1' status: public title: Random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 16 year: '2020' ... --- _id: '7035' abstract: - lang: eng text: 'The aim of this short note is to expound one particular issue that was discussed during the talk [10] given at the symposium ”Researches on isometries as preserver problems and related topics” at Kyoto RIMS. That is, the role of Dirac masses by describing the isometry group of various metric spaces of probability measures. This article is of survey character, and it does not contain any essentially new results.From an isometric point of view, in some cases, metric spaces of measures are similar to C(K)-type function spaces. Similarity means here that their isometries are driven by some nice transformations of the underlying space. Of course, it depends on the particular choice of the metric how nice these transformations should be. Sometimes, as we will see, being a homeomorphism is enough to generate an isometry. But sometimes we need more: the transformation must preserve the underlying distance as well. Statements claiming that isometries in questions are necessarily induced by homeomorphisms are called Banach-Stone-type results, while results asserting that the underlying transformation is necessarily an isometry are termed as isometric rigidity results.As Dirac masses can be considered as building bricks of the set of all Borel measures, a natural question arises:Is it enough to understand how an isometry acts on the set of Dirac masses? Does this action extend uniquely to all measures?In what follows, we will thoroughly investigate this question.' article_processing_charge: No author: - first_name: Gyorgy Pal full_name: Geher, Gyorgy Pal last_name: Geher - first_name: Tamas full_name: Titkos, Tamas last_name: Titkos - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: 'Geher GP, Titkos T, Virosztek D. Dirac masses and isometric rigidity. In: Kyoto RIMS Kôkyûroku. Vol 2125. Research Institute for Mathematical Sciences, Kyoto University; 2019:34-41.' apa: 'Geher, G. P., Titkos, T., & Virosztek, D. (2019). Dirac masses and isometric rigidity. In Kyoto RIMS Kôkyûroku (Vol. 2125, pp. 34–41). Kyoto, Japan: Research Institute for Mathematical Sciences, Kyoto University.' chicago: Geher, Gyorgy Pal, Tamas Titkos, and Daniel Virosztek. “Dirac Masses and Isometric Rigidity.” In Kyoto RIMS Kôkyûroku, 2125:34–41. Research Institute for Mathematical Sciences, Kyoto University, 2019. ieee: G. P. Geher, T. Titkos, and D. Virosztek, “Dirac masses and isometric rigidity,” in Kyoto RIMS Kôkyûroku, Kyoto, Japan, 2019, vol. 2125, pp. 34–41. ista: Geher GP, Titkos T, Virosztek D. 2019. Dirac masses and isometric rigidity. Kyoto RIMS Kôkyûroku. Research on isometries as preserver problems and related topics vol. 2125, 34–41. mla: Geher, Gyorgy Pal, et al. “Dirac Masses and Isometric Rigidity.” Kyoto RIMS Kôkyûroku, vol. 2125, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41. short: G.P. Geher, T. Titkos, D. Virosztek, in:, Kyoto RIMS Kôkyûroku, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41. conference: end_date: 2019-01-30 location: Kyoto, Japan name: Research on isometries as preserver problems and related topics start_date: 2019-01-28 date_created: 2019-11-18T15:39:53Z date_published: 2019-01-30T00:00:00Z date_updated: 2021-01-12T08:11:33Z day: '30' department: - _id: LaEr intvolume: ' 2125' language: - iso: eng main_file_link: - open_access: '1' url: http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku/contents/2125.html month: '01' oa: 1 oa_version: Submitted Version page: 34-41 publication: Kyoto RIMS Kôkyûroku publication_status: published publisher: Research Institute for Mathematical Sciences, Kyoto University quality_controlled: '1' status: public title: Dirac masses and isometric rigidity type: conference user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 2125 year: '2019' ... --- _id: '8175' abstract: - lang: eng text: We study edge asymptotics of poissonized Plancherel-type measures on skew Young diagrams (integer partitions). These measures can be seen as generalizations of those studied by Baik--Deift--Johansson and Baik--Rains in resolving Ulam's problem on longest increasing subsequences of random permutations and the last passage percolation (corner growth) discrete versions thereof. Moreover they interpolate between said measures and the uniform measure on partitions. In the new KPZ-like 1/3 exponent edge scaling limit with logarithmic corrections, we find new probability distributions generalizing the classical Tracy--Widom GUE, GOE and GSE distributions from the theory of random matrices. acknowledgement: "D.B. is especially grateful to Patrik Ferrari for suggesting simplifications in Section 3 and\r\nto Alessandra Occelli for suggesting the name for the models of Section 2.\r\n" article_number: '34' article_processing_charge: No author: - first_name: Dan full_name: Betea, Dan last_name: Betea - first_name: Jérémie full_name: Bouttier, Jérémie last_name: Bouttier - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar - first_name: Mirjana full_name: Vuletíc, Mirjana last_name: Vuletíc citation: ama: 'Betea D, Bouttier J, Nejjar P, Vuletíc M. New edge asymptotics of skew Young diagrams via free boundaries. In: Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. Formal Power Series and Algebraic Combinatorics; 2019.' apa: 'Betea, D., Bouttier, J., Nejjar, P., & Vuletíc, M. (2019). New edge asymptotics of skew Young diagrams via free boundaries. In Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. Ljubljana, Slovenia: Formal Power Series and Algebraic Combinatorics.' chicago: Betea, Dan, Jérémie Bouttier, Peter Nejjar, and Mirjana Vuletíc. “New Edge Asymptotics of Skew Young Diagrams via Free Boundaries.” In Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. Formal Power Series and Algebraic Combinatorics, 2019. ieee: D. Betea, J. Bouttier, P. Nejjar, and M. Vuletíc, “New edge asymptotics of skew Young diagrams via free boundaries,” in Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics, Ljubljana, Slovenia, 2019. ista: 'Betea D, Bouttier J, Nejjar P, Vuletíc M. 2019. New edge asymptotics of skew Young diagrams via free boundaries. Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. FPSAC: International Conference on Formal Power Series and Algebraic Combinatorics, 34.' mla: Betea, Dan, et al. “New Edge Asymptotics of Skew Young Diagrams via Free Boundaries.” Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics, 34, Formal Power Series and Algebraic Combinatorics, 2019. short: D. Betea, J. Bouttier, P. Nejjar, M. Vuletíc, in:, Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics, Formal Power Series and Algebraic Combinatorics, 2019. conference: end_date: 2019-07-05 location: Ljubljana, Slovenia name: 'FPSAC: International Conference on Formal Power Series and Algebraic Combinatorics' start_date: 2019-07-01 date_created: 2020-07-26T22:01:04Z date_published: 2019-07-01T00:00:00Z date_updated: 2021-01-12T08:17:18Z day: '01' department: - _id: LaEr ec_funded: 1 external_id: arxiv: - '1902.08750' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1902.08750 month: '07' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics publication_status: published publisher: Formal Power Series and Algebraic Combinatorics quality_controlled: '1' scopus_import: '1' status: public title: New edge asymptotics of skew Young diagrams via free boundaries type: conference user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 year: '2019' ... --- _id: '405' abstract: - lang: eng text: We investigate the quantum Jensen divergences from the viewpoint of joint convexity. It turns out that the set of the functions which generate jointly convex quantum Jensen divergences on positive matrices coincides with the Matrix Entropy Class which has been introduced by Chen and Tropp quite recently. acknowledgement: The author was supported by the ISTFELLOW program of the Institute of Science and Technology Austria (project code IC1027FELL01) and partially supported by the Hungarian National Research, Development and Innovation Office – NKFIH (grant no. K124152) article_processing_charge: No article_type: original author: - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Virosztek D. Jointly convex quantum Jensen divergences. Linear Algebra and Its Applications. 2019;576:67-78. doi:10.1016/j.laa.2018.03.002 apa: Virosztek, D. (2019). Jointly convex quantum Jensen divergences. Linear Algebra and Its Applications. Elsevier. https://doi.org/10.1016/j.laa.2018.03.002 chicago: Virosztek, Daniel. “Jointly Convex Quantum Jensen Divergences.” Linear Algebra and Its Applications. Elsevier, 2019. https://doi.org/10.1016/j.laa.2018.03.002. ieee: D. Virosztek, “Jointly convex quantum Jensen divergences,” Linear Algebra and Its Applications, vol. 576. Elsevier, pp. 67–78, 2019. ista: Virosztek D. 2019. Jointly convex quantum Jensen divergences. Linear Algebra and Its Applications. 576, 67–78. mla: Virosztek, Daniel. “Jointly Convex Quantum Jensen Divergences.” Linear Algebra and Its Applications, vol. 576, Elsevier, 2019, pp. 67–78, doi:10.1016/j.laa.2018.03.002. short: D. Virosztek, Linear Algebra and Its Applications 576 (2019) 67–78. date_created: 2018-12-11T11:46:17Z date_published: 2019-09-01T00:00:00Z date_updated: 2023-08-24T14:31:47Z day: '01' department: - _id: LaEr doi: 10.1016/j.laa.2018.03.002 ec_funded: 1 external_id: arxiv: - '1712.05324' isi: - '000470955300005' intvolume: ' 576' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1712.05324 month: '09' oa: 1 oa_version: Preprint page: 67-78 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Linear Algebra and Its Applications publication_status: published publisher: Elsevier publist_id: '7424' quality_controlled: '1' scopus_import: '1' status: public title: Jointly convex quantum Jensen divergences type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 576 year: '2019' ... --- _id: '429' abstract: - lang: eng text: We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay but are otherwise of general form. The key novelty is the detailed stability analysis of the corresponding matrix valued Dyson equation whose solution is the deterministic limit of the resolvent. acknowledgement: "Open access funding provided by Institute of Science and Technology (IST Austria).\r\n" article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Ajanki OH, Erdös L, Krüger TH. Stability of the matrix Dyson equation and random matrices with correlations. Probability Theory and Related Fields. 2019;173(1-2):293–373. doi:10.1007/s00440-018-0835-z apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2019). Stability of the matrix Dyson equation and random matrices with correlations. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-018-0835-z chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Stability of the Matrix Dyson Equation and Random Matrices with Correlations.” Probability Theory and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0835-z. ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Stability of the matrix Dyson equation and random matrices with correlations,” Probability Theory and Related Fields, vol. 173, no. 1–2. Springer, pp. 293–373, 2019. ista: Ajanki OH, Erdös L, Krüger TH. 2019. Stability of the matrix Dyson equation and random matrices with correlations. Probability Theory and Related Fields. 173(1–2), 293–373. mla: Ajanki, Oskari H., et al. “Stability of the Matrix Dyson Equation and Random Matrices with Correlations.” Probability Theory and Related Fields, vol. 173, no. 1–2, Springer, 2019, pp. 293–373, doi:10.1007/s00440-018-0835-z. short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 173 (2019) 293–373. date_created: 2018-12-11T11:46:25Z date_published: 2019-02-01T00:00:00Z date_updated: 2023-08-24T14:39:00Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00440-018-0835-z ec_funded: 1 external_id: isi: - '000459396500007' file: - access_level: open_access checksum: f9354fa5c71f9edd17132588f0dc7d01 content_type: application/pdf creator: dernst date_created: 2018-12-17T16:12:08Z date_updated: 2020-07-14T12:46:26Z file_id: '5720' file_name: 2018_ProbTheory_Ajanki.pdf file_size: 1201840 relation: main_file file_date_updated: 2020-07-14T12:46:26Z has_accepted_license: '1' intvolume: ' 173' isi: 1 issue: 1-2 language: - iso: eng month: '02' oa: 1 oa_version: Published Version page: 293–373 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Probability Theory and Related Fields publication_identifier: eissn: - '14322064' issn: - '01788051' publication_status: published publisher: Springer publist_id: '7394' quality_controlled: '1' scopus_import: '1' status: public title: Stability of the matrix Dyson equation and random matrices with correlations tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 173 year: '2019' ... --- _id: '6086' abstract: - lang: eng text: We show that linear analytic cocycles where all Lyapunov exponents are negative infinite are nilpotent. For such one-frequency cocycles we show that they can be analytically conjugated to an upper triangular cocycle or a Jordan normal form. As a consequence, an arbitrarily small analytic perturbation leads to distinct Lyapunov exponents. Moreover, in the one-frequency case where the th Lyapunov exponent is finite and the st negative infinite, we obtain a simple criterion for domination in which case there is a splitting into a nilpotent part and an invertible part. article_processing_charge: No author: - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 - first_name: Disheng full_name: Xu, Disheng last_name: Xu citation: ama: Sadel C, Xu D. Singular analytic linear cocycles with negative infinite Lyapunov exponents. Ergodic Theory and Dynamical Systems. 2019;39(4):1082-1098. doi:10.1017/etds.2017.52 apa: Sadel, C., & Xu, D. (2019). Singular analytic linear cocycles with negative infinite Lyapunov exponents. Ergodic Theory and Dynamical Systems. Cambridge University Press. https://doi.org/10.1017/etds.2017.52 chicago: Sadel, Christian, and Disheng Xu. “Singular Analytic Linear Cocycles with Negative Infinite Lyapunov Exponents.” Ergodic Theory and Dynamical Systems. Cambridge University Press, 2019. https://doi.org/10.1017/etds.2017.52. ieee: C. Sadel and D. Xu, “Singular analytic linear cocycles with negative infinite Lyapunov exponents,” Ergodic Theory and Dynamical Systems, vol. 39, no. 4. Cambridge University Press, pp. 1082–1098, 2019. ista: Sadel C, Xu D. 2019. Singular analytic linear cocycles with negative infinite Lyapunov exponents. Ergodic Theory and Dynamical Systems. 39(4), 1082–1098. mla: Sadel, Christian, and Disheng Xu. “Singular Analytic Linear Cocycles with Negative Infinite Lyapunov Exponents.” Ergodic Theory and Dynamical Systems, vol. 39, no. 4, Cambridge University Press, 2019, pp. 1082–98, doi:10.1017/etds.2017.52. short: C. Sadel, D. Xu, Ergodic Theory and Dynamical Systems 39 (2019) 1082–1098. date_created: 2019-03-10T22:59:18Z date_published: 2019-04-01T00:00:00Z date_updated: 2023-08-25T08:03:30Z day: '01' department: - _id: LaEr doi: 10.1017/etds.2017.52 ec_funded: 1 external_id: arxiv: - '1601.06118' isi: - '000459725600012' intvolume: ' 39' isi: 1 issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1601.06118 month: '04' oa: 1 oa_version: Preprint page: 1082-1098 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Ergodic Theory and Dynamical Systems publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: Singular analytic linear cocycles with negative infinite Lyapunov exponents type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 39 year: '2019' ... --- _id: '6511' abstract: - lang: eng text: Let U and V be two independent N by N random matrices that are distributed according to Haar measure on U(N). Let Σ be a nonnegative deterministic N by N matrix. The single ring theorem [Ann. of Math. (2) 174 (2011) 1189–1217] asserts that the empirical eigenvalue distribution of the matrix X:=UΣV∗ converges weakly, in the limit of large N, to a deterministic measure which is supported on a single ring centered at the origin in ℂ. Within the bulk regime, that is, in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order N−1/2+ε and establish the optimal convergence rate. The same results hold true when U and V are Haar distributed on O(N). article_processing_charge: No author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local single ring theorem on optimal scale. Annals of Probability. 2019;47(3):1270-1334. doi:10.1214/18-AOP1284 apa: Bao, Z., Erdös, L., & Schnelli, K. (2019). Local single ring theorem on optimal scale. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1284 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1284. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,” Annals of Probability, vol. 47, no. 3. Institute of Mathematical Statistics, pp. 1270–1334, 2019. ista: Bao Z, Erdös L, Schnelli K. 2019. Local single ring theorem on optimal scale. Annals of Probability. 47(3), 1270–1334. mla: Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Institute of Mathematical Statistics, 2019, pp. 1270–334, doi:10.1214/18-AOP1284. short: Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334. date_created: 2019-06-02T21:59:13Z date_published: 2019-05-01T00:00:00Z date_updated: 2023-08-28T09:32:29Z day: '01' department: - _id: LaEr doi: 10.1214/18-AOP1284 ec_funded: 1 external_id: arxiv: - '1612.05920' isi: - '000466616100003' intvolume: ' 47' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1612.05920 month: '05' oa: 1 oa_version: Preprint page: 1270-1334 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_identifier: issn: - '00911798' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Local single ring theorem on optimal scale type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 47 year: '2019' ... --- _id: '6843' abstract: - lang: eng text: The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space Wp(X), where S is a countable discrete metric space and 0Journal of Mathematical Analysis and Applications. 2019;480(2). doi:10.1016/j.jmaa.2019.123435 apa: Gehér, G. P., Titkos, T., & Virosztek, D. (2019). On isometric embeddings of Wasserstein spaces – the discrete case. Journal of Mathematical Analysis and Applications. Elsevier. https://doi.org/10.1016/j.jmaa.2019.123435 chicago: Gehér, György Pál, Tamás Titkos, and Daniel Virosztek. “On Isometric Embeddings of Wasserstein Spaces – the Discrete Case.” Journal of Mathematical Analysis and Applications. Elsevier, 2019. https://doi.org/10.1016/j.jmaa.2019.123435. ieee: G. P. Gehér, T. Titkos, and D. Virosztek, “On isometric embeddings of Wasserstein spaces – the discrete case,” Journal of Mathematical Analysis and Applications, vol. 480, no. 2. Elsevier, 2019. ista: Gehér GP, Titkos T, Virosztek D. 2019. On isometric embeddings of Wasserstein spaces – the discrete case. Journal of Mathematical Analysis and Applications. 480(2), 123435. mla: Gehér, György Pál, et al. “On Isometric Embeddings of Wasserstein Spaces – the Discrete Case.” Journal of Mathematical Analysis and Applications, vol. 480, no. 2, 123435, Elsevier, 2019, doi:10.1016/j.jmaa.2019.123435. short: G.P. Gehér, T. Titkos, D. Virosztek, Journal of Mathematical Analysis and Applications 480 (2019). date_created: 2019-09-01T22:01:01Z date_published: 2019-12-15T00:00:00Z date_updated: 2023-08-29T07:18:50Z day: '15' department: - _id: LaEr doi: 10.1016/j.jmaa.2019.123435 ec_funded: 1 external_id: arxiv: - '1809.01101' isi: - '000486563900031' intvolume: ' 480' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1809.01101 month: '12' oa: 1 oa_version: Preprint project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Journal of Mathematical Analysis and Applications publication_identifier: eissn: - '10960813' issn: - 0022247X publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: On isometric embeddings of Wasserstein spaces – the discrete case type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 480 year: '2019' ... --- _id: '7423' 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.' article_processing_charge: No article_type: original author: - first_name: Gernot full_name: Akemann, Gernot last_name: Akemann - first_name: Tomasz full_name: Checinski, Tomasz last_name: Checinski - first_name: Dangzheng full_name: Liu, Dangzheng id: 2F947E34-F248-11E8-B48F-1D18A9856A87 last_name: Liu - first_name: Eugene full_name: Strahov, Eugene last_name: Strahov citation: 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' 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' 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.' 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.' 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.' 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.' short: G. Akemann, T. Checinski, D. Liu, E. Strahov, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 55 (2019) 441–479. date_created: 2020-01-30T10:36:50Z date_published: 2019-02-01T00:00:00Z date_updated: 2023-09-06T14:58:39Z day: '01' department: - _id: LaEr doi: 10.1214/18-aihp888 external_id: arxiv: - '1704.05224' isi: - '000456070200013' intvolume: ' 55' isi: 1 issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1704.05224 month: '02' oa: 1 oa_version: Preprint page: 441-479 publication: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' status: public title: 'Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles' type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 55 year: '2019' ... --- _id: '6182' abstract: - lang: eng text: "We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the recent result of Ajanki et al. [‘Stability of the matrix Dyson equation and random matrices with correlations’, Probab. Theory Related Fields 173(1–2) (2019), 293–373] to allow slow correlation decay and arbitrary expectation. The main novel tool is\r\na systematic diagrammatic control of a multivariate cumulant expansion." article_number: e8 article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: Erdös L, Krüger TH, Schröder DJ. Random matrices with slow correlation decay. Forum of Mathematics, Sigma. 2019;7. doi:10.1017/fms.2019.2 apa: Erdös, L., Krüger, T. H., & Schröder, D. J. (2019). Random matrices with slow correlation decay. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2019.2 chicago: Erdös, László, Torben H Krüger, and Dominik J Schröder. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma. Cambridge University Press, 2019. https://doi.org/10.1017/fms.2019.2. ieee: L. Erdös, T. H. Krüger, and D. J. Schröder, “Random matrices with slow correlation decay,” Forum of Mathematics, Sigma, vol. 7. Cambridge University Press, 2019. ista: Erdös L, Krüger TH, Schröder DJ. 2019. Random matrices with slow correlation decay. Forum of Mathematics, Sigma. 7, e8. mla: Erdös, László, et al. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma, vol. 7, e8, Cambridge University Press, 2019, doi:10.1017/fms.2019.2. short: L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma 7 (2019). date_created: 2019-03-28T09:05:23Z date_published: 2019-03-26T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '26' ddc: - '510' department: - _id: LaEr doi: 10.1017/fms.2019.2 ec_funded: 1 external_id: arxiv: - '1705.10661' isi: - '000488847100001' file: - access_level: open_access checksum: 933a472568221c73b2c3ce8c87bf6d15 content_type: application/pdf creator: dernst date_created: 2019-09-17T14:24:13Z date_updated: 2020-07-14T12:47:22Z file_id: '6883' file_name: 2019_Forum_Erdoes.pdf file_size: 1520344 relation: main_file file_date_updated: 2020-07-14T12:47:22Z has_accepted_license: '1' intvolume: ' 7' isi: 1 language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Forum of Mathematics, Sigma publication_identifier: eissn: - '20505094' publication_status: published publisher: Cambridge University Press quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: Random matrices with slow correlation decay tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 7 year: '2019' ... --- _id: '6186' abstract: - lang: eng text: "We prove that the local eigenvalue statistics of real symmetric Wigner-type\r\nmatrices near the cusp points of the eigenvalue density are universal. Together\r\nwith the companion paper [arXiv:1809.03971], which proves the same result for\r\nthe complex Hermitian symmetry class, this completes the last remaining case of\r\nthe Wigner-Dyson-Mehta universality conjecture after bulk and edge\r\nuniversalities have been established in the last years. We extend the recent\r\nDyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp\r\nregime using the optimal local law from [arXiv:1809.03971] and the accurate\r\nlocal shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752].\r\nWe also present a PDE-based method to improve the estimate on eigenvalue\r\nrigidity via the maximum principle of the heat flow related to the Dyson\r\nBrownian motion." article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: 'Cipolloni G, Erdös L, Krüger TH, Schröder DJ. Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . 2019;1(4):615–707. doi:10.2140/paa.2019.1.615' apa: 'Cipolloni, G., Erdös, L., Krüger, T. H., & Schröder, D. J. (2019). Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . MSP. https://doi.org/10.2140/paa.2019.1.615' chicago: 'Cipolloni, Giorgio, László Erdös, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis . MSP, 2019. https://doi.org/10.2140/paa.2019.1.615.' ieee: 'G. Cipolloni, L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random matrices, II: The real symmetric case,” Pure and Applied Analysis , vol. 1, no. 4. MSP, pp. 615–707, 2019.' ista: 'Cipolloni G, Erdös L, Krüger TH, Schröder DJ. 2019. Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . 1(4), 615–707.' mla: 'Cipolloni, Giorgio, et al. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis , vol. 1, no. 4, MSP, 2019, pp. 615–707, doi:10.2140/paa.2019.1.615.' short: G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, Pure and Applied Analysis 1 (2019) 615–707. date_created: 2019-03-28T10:21:17Z date_published: 2019-10-12T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '12' department: - _id: LaEr doi: 10.2140/paa.2019.1.615 ec_funded: 1 external_id: arxiv: - '1811.04055' intvolume: ' 1' issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1811.04055 month: '10' oa: 1 oa_version: Preprint page: 615–707 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: 'Pure and Applied Analysis ' publication_identifier: eissn: - 2578-5885 issn: - 2578-5893 publication_status: published publisher: MSP quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public status: public title: 'Cusp universality for random matrices, II: The real symmetric case' type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 1 year: '2019' ... --- _id: '10879' abstract: - lang: eng text: We study effects of a bounded and compactly supported perturbation on multidimensional continuum random Schrödinger operators in the region of complete localisation. Our main emphasis is on Anderson orthogonality for random Schrödinger operators. Among others, we prove that Anderson orthogonality does occur for Fermi energies in the region of complete localisation with a non-zero probability. This partially confirms recent non-rigorous findings [V. Khemani et al., Nature Phys. 11 (2015), 560–565]. The spectral shift function plays an important role in our analysis of Anderson orthogonality. We identify it with the index of the corresponding pair of spectral projections and explore the consequences thereof. All our results rely on the main technical estimate of this paper which guarantees separate exponential decay of the disorder-averaged Schatten p-norm of χa(f(H)−f(Hτ))χb in a and b. Here, Hτ is a perturbation of the random Schrödinger operator H, χa is the multiplication operator corresponding to the indicator function of a unit cube centred about a∈Rd, and f is in a suitable class of functions of bounded variation with distributional derivative supported in the region of complete localisation for H. acknowledgement: M.G. was supported by the DFG under grant GE 2871/1-1. article_processing_charge: No article_type: original author: - first_name: Adrian M full_name: Dietlein, Adrian M id: 317CB464-F248-11E8-B48F-1D18A9856A87 last_name: Dietlein - first_name: Martin full_name: Gebert, Martin last_name: Gebert - first_name: Peter full_name: Müller, Peter last_name: Müller citation: ama: Dietlein AM, Gebert M, Müller P. Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function. Journal of Spectral Theory. 2019;9(3):921-965. doi:10.4171/jst/267 apa: Dietlein, A. M., Gebert, M., & Müller, P. (2019). Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function. Journal of Spectral Theory. European Mathematical Society Publishing House. https://doi.org/10.4171/jst/267 chicago: Dietlein, Adrian M, Martin Gebert, and Peter Müller. “Perturbations of Continuum Random Schrödinger Operators with Applications to Anderson Orthogonality and the Spectral Shift Function.” Journal of Spectral Theory. European Mathematical Society Publishing House, 2019. https://doi.org/10.4171/jst/267. ieee: A. M. Dietlein, M. Gebert, and P. Müller, “Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function,” Journal of Spectral Theory, vol. 9, no. 3. European Mathematical Society Publishing House, pp. 921–965, 2019. ista: Dietlein AM, Gebert M, Müller P. 2019. Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function. Journal of Spectral Theory. 9(3), 921–965. mla: Dietlein, Adrian M., et al. “Perturbations of Continuum Random Schrödinger Operators with Applications to Anderson Orthogonality and the Spectral Shift Function.” Journal of Spectral Theory, vol. 9, no. 3, European Mathematical Society Publishing House, 2019, pp. 921–65, doi:10.4171/jst/267. short: A.M. Dietlein, M. Gebert, P. Müller, Journal of Spectral Theory 9 (2019) 921–965. date_created: 2022-03-18T12:36:42Z date_published: 2019-03-01T00:00:00Z date_updated: 2023-09-08T11:35:31Z day: '01' department: - _id: LaEr doi: 10.4171/jst/267 external_id: arxiv: - '1701.02956' isi: - '000484709400006' intvolume: ' 9' isi: 1 issue: '3' keyword: - Random Schrödinger operators - spectral shift function - Anderson orthogonality language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1701.02956 month: '03' oa: 1 oa_version: Preprint page: 921-965 publication: Journal of Spectral Theory publication_identifier: issn: - 1664-039X publication_status: published publisher: European Mathematical Society Publishing House quality_controlled: '1' scopus_import: '1' status: public title: Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 9 year: '2019' ... --- _id: '72' abstract: - lang: eng text: We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density ρ on ℤ− and λ on ℤ+, and a second class particle initially at the origin. For ρ<λ, there is a shock and the second class particle moves with speed 1−λ−ρ. For large time t, we show that the position of the second class particle fluctuates on a t1/3 scale and determine its limiting law. We also obtain the limiting distribution of the number of steps made by the second class particle until time t. article_processing_charge: No article_type: original author: - first_name: Patrick full_name: Ferrari, Patrick last_name: Ferrari - first_name: Promit full_name: Ghosal, Promit last_name: Ghosal - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar citation: ama: Ferrari P, Ghosal P, Nejjar P. Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. 2019;55(3):1203-1225. doi:10.1214/18-AIHP916 apa: Ferrari, P., Ghosal, P., & Nejjar, P. (2019). Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AIHP916 chicago: Ferrari, Patrick, Promit Ghosal, and Peter Nejjar. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AIHP916. ieee: P. Ferrari, P. Ghosal, and P. Nejjar, “Limit law of a second class particle in TASEP with non-random initial condition,” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 55, no. 3. Institute of Mathematical Statistics, pp. 1203–1225, 2019. ista: Ferrari P, Ghosal P, Nejjar P. 2019. Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. 55(3), 1203–1225. mla: Ferrari, Patrick, et al. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 55, no. 3, Institute of Mathematical Statistics, 2019, pp. 1203–25, doi:10.1214/18-AIHP916. short: P. Ferrari, P. Ghosal, P. Nejjar, Annales de l’institut Henri Poincare (B) Probability and Statistics 55 (2019) 1203–1225. date_created: 2018-12-11T11:44:29Z date_published: 2019-09-25T00:00:00Z date_updated: 2023-10-17T08:53:45Z day: '25' department: - _id: LaEr - _id: JaMa doi: 10.1214/18-AIHP916 ec_funded: 1 external_id: arxiv: - '1710.02323' isi: - '000487763200001' intvolume: ' 55' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1710.02323 month: '09' oa: 1 oa_version: Preprint page: 1203-1225 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Annales de l'institut Henri Poincare (B) Probability and Statistics publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Limit law of a second class particle in TASEP with non-random initial condition type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 55 year: '2019' ... --- _id: '6240' abstract: - lang: eng text: For a general class of large non-Hermitian random block matrices X we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization of X as the self-consistent approximation of the pseudospectrum. We demonstrate that the analysis of the matrix Dyson equation from (Probab. Theory Related Fields (2018)) offers a unified treatment of many structured matrix ensembles. article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Alt J, Erdös L, Krüger TH, Nemish Y. Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. 2019;55(2):661-696. doi:10.1214/18-AIHP894 apa: Alt, J., Erdös, L., Krüger, T. H., & Nemish, Y. (2019). Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. Institut Henri Poincaré. https://doi.org/10.1214/18-AIHP894 chicago: Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare. Institut Henri Poincaré, 2019. https://doi.org/10.1214/18-AIHP894. ieee: J. Alt, L. Erdös, T. H. Krüger, and Y. Nemish, “Location of the spectrum of Kronecker random matrices,” Annales de l’institut Henri Poincare, vol. 55, no. 2. Institut Henri Poincaré, pp. 661–696, 2019. ista: Alt J, Erdös L, Krüger TH, Nemish Y. 2019. Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. 55(2), 661–696. mla: Alt, Johannes, et al. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare, vol. 55, no. 2, Institut Henri Poincaré, 2019, pp. 661–96, doi:10.1214/18-AIHP894. short: J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’institut Henri Poincare 55 (2019) 661–696. date_created: 2019-04-08T14:05:04Z date_published: 2019-05-01T00:00:00Z date_updated: 2023-10-17T12:20:20Z day: '01' department: - _id: LaEr doi: 10.1214/18-AIHP894 ec_funded: 1 external_id: arxiv: - '1706.08343' isi: - '000467793600003' intvolume: ' 55' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1706.08343 month: '05' oa: 1 oa_version: Preprint page: 661-696 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annales de l'institut Henri Poincare publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institut Henri Poincaré quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: '1' status: public title: Location of the spectrum of Kronecker random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 55 year: '2019' ... --- _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:10.15479/AT:ISTA:th6179' apa: 'Schröder, D. J. (2019). From Dyson to Pearcey: Universal statistics in random matrix theory. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:th6179' chicago: 'Schröder, Dominik J. “From Dyson to Pearcey: Universal Statistics in Random Matrix Theory.” Institute of Science and Technology Austria, 2019. https://doi.org/10.15479/AT:ISTA:th6179.' 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. From Dyson to Pearcey: Universal Statistics in Random Matrix Theory. Institute of Science and Technology Austria, 2019, doi:10.15479/AT:ISTA:th6179.' short: 'D.J. Schröder, From Dyson to Pearcey: Universal Statistics in Random Matrix Theory, Institute of Science and Technology Austria, 2019.' date_created: 2019-03-28T08:58:59Z date_published: 2019-03-18T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '18' ddc: - '515' - '519' degree_awarded: PhD department: - _id: LaEr doi: 10.15479/AT:ISTA:th6179 ec_funded: 1 file: - access_level: closed checksum: 6926f66f28079a81c4937e3764be00fc content_type: application/x-gzip creator: dernst date_created: 2019-03-28T08:53:52Z date_updated: 2020-07-14T12:47:21Z file_id: '6180' file_name: 2019_Schroeder_Thesis.tar.gz file_size: 7104482 relation: source_file - access_level: open_access checksum: 7d0ebb8d1207e89768cdd497a5bf80fb content_type: application/pdf creator: dernst date_created: 2019-03-28T08:53:52Z date_updated: 2020-07-14T12:47:21Z file_id: '6181' file_name: 2019_Schroeder_Thesis.pdf file_size: 4228794 relation: main_file file_date_updated: 2020-07-14T12:47:21Z has_accepted_license: '1' language: - iso: eng 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 related_material: record: - id: '1144' relation: part_of_dissertation status: public - id: '6186' relation: part_of_dissertation status: public - id: '6185' relation: part_of_dissertation status: public - id: '6182' relation: part_of_dissertation status: public - id: '1012' relation: part_of_dissertation status: public - id: '6184' relation: part_of_dissertation status: public 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: 'From Dyson to Pearcey: Universal statistics in random matrix theory' type: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2019' ... --- _id: '690' abstract: - lang: eng 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. article_number: 543-616 author: - first_name: Jii full_name: Lee, Jii last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: 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 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 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. 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. 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. 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). date_created: 2018-12-11T11:47:56Z date_published: 2018-06-14T00:00:00Z date_updated: 2021-01-12T08:09:33Z day: '14' department: - _id: LaEr doi: 10.1007/s00440-017-0787-8 ec_funded: 1 external_id: arxiv: - '1605.08767' intvolume: ' 171' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1605.08767 month: '06' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_status: published publisher: Springer publist_id: '7017' quality_controlled: '1' scopus_import: 1 status: public title: Local law and Tracy–Widom limit for sparse random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 171 year: '2018' ... --- _id: '566' abstract: - lang: eng 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" article_processing_charge: No article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Alt J, Erdös L, Krüger TH. Local inhomogeneous circular law. Annals Applied Probability . 2018;28(1):148-203. doi:10.1214/17-AAP1302 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 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. 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. ista: Alt J, Erdös L, Krüger TH. 2018. Local inhomogeneous circular law. Annals Applied Probability . 28(1), 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. short: J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability 28 (2018) 148–203. date_created: 2018-12-11T11:47:13Z date_published: 2018-03-03T00:00:00Z date_updated: 2023-09-13T08:47:52Z day: '03' department: - _id: LaEr doi: 10.1214/17-AAP1302 ec_funded: 1 external_id: arxiv: - '1612.07776 ' isi: - '000431721800005' intvolume: ' 28' isi: 1 issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: 'https://arxiv.org/abs/1612.07776 ' month: '03' oa: 1 oa_version: Preprint page: 148-203 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: 'Annals Applied Probability ' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: '1' status: public title: Local inhomogeneous circular law type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 28 year: '2018' ... --- _id: '181' 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. acknowledgement: The work of the second author was also partially supported by the Hausdorff Center of Mathematics. article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: David T full_name: Renfrew, David T id: 4845BF6A-F248-11E8-B48F-1D18A9856A87 last_name: Renfrew orcid: 0000-0003-3493-121X citation: 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 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 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. 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. 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. 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. short: L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis 50 (2018) 3271–3290. date_created: 2018-12-11T11:45:03Z date_published: 2018-01-01T00:00:00Z date_updated: 2023-09-15T12:05:52Z day: '01' department: - _id: LaEr doi: 10.1137/17M1143125 ec_funded: 1 external_id: arxiv: - '1708.01546' isi: - '000437018500032' intvolume: ' 50' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1708.01546 month: '01' oa: 1 oa_version: Published Version page: 3271 - 3290 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 258F40A4-B435-11E9-9278-68D0E5697425 call_identifier: FWF grant_number: M02080 name: Structured Non-Hermitian Random Matrices publication: SIAM Journal on Mathematical Analysis publication_status: published publisher: 'Society for Industrial and Applied Mathematics ' publist_id: '7740' quality_controlled: '1' scopus_import: '1' status: public title: Power law decay for systems of randomly coupled differential equations type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 50 year: '2018' ... --- _id: '5971' 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=\U0001D53C∣∣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." article_number: '1950009' article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Peter full_name: Mühlbacher, Peter last_name: Mühlbacher citation: ama: 'Erdös L, Mühlbacher P. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications. 2018. doi:10.1142/s2010326319500096' 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' 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.' ieee: 'L. Erdös and P. Mühlbacher, “Bounds on the norm of Wigner-type random matrices,” Random matrices: Theory and applications. World Scientific Publishing, 2018.' ista: 'Erdös L, Mühlbacher P. 2018. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications., 1950009.' 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.' short: 'L. Erdös, P. Mühlbacher, Random Matrices: Theory and Applications (2018).' date_created: 2019-02-13T10:40:54Z date_published: 2018-09-26T00:00:00Z date_updated: 2023-09-19T14:24:05Z day: '26' department: - _id: LaEr doi: 10.1142/s2010326319500096 ec_funded: 1 external_id: arxiv: - '1802.05175' isi: - '000477677200002' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1802.05175 month: '09' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: 'Random matrices: Theory and applications' publication_identifier: eissn: - 2010-3271 issn: - 2010-3263 publication_status: published publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Bounds on the norm of Wigner-type random matrices type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ... --- _id: '1012' 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. article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - 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: 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 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 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. 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. ista: Erdös L, Schröder DJ. 2018. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018(10), 3255–3298. 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. short: L. Erdös, D.J. Schröder, International Mathematics Research Notices 2018 (2018) 3255–3298. date_created: 2018-12-11T11:49:41Z date_published: 2018-05-18T00:00:00Z date_updated: 2023-09-22T09:44:21Z day: '18' department: - _id: LaEr doi: 10.1093/imrn/rnw330 ec_funded: 1 external_id: arxiv: - '1608.05163' isi: - '000441668300009' intvolume: ' 2018' isi: 1 issue: '10' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1608.05163 month: '05' oa: 1 oa_version: Preprint page: 3255-3298 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: International Mathematics Research Notices publication_identifier: issn: - '10737928' publication_status: published publisher: Oxford University Press publist_id: '6383' quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 2018 year: '2018' ... --- _id: '70' abstract: - lang: eng 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. article_processing_charge: No article_type: original author: - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar citation: 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 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 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. 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. 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. 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. date_created: 2018-12-11T11:44:28Z date_published: 2018-10-01T00:00:00Z date_updated: 2023-10-10T13:11:29Z day: '01' ddc: - '510' department: - _id: LaEr - _id: JaMa doi: 10.30757/ALEA.v15-49 ec_funded: 1 external_id: arxiv: - '1705.08836' isi: - '000460475800022' file: - access_level: open_access checksum: 2ded46aa284a836a8cbb34133a64f1cb content_type: application/pdf creator: kschuh date_created: 2019-02-14T09:44:10Z date_updated: 2020-07-14T12:47:46Z file_id: '5981' file_name: 2018_ALEA_Nejjar.pdf file_size: 394851 relation: main_file file_date_updated: 2020-07-14T12:47:46Z has_accepted_license: '1' intvolume: ' 15' isi: 1 issue: '2' language: - iso: eng month: '10' oa: 1 oa_version: Published Version page: 1311-1334 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Latin American Journal of Probability and Mathematical Statistics publication_identifier: issn: - 1980-0436 publication_status: published publisher: Instituto Nacional de Matematica Pura e Aplicada quality_controlled: '1' scopus_import: '1' status: public title: Transition to shocks in TASEP and decoupling of last passage times type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 15 year: '2018' ... --- _id: '284' 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." 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). article_processing_charge: No article_type: original author: - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: 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 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 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. 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. 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. 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. date_created: 2018-12-11T11:45:36Z date_published: 2018-06-04T00:00:00Z date_updated: 2023-10-16T10:29:22Z day: '04' department: - _id: LaEr doi: 10.14232/actasm-018-753-y ec_funded: 1 external_id: arxiv: - '1802.03305' intvolume: ' 84' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1802.03305 month: '06' oa: 1 oa_version: Preprint page: 65 - 80 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Acta Scientiarum Mathematicarum publication_identifier: eissn: - 2064-8316 issn: - 0001-6969 publication_status: published publisher: Springer Nature publist_id: '7615' quality_controlled: '1' scopus_import: '1' status: public title: Maps on probability measures preserving certain distances - a survey and some new results type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 84 year: '2018' ... --- _id: '6183' 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." article_number: '1804.07752' article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv.' apa: 'Alt, J., Erdös, L., & Krüger, T. H. (n.d.). The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv.' chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, n.d.' ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and  cusps,” arXiv. .' ista: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv, 1804.07752.' mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, 1804.07752.' short: J. Alt, L. Erdös, T.H. Krüger, ArXiv (n.d.). date_created: 2019-03-28T09:20:06Z date_published: 2018-04-20T00:00:00Z date_updated: 2023-12-18T10:46:08Z day: '20' department: - _id: LaEr external_id: arxiv: - '1804.07752' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.07752 month: '04' oa: 1 oa_version: Preprint publication: arXiv publication_status: submitted related_material: record: - id: '149' relation: dissertation_contains status: public - id: '14694' relation: later_version status: public status: public title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps' type: preprint user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 year: '2018' ... --- _id: '556' 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.' article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Dan full_name: Betea, Dan last_name: Betea - first_name: Jeremie full_name: Bouttier, Jeremie last_name: Bouttier - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar - first_name: Mirjana full_name: Vuletic, Mirjana last_name: Vuletic citation: 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 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 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. 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. 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. 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. short: D. Betea, J. Bouttier, P. Nejjar, M. Vuletic, Annales Henri Poincare 19 (2018) 3663–3742. date_created: 2018-12-11T11:47:09Z date_published: 2018-11-13T00:00:00Z date_updated: 2024-02-20T10:48:17Z day: '13' ddc: - '500' department: - _id: LaEr - _id: JaMa doi: 10.1007/s00023-018-0723-1 ec_funded: 1 external_id: arxiv: - '1704.05809' file: - access_level: open_access checksum: 0c38abe73569b7166b7487ad5d23cc68 content_type: application/pdf creator: dernst date_created: 2019-01-21T15:18:55Z date_updated: 2020-07-14T12:47:03Z file_id: '5866' file_name: 2018_Annales_Betea.pdf file_size: 3084674 relation: main_file file_date_updated: 2020-07-14T12:47:03Z has_accepted_license: '1' intvolume: ' 19' issue: '12' language: - iso: eng month: '11' oa: 1 oa_version: Published Version page: 3663-3742 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Annales Henri Poincare publication_identifier: issn: - 1424-0637 publication_status: published publisher: Springer Nature publist_id: '7258' quality_controlled: '1' scopus_import: '1' status: public title: The free boundary Schur process and applications I tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 19 year: '2018' ... --- _id: '149' 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:10.15479/AT:ISTA:TH_1040 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 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. 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. Dyson Equation and Eigenvalue Statistics of Random Matrices. Institute of Science and Technology Austria, 2018, doi:10.15479/AT:ISTA:TH_1040. short: J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute of Science and Technology Austria, 2018. date_created: 2018-12-11T11:44:53Z date_published: 2018-07-12T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '12' ddc: - '515' - '519' degree_awarded: PhD department: - _id: LaEr doi: 10.15479/AT:ISTA:TH_1040 ec_funded: 1 file: - access_level: open_access checksum: d4dad55a7513f345706aaaba90cb1bb8 content_type: application/pdf creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6241' file_name: 2018_thesis_Alt.pdf file_size: 5801709 relation: main_file - access_level: closed checksum: d73fcf46300dce74c403f2b491148ab4 content_type: application/zip creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6242' file_name: 2018_thesis_Alt_source.zip file_size: 3802059 relation: source_file file_date_updated: 2020-07-14T12:44:57Z has_accepted_license: '1' language: - iso: eng month: '07' oa: 1 oa_version: Published Version page: '456' 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 publist_id: '7772' pubrep_id: '1040' related_material: record: - id: '1677' relation: part_of_dissertation status: public - id: '550' relation: part_of_dissertation status: public - id: '6183' relation: part_of_dissertation status: public - id: '566' relation: part_of_dissertation status: public - id: '1010' relation: part_of_dissertation status: public - id: '6240' relation: part_of_dissertation status: public - id: '6184' relation: part_of_dissertation status: public 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: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ... --- _id: '483' 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. author: - first_name: Paul full_name: Bourgade, Paul last_name: Bourgade - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau - first_name: Jun full_name: Yin, Jun last_name: Yin citation: 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 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 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. 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. 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. 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. date_created: 2018-12-11T11:46:43Z date_published: 2017-08-25T00:00:00Z date_updated: 2021-01-12T08:00:57Z day: '25' department: - _id: LaEr doi: 10.4310/ATMP.2017.v21.n3.a5 ec_funded: 1 intvolume: ' 21' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1602.02312 month: '08' oa: 1 oa_version: Submitted Version page: 739 - 800 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Advances in Theoretical and Mathematical Physics publication_identifier: issn: - '10950761' publication_status: published publisher: International Press publist_id: '7337' quality_controlled: '1' scopus_import: 1 status: public title: Universality for a class of random band matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 21 year: '2017' ... --- _id: '567' abstract: - lang: eng 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" alternative_title: - Courant Lecture Notes article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau citation: ama: Erdös L, Yau H. A Dynamical Approach to Random Matrix Theory. Vol 28. American Mathematical Society; 2017. doi:10.1090/cln/028 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 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. ieee: L. Erdös and H. Yau, A Dynamical Approach to Random Matrix Theory, vol. 28. American Mathematical Society, 2017. ista: Erdös L, Yau H. 2017. A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 226p. 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 date_published: 2017-01-01T00:00:00Z date_updated: 2022-05-24T06:57:28Z day: '01' department: - _id: LaEr doi: 10.1090/cln/028 ec_funded: 1 intvolume: ' 28' language: - iso: eng month: '01' oa_version: None page: '226' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: eisbn: - 978-1-4704-4194-4 isbn: - 9-781-4704-3648-3 publication_status: published publisher: American Mathematical Society publist_id: '7247' quality_controlled: '1' series_title: Courant Lecture Notes status: public title: A Dynamical Approach to Random Matrix Theory type: book user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 28 year: '2017' ... --- _id: '615' abstract: - lang: eng 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. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: 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 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 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. 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. 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. 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. short: L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656. date_created: 2018-12-11T11:47:30Z date_published: 2017-11-01T00:00:00Z date_updated: 2021-01-12T08:06:22Z day: '01' department: - _id: LaEr doi: 10.1214/16-AIHP765 ec_funded: 1 intvolume: ' 53' issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1504.00650 month: '11' oa: 1 oa_version: Submitted Version page: 1606 - 1656 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annales de l'institut Henri Poincare (B) Probability and Statistics publication_identifier: issn: - '02460203' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '7189' quality_controlled: '1' scopus_import: 1 status: public title: Universality for random matrix flows with time dependent density type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 53 year: '2017' ... --- _id: '721' abstract: - lang: eng text: 'Let S be a positivity-preserving symmetric linear operator acting on bounded functions. The nonlinear equation -1/m=z+Sm with a parameter z in the complex upper half-plane ℍ has a unique solution m with values in ℍ. We show that the z-dependence of this solution can be represented as the Stieltjes transforms of a family of probability measures v on ℝ. Under suitable conditions on S, we show that v has a real analytic density apart from finitely many algebraic singularities of degree at most 3. Our motivation comes from large random matrices. The solution m determines the density of eigenvalues of two prominent matrix ensembles: (i) matrices with centered independent entries whose variances are given by S and (ii) matrices with correlated entries with a translation-invariant correlation structure. Our analysis shows that the limiting eigenvalue density has only square root singularities or cubic root cusps; no other singularities occur.' author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: Ajanki OH, Krüger TH, Erdös L. Singularities of solutions to quadratic vector equations on the complex upper half plane. Communications on Pure and Applied Mathematics. 2017;70(9):1672-1705. doi:10.1002/cpa.21639 apa: Ajanki, O. H., Krüger, T. H., & Erdös, L. (2017). Singularities of solutions to quadratic vector equations on the complex upper half plane. Communications on Pure and Applied Mathematics. Wiley-Blackwell. https://doi.org/10.1002/cpa.21639 chicago: Ajanki, Oskari H, Torben H Krüger, and László Erdös. “Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics. Wiley-Blackwell, 2017. https://doi.org/10.1002/cpa.21639. ieee: O. H. Ajanki, T. H. Krüger, and L. Erdös, “Singularities of solutions to quadratic vector equations on the complex upper half plane,” Communications on Pure and Applied Mathematics, vol. 70, no. 9. Wiley-Blackwell, pp. 1672–1705, 2017. ista: Ajanki OH, Krüger TH, Erdös L. 2017. Singularities of solutions to quadratic vector equations on the complex upper half plane. Communications on Pure and Applied Mathematics. 70(9), 1672–1705. mla: Ajanki, Oskari H., et al. “Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics, vol. 70, no. 9, Wiley-Blackwell, 2017, pp. 1672–705, doi:10.1002/cpa.21639. short: O.H. Ajanki, T.H. Krüger, L. Erdös, Communications on Pure and Applied Mathematics 70 (2017) 1672–1705. date_created: 2018-12-11T11:48:08Z date_published: 2017-09-01T00:00:00Z date_updated: 2021-01-12T08:12:24Z day: '01' department: - _id: LaEr doi: 10.1002/cpa.21639 ec_funded: 1 intvolume: ' 70' issue: '9' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1512.03703 month: '09' oa: 1 oa_version: Submitted Version page: 1672 - 1705 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Communications on Pure and Applied Mathematics publication_identifier: issn: - '00103640' publication_status: published publisher: Wiley-Blackwell publist_id: '6959' quality_controlled: '1' scopus_import: 1 status: public title: Singularities of solutions to quadratic vector equations on the complex upper half plane type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 70 year: '2017' ... --- _id: '550' 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. article_number: '63' author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt citation: ama: Alt J. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 2017;22. doi:10.1214/17-ECP97 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 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. ieee: J. Alt, “Singularities of the density of states of random Gram matrices,” Electronic Communications in Probability, vol. 22. Institute of Mathematical Statistics, 2017. ista: Alt J. 2017. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 22, 63. 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. short: J. Alt, Electronic Communications in Probability 22 (2017). date_created: 2018-12-11T11:47:07Z date_published: 2017-11-21T00:00:00Z date_updated: 2023-09-07T12:38:08Z day: '21' ddc: - '539' department: - _id: LaEr doi: 10.1214/17-ECP97 ec_funded: 1 file: - access_level: open_access checksum: 0ec05303a0de190de145654237984c79 content_type: application/pdf creator: system date_created: 2018-12-12T10:08:04Z date_updated: 2020-07-14T12:47:00Z file_id: '4663' file_name: IST-2018-926-v1+1_euclid.ecp.1511233247.pdf file_size: 470876 relation: main_file file_date_updated: 2020-07-14T12:47:00Z has_accepted_license: '1' intvolume: ' 22' language: - iso: eng month: '11' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Communications in Probability publication_identifier: issn: - 1083589X publication_status: published publisher: Institute of Mathematical Statistics publist_id: '7265' pubrep_id: '926' quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: 1 status: public title: Singularities of the density of states of random Gram matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 22 year: '2017' ... --- _id: '1144' 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]. acknowledgement: Partially supported by the IST Austria Excellence Scholarship. article_number: '86' author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - 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: Erdös L, Schröder DJ. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 2017;21. doi:10.1214/16-ECP38 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 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. ieee: L. Erdös and D. J. Schröder, “Fluctuations of functions of Wigner matrices,” Electronic Communications in Probability, vol. 21. Institute of Mathematical Statistics, 2017. ista: Erdös L, Schröder DJ. 2017. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 21, 86. 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. short: L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017). date_created: 2018-12-11T11:50:23Z date_published: 2017-01-02T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '02' ddc: - '510' department: - _id: LaEr doi: 10.1214/16-ECP38 ec_funded: 1 file: - access_level: open_access content_type: application/pdf creator: system date_created: 2018-12-12T10:18:10Z date_updated: 2018-12-12T10:18:10Z file_id: '5329' file_name: IST-2017-747-v1+1_euclid.ecp.1483347665.pdf file_size: 440770 relation: main_file file_date_updated: 2018-12-12T10:18:10Z has_accepted_license: '1' intvolume: ' 21' language: - iso: eng month: '01' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Communications in Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6214' pubrep_id: '747' quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: 1 status: public title: Fluctuations of functions of Wigner matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 21 year: '2017' ... --- _id: '1528' abstract: - lang: eng 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.' 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." article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: 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 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 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. 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. 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. 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. date_created: 2018-12-11T11:52:32Z date_published: 2017-04-01T00:00:00Z date_updated: 2023-09-20T09:42:12Z day: '01' ddc: - '530' department: - _id: LaEr doi: 10.1007/s00440-015-0692-y ec_funded: 1 external_id: isi: - '000398842700004' file: - access_level: open_access checksum: 67afa85ff1e220cbc1f9f477a828513c content_type: application/pdf creator: system date_created: 2018-12-12T10:08:05Z date_updated: 2020-07-14T12:45:00Z file_id: '4665' file_name: IST-2016-489-v1+1_s00440-015-0692-y.pdf file_size: 1615755 relation: main_file file_date_updated: 2020-07-14T12:45:00Z has_accepted_license: '1' intvolume: ' 167' isi: 1 issue: 3-4 language: - iso: eng month: '04' oa: 1 oa_version: Published Version page: 673 - 776 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_identifier: issn: - '01788051' publication_status: published publisher: Springer publist_id: '5644' pubrep_id: '489' quality_controlled: '1' scopus_import: '1' status: public title: Delocalization for a class of random block band matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 167 year: '2017' ... --- _id: '1337' abstract: - lang: eng 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. acknowledgement: 'Open access funding provided by Institute of Science and Technology (IST Austria). ' article_processing_charge: Yes (via OA deal) author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: 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 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 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. 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. ista: Ajanki OH, Erdös L, Krüger TH. 2017. Universality for general Wigner-type matrices. Probability Theory and Related Fields. 169(3–4), 667–727. 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. date_created: 2018-12-11T11:51:27Z date_published: 2017-12-01T00:00:00Z date_updated: 2023-09-20T11:14:17Z day: '01' ddc: - '510' - '530' department: - _id: LaEr doi: 10.1007/s00440-016-0740-2 ec_funded: 1 external_id: isi: - '000414358400002' file: - access_level: open_access checksum: 29f5a72c3f91e408aeb9e78344973803 content_type: application/pdf creator: system date_created: 2018-12-12T10:08:25Z date_updated: 2020-07-14T12:44:44Z file_id: '4686' file_name: IST-2017-657-v1+2_s00440-016-0740-2.pdf file_size: 988843 relation: main_file file_date_updated: 2020-07-14T12:44:44Z has_accepted_license: '1' intvolume: ' 169' isi: 1 issue: 3-4 language: - iso: eng month: '12' oa: 1 oa_version: Published Version page: 667 - 727 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Probability Theory and Related Fields publication_identifier: issn: - '01788051' publication_status: published publisher: Springer publist_id: '5930' pubrep_id: '657' quality_controlled: '1' scopus_import: '1' status: public title: Universality for general Wigner-type matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 169 year: '2017' ... --- _id: '1207' abstract: - lang: eng 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. article_processing_charge: Yes (via OA deal) author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: 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 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 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. 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. 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. 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. short: Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990. date_created: 2018-12-11T11:50:43Z date_published: 2017-02-01T00:00:00Z date_updated: 2023-09-20T11:16:57Z day: '01' ddc: - '530' department: - _id: LaEr doi: 10.1007/s00220-016-2805-6 ec_funded: 1 external_id: isi: - '000393696700005' file: - access_level: open_access checksum: ddff79154c3daf27237de5383b1264a9 content_type: application/pdf creator: system date_created: 2018-12-12T10:14:47Z date_updated: 2020-07-14T12:44:39Z file_id: '5102' file_name: IST-2016-722-v1+1_s00220-016-2805-6.pdf file_size: 1033743 relation: main_file file_date_updated: 2020-07-14T12:44:39Z has_accepted_license: '1' intvolume: ' 349' isi: 1 issue: '3' language: - iso: eng month: '02' oa: 1 oa_version: Published Version page: 947 - 990 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Communications in Mathematical Physics publication_identifier: issn: - '00103616' publication_status: published publisher: Springer publist_id: '6141' pubrep_id: '722' quality_controlled: '1' scopus_import: '1' status: public title: Local law of addition of random matrices on optimal scale tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 349 year: '2017' ... --- _id: '1023' abstract: - lang: eng text: We consider products of independent square non-Hermitian random matrices. More precisely, let X1,…, Xn be independent N × N random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance 1/N. Soshnikov-O’Rourke [19] and Götze-Tikhomirov [15] showed that the empirical spectral distribution of the product of n random matrices with iid entries converges to (equation found). We prove that if the entries of the matrices X1,…, Xn are independent (but not necessarily identically distributed) and satisfy uniform subexponential decay condition, then in the bulk the convergence of the ESD of X1,…, Xn to (0.1) holds up to the scale N–1/2+ε. article_number: '22' article_processing_charge: No author: - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Nemish Y. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 2017;22. doi:10.1214/17-EJP38 apa: Nemish, Y. (2017). Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-EJP38 chicago: Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP38. ieee: Y. Nemish, “Local law for the product of independent non-Hermitian random matrices with independent entries,” Electronic Journal of Probability, vol. 22. Institute of Mathematical Statistics, 2017. ista: Nemish Y. 2017. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 22, 22. mla: Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability, vol. 22, 22, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP38. short: Y. Nemish, Electronic Journal of Probability 22 (2017). date_created: 2018-12-11T11:49:44Z date_published: 2017-02-06T00:00:00Z date_updated: 2023-09-22T09:27:51Z day: '06' ddc: - '510' department: - _id: LaEr doi: 10.1214/17-EJP38 external_id: isi: - '000396611900022' file: - access_level: open_access content_type: application/pdf creator: system date_created: 2018-12-12T10:15:29Z date_updated: 2018-12-12T10:15:29Z file_id: '5149' file_name: IST-2017-802-v1+1_euclid.ejp.1487991681.pdf file_size: 742275 relation: main_file file_date_updated: 2018-12-12T10:15:29Z has_accepted_license: '1' intvolume: ' 22' isi: 1 language: - iso: eng month: '02' oa: 1 oa_version: Published Version publication: Electronic Journal of Probability publication_identifier: issn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6370' pubrep_id: '802' quality_controlled: '1' scopus_import: '1' status: public title: Local law for the product of independent non-Hermitian random matrices with independent entries tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 22 year: '2017' ... --- _id: '1010' abstract: - lang: eng text: 'We prove a local law in the bulk of the spectrum for random Gram matrices XX∗, a generalization of sample covariance matrices, where X is a large matrix with independent, centered entries with arbitrary variances. The limiting eigenvalue density that generalizes the Marchenko-Pastur law is determined by solving a system of nonlinear equations. Our entrywise and averaged local laws are on the optimal scale with the optimal error bounds. They hold both in the square case (hard edge) and in the properly rectangular case (soft edge). In the latter case we also establish a macroscopic gap away from zero in the spectrum of XX∗. ' article_number: '25' article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Alt J, Erdös L, Krüger TH. Local law for random Gram matrices. Electronic Journal of Probability. 2017;22. doi:10.1214/17-EJP42 apa: Alt, J., Erdös, L., & Krüger, T. H. (2017). Local law for random Gram matrices. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-EJP42 chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Law for Random Gram Matrices.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP42. ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local law for random Gram matrices,” Electronic Journal of Probability, vol. 22. Institute of Mathematical Statistics, 2017. ista: Alt J, Erdös L, Krüger TH. 2017. Local law for random Gram matrices. Electronic Journal of Probability. 22, 25. mla: Alt, Johannes, et al. “Local Law for Random Gram Matrices.” Electronic Journal of Probability, vol. 22, 25, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP42. short: J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017). date_created: 2018-12-11T11:49:40Z date_published: 2017-03-08T00:00:00Z date_updated: 2023-09-22T09:45:23Z day: '08' ddc: - '510' - '539' department: - _id: LaEr doi: 10.1214/17-EJP42 ec_funded: 1 external_id: arxiv: - '1606.07353' isi: - '000396611900025' file: - access_level: open_access content_type: application/pdf creator: system date_created: 2018-12-12T10:13:39Z date_updated: 2018-12-12T10:13:39Z file_id: '5024' file_name: IST-2017-807-v1+1_euclid.ejp.1488942016.pdf file_size: 639384 relation: main_file file_date_updated: 2018-12-12T10:13:39Z has_accepted_license: '1' intvolume: ' 22' isi: 1 language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Journal of Probability publication_identifier: issn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6386' pubrep_id: '807' quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: '1' status: public title: Local law for random Gram matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 22 year: '2017' ... --- _id: '733' abstract: - lang: eng text: Let A and B be two N by N deterministic Hermitian matrices and let U be an N by N Haar distributed unitary matrix. It is well known that the spectral distribution of the sum H = A + UBU∗ converges weakly to the free additive convolution of the spectral distributions of A and B, as N tends to infinity. We establish the optimal convergence rate in the bulk of the spectrum. acknowledgement: Partially supported by ERC Advanced Grant RANMAT No. 338804, Hong Kong RGC grant ECS 26301517, and the Göran Gustafsson Foundation article_processing_charge: No author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 2017;319:251-291. doi:10.1016/j.aim.2017.08.028 apa: Bao, Z., Erdös, L., & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. Academic Press. https://doi.org/10.1016/j.aim.2017.08.028 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Convergence rate for spectral distribution of addition of random matrices,” Advances in Mathematics, vol. 319. Academic Press, pp. 251–291, 2017. ista: Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291. mla: Bao, Zhigang, et al. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics, vol. 319, Academic Press, 2017, pp. 251–91, doi:10.1016/j.aim.2017.08.028. short: Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291. date_created: 2018-12-11T11:48:13Z date_published: 2017-10-15T00:00:00Z date_updated: 2023-09-28T11:30:42Z day: '15' department: - _id: LaEr doi: 10.1016/j.aim.2017.08.028 ec_funded: 1 external_id: isi: - '000412150400010' intvolume: ' 319' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1606.03076 month: '10' oa: 1 oa_version: Submitted Version page: 251 - 291 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Advances in Mathematics publication_status: published publisher: Academic Press publist_id: '6935' quality_controlled: '1' scopus_import: '1' status: public title: Convergence rate for spectral distribution of addition of random matrices type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 319 year: '2017' ... --- _id: '447' abstract: - lang: eng 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). article_processing_charge: No article_type: original author: - first_name: Patrik full_name: Ferrari, Patrik last_name: Ferrari - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar 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 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 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. 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. 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. 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. short: P. Ferrari, P. Nejjar, Revista Latino-Americana de Probabilidade e Estatística 9 (2017) 299–325. date_created: 2018-12-11T11:46:31Z date_published: 2017-03-23T00:00:00Z date_updated: 2023-10-10T13:10:32Z day: '23' department: - _id: LaEr - _id: JaMa doi: 10.30757/ALEA.v14-17 ec_funded: 1 intvolume: ' 9' language: - iso: eng main_file_link: - open_access: '1' url: http://alea.impa.br/articles/v14/14-17.pdf month: '03' oa: 1 oa_version: Submitted Version page: 299 - 325 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Revista Latino-Americana de Probabilidade e Estatística publication_status: published publisher: Instituto Nacional de Matematica Pura e Aplicada publist_id: '7376' quality_controlled: '1' scopus_import: '1' status: public title: Fluctuations of the competition interface in presence of shocks type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 9 year: '2017' ... --- _id: '1157' abstract: - lang: eng text: We consider sample covariance matrices of the form Q = ( σ1/2X)(σ1/2X)∗, where the sample X is an M ×N random matrix whose entries are real independent random variables with variance 1/N and whereσ is an M × M positive-definite deterministic matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue of Q when both M and N tend to infinity with N/M →d ϵ (0,∞). For a large class of populations σ in the sub-critical regime, we show that the distribution of the largest rescaled eigenvalue of Q is given by the type-1 Tracy-Widom distribution under the additional assumptions that (1) either the entries of X are i.i.d. Gaussians or (2) that σ is diagonal and that the entries of X have a sub-exponential decay. acknowledgement: "We thank Horng-Tzer Yau for numerous discussions and remarks. We are grateful to Ben Adlam, Jinho Baik, Zhigang Bao, Paul Bourgade, László Erd ̋os, Iain Johnstone and Antti Knowles for comments. We are also grate-\r\nful to the anonymous referee for carefully reading our manuscript and suggesting several improvements." author: - first_name: Ji full_name: Lee, Ji last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 2016;26(6):3786-3839. doi:10.1214/16-AAP1193 apa: Lee, J., & Schnelli, K. (2016). Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AAP1193 chicago: Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/16-AAP1193. ieee: J. Lee and K. Schnelli, “Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population,” Annals of Applied Probability, vol. 26, no. 6. Institute of Mathematical Statistics, pp. 3786–3839, 2016. ista: Lee J, Schnelli K. 2016. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 26(6), 3786–3839. mla: Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability, vol. 26, no. 6, Institute of Mathematical Statistics, 2016, pp. 3786–839, doi:10.1214/16-AAP1193. short: J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839. date_created: 2018-12-11T11:50:27Z date_published: 2016-12-15T00:00:00Z date_updated: 2021-01-12T06:48:43Z day: '15' department: - _id: LaEr doi: 10.1214/16-AAP1193 ec_funded: 1 intvolume: ' 26' issue: '6' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1409.4979 month: '12' oa: 1 oa_version: Preprint page: 3786 - 3839 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Applied Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6201' quality_controlled: '1' scopus_import: 1 status: public title: Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 26 year: '2016' ... --- _id: '1219' abstract: - lang: eng text: We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues ofW and V are typically of the same order. For a large class of diagonal matrices V , we show that the local statistics in the bulk of the spectrum are universal in the limit of large N. acknowledgement: "J.C. was supported in part by National Research Foundation of Korea Grant 2011-0013474 and TJ Park Junior Faculty Fellowship.\r\nK.S. was supported by ERC Advanced Grant RANMAT, No. 338804, and the \"Fund for Math.\"\r\nB.S. was supported by NSF GRFP Fellowship DGE-1144152.\r\nH.Y. was supported in part by NSF Grant DMS-13-07444 and Simons investigator fellowship. We thank Paul Bourgade, László Erd ̋os and Antti Knowles for helpful comments. We are grateful to the Taida Institute for Mathematical\r\nSciences and National Taiwan Universality for their hospitality during part of this\r\nresearch. We thank Thomas Spencer and the Institute for Advanced Study for their\r\nhospitality during the academic year 2013–2014. " author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 - first_name: Ben full_name: Stetler, Ben last_name: Stetler - first_name: Horngtzer full_name: Yau, Horngtzer last_name: Yau citation: ama: Lee J, Schnelli K, Stetler B, Yau H. Bulk universality for deformed wigner matrices. Annals of Probability. 2016;44(3):2349-2425. doi:10.1214/15-AOP1023 apa: Lee, J., Schnelli, K., Stetler, B., & Yau, H. (2016). Bulk universality for deformed wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/15-AOP1023 chicago: Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023. ieee: J. Lee, K. Schnelli, B. Stetler, and H. Yau, “Bulk universality for deformed wigner matrices,” Annals of Probability, vol. 44, no. 3. Institute of Mathematical Statistics, pp. 2349–2425, 2016. ista: Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425. mla: Lee, Jioon, et al. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability, vol. 44, no. 3, Institute of Mathematical Statistics, 2016, pp. 2349–425, doi:10.1214/15-AOP1023. short: J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425. date_created: 2018-12-11T11:50:47Z date_published: 2016-01-01T00:00:00Z date_updated: 2021-01-12T06:49:10Z day: '01' department: - _id: LaEr doi: 10.1214/15-AOP1023 ec_funded: 1 intvolume: ' 44' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1405.6634 month: '01' oa: 1 oa_version: Preprint page: 2349 - 2425 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6115' quality_controlled: '1' scopus_import: 1 status: public title: Bulk universality for deformed wigner matrices type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 44 year: '2016' ... --- _id: '1223' abstract: - lang: eng text: We consider a random Schrödinger operator on the binary tree with a random potential which is the sum of a random radially symmetric potential, Qr, and a random transversally periodic potential, κQt, with coupling constant κ. Using a new one-dimensional dynamical systems approach combined with Jensen's inequality in hyperbolic space (our key estimate) we obtain a fractional moment estimate proving localization for small and large κ. Together with a previous result we therefore obtain a model with two Anderson transitions, from localization to delocalization and back to localization, when increasing κ. As a by-product we also have a partially new proof of one-dimensional Anderson localization at any disorder. author: - first_name: Richard full_name: Froese, Richard last_name: Froese - first_name: Darrick full_name: Lee, Darrick last_name: Lee - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 - first_name: Wolfgang full_name: Spitzer, Wolfgang last_name: Spitzer - first_name: Günter full_name: Stolz, Günter last_name: Stolz citation: ama: Froese R, Lee D, Sadel C, Spitzer W, Stolz G. Localization for transversally periodic random potentials on binary trees. Journal of Spectral Theory. 2016;6(3):557-600. doi:10.4171/JST/132 apa: Froese, R., Lee, D., Sadel, C., Spitzer, W., & Stolz, G. (2016). Localization for transversally periodic random potentials on binary trees. Journal of Spectral Theory. European Mathematical Society. https://doi.org/10.4171/JST/132 chicago: Froese, Richard, Darrick Lee, Christian Sadel, Wolfgang Spitzer, and Günter Stolz. “Localization for Transversally Periodic Random Potentials on Binary Trees.” Journal of Spectral Theory. European Mathematical Society, 2016. https://doi.org/10.4171/JST/132. ieee: R. Froese, D. Lee, C. Sadel, W. Spitzer, and G. Stolz, “Localization for transversally periodic random potentials on binary trees,” Journal of Spectral Theory, vol. 6, no. 3. European Mathematical Society, pp. 557–600, 2016. ista: Froese R, Lee D, Sadel C, Spitzer W, Stolz G. 2016. Localization for transversally periodic random potentials on binary trees. Journal of Spectral Theory. 6(3), 557–600. mla: Froese, Richard, et al. “Localization for Transversally Periodic Random Potentials on Binary Trees.” Journal of Spectral Theory, vol. 6, no. 3, European Mathematical Society, 2016, pp. 557–600, doi:10.4171/JST/132. short: R. Froese, D. Lee, C. Sadel, W. Spitzer, G. Stolz, Journal of Spectral Theory 6 (2016) 557–600. date_created: 2018-12-11T11:50:48Z date_published: 2016-01-01T00:00:00Z date_updated: 2021-01-12T06:49:12Z day: '01' department: - _id: LaEr doi: 10.4171/JST/132 intvolume: ' 6' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1408.3961 month: '01' oa: 1 oa_version: Preprint page: 557 - 600 publication: Journal of Spectral Theory publication_status: published publisher: European Mathematical Society publist_id: '6112' quality_controlled: '1' scopus_import: 1 status: public title: Localization for transversally periodic random potentials on binary trees type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 6 year: '2016' ... --- _id: '1257' abstract: - lang: eng text: We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix (Formula presented.). Focusing on the eigenvalues of (Formula presented.) of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required (Formula presented.) to be a (conjugated) unitary matrix so it could not have eigenvalues of different modulus. From the result we can also obtain a limit SDE for the Markov process given by the action of the random products on the flag manifold. Applying the result to random Schrödinger operators we can improve some results by Valko and Virag showing GOE statistics for the rescaled eigenvalue process of a sequence of Anderson models on long boxes. In particular, we solve a problem posed in their work. acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). The work of C. Sadel was supported by NSERC Discovery Grant 92997-2010 RGPIN and by the People Programme (Marie Curie Actions) of the EU 7th Framework Programme FP7/2007-2013, REA Grant 291734. article_processing_charge: Yes (via OA deal) author: - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 - first_name: Bálint full_name: Virág, Bálint last_name: Virág citation: ama: Sadel C, Virág B. A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes. Communications in Mathematical Physics. 2016;343(3):881-919. doi:10.1007/s00220-016-2600-4 apa: Sadel, C., & Virág, B. (2016). A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2600-4 chicago: Sadel, Christian, and Bálint Virág. “A Central Limit Theorem for Products of Random Matrices and GOE Statistics for the Anderson Model on Long Boxes.” Communications in Mathematical Physics. Springer, 2016. https://doi.org/10.1007/s00220-016-2600-4. ieee: C. Sadel and B. Virág, “A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes,” Communications in Mathematical Physics, vol. 343, no. 3. Springer, pp. 881–919, 2016. ista: Sadel C, Virág B. 2016. A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes. Communications in Mathematical Physics. 343(3), 881–919. mla: Sadel, Christian, and Bálint Virág. “A Central Limit Theorem for Products of Random Matrices and GOE Statistics for the Anderson Model on Long Boxes.” Communications in Mathematical Physics, vol. 343, no. 3, Springer, 2016, pp. 881–919, doi:10.1007/s00220-016-2600-4. short: C. Sadel, B. Virág, Communications in Mathematical Physics 343 (2016) 881–919. date_created: 2018-12-11T11:50:59Z date_published: 2016-05-01T00:00:00Z date_updated: 2021-01-12T06:49:26Z day: '01' ddc: - '510' - '539' department: - _id: LaEr doi: 10.1007/s00220-016-2600-4 ec_funded: 1 file: - access_level: open_access checksum: 4fb2411d9c2f56676123165aad46c828 content_type: application/pdf creator: system date_created: 2018-12-12T10:15:02Z date_updated: 2020-07-14T12:44:42Z file_id: '5119' file_name: IST-2016-703-v1+1_s00220-016-2600-4.pdf file_size: 800792 relation: main_file file_date_updated: 2020-07-14T12:44:42Z has_accepted_license: '1' intvolume: ' 343' issue: '3' language: - iso: eng month: '05' oa: 1 oa_version: Published Version page: 881 - 919 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Communications in Mathematical Physics publication_status: published publisher: Springer publist_id: '6067' pubrep_id: '703' quality_controlled: '1' scopus_import: 1 status: public title: A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 343 year: '2016' ... --- _id: '1280' abstract: - lang: eng text: We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in the energy parameter or they hold only for Hermitian matrices if the energy parameter is fixed. We develop a homogenization theory of the Dyson Brownian motion and show that microscopic universality follows from mesoscopic statistics. acknowledgement: "The work of P.B. was partially supported by National Sci-\r\nence Foundation Grant DMS-1208859. The work of L.E. was partially supported\r\nby ERC Advanced Grant RANMAT 338804. The work of H.-T. Y. was partially\r\nsupported by National Science Foundation Grant DMS-1307444 and a Simons In-\r\nvestigator award. \ The work of J.Y. was partially supported by National Science\r\nFoundation Grant DMS-1207961. The major part of this research was conducted\r\nwhen all authors were visiting IAS and were also supported by National Science\r\nFoundation Grant DMS-1128255." author: - first_name: Paul full_name: Bourgade, Paul last_name: Bourgade - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horngtzer full_name: Yau, Horngtzer last_name: Yau - first_name: Jun full_name: Yin, Jun last_name: Yin citation: ama: Bourgade P, Erdös L, Yau H, Yin J. Fixed energy universality for generalized wigner matrices. Communications on Pure and Applied Mathematics. 2016;69(10):1815-1881. doi:10.1002/cpa.21624 apa: Bourgade, P., Erdös, L., Yau, H., & Yin, J. (2016). Fixed energy universality for generalized wigner matrices. Communications on Pure and Applied Mathematics. Wiley-Blackwell. https://doi.org/10.1002/cpa.21624 chicago: Bourgade, Paul, László Erdös, Horngtzer Yau, and Jun Yin. “Fixed Energy Universality for Generalized Wigner Matrices.” Communications on Pure and Applied Mathematics. Wiley-Blackwell, 2016. https://doi.org/10.1002/cpa.21624. ieee: P. Bourgade, L. Erdös, H. Yau, and J. Yin, “Fixed energy universality for generalized wigner matrices,” Communications on Pure and Applied Mathematics, vol. 69, no. 10. Wiley-Blackwell, pp. 1815–1881, 2016. ista: Bourgade P, Erdös L, Yau H, Yin J. 2016. Fixed energy universality for generalized wigner matrices. Communications on Pure and Applied Mathematics. 69(10), 1815–1881. mla: Bourgade, Paul, et al. “Fixed Energy Universality for Generalized Wigner Matrices.” Communications on Pure and Applied Mathematics, vol. 69, no. 10, Wiley-Blackwell, 2016, pp. 1815–81, doi:10.1002/cpa.21624. short: P. Bourgade, L. Erdös, H. Yau, J. Yin, Communications on Pure and Applied Mathematics 69 (2016) 1815–1881. date_created: 2018-12-11T11:51:07Z date_published: 2016-10-01T00:00:00Z date_updated: 2021-01-12T06:49:35Z day: '01' department: - _id: LaEr doi: 10.1002/cpa.21624 ec_funded: 1 intvolume: ' 69' issue: '10' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1407.5606 month: '10' oa: 1 oa_version: Preprint page: 1815 - 1881 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Communications on Pure and Applied Mathematics publication_status: published publisher: Wiley-Blackwell publist_id: '6036' scopus_import: 1 status: public title: Fixed energy universality for generalized wigner matrices type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 69 year: '2016' ... --- _id: '1434' abstract: - lang: eng text: We prove that the system of subordination equations, defining the free additive convolution of two probability measures, is stable away from the edges of the support and blow-up singularities by showing that the recent smoothness condition of Kargin is always satisfied. As an application, we consider the local spectral statistics of the random matrix ensemble A+UBU⁎A+UBU⁎, where U is a Haar distributed random unitary or orthogonal matrix, and A and B are deterministic matrices. In the bulk regime, we prove that the empirical spectral distribution of A+UBU⁎A+UBU⁎ concentrates around the free additive convolution of the spectral distributions of A and B on scales down to N−2/3N−2/3. author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local stability of the free additive convolution. Journal of Functional Analysis. 2016;271(3):672-719. doi:10.1016/j.jfa.2016.04.006 apa: Bao, Z., Erdös, L., & Schnelli, K. (2016). Local stability of the free additive convolution. Journal of Functional Analysis. Academic Press. https://doi.org/10.1016/j.jfa.2016.04.006 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis. Academic Press, 2016. https://doi.org/10.1016/j.jfa.2016.04.006. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local stability of the free additive convolution,” Journal of Functional Analysis, vol. 271, no. 3. Academic Press, pp. 672–719, 2016. ista: Bao Z, Erdös L, Schnelli K. 2016. Local stability of the free additive convolution. Journal of Functional Analysis. 271(3), 672–719. mla: Bao, Zhigang, et al. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis, vol. 271, no. 3, Academic Press, 2016, pp. 672–719, doi:10.1016/j.jfa.2016.04.006. short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016) 672–719. date_created: 2018-12-11T11:52:00Z date_published: 2016-08-01T00:00:00Z date_updated: 2021-01-12T06:50:42Z day: '01' department: - _id: LaEr doi: 10.1016/j.jfa.2016.04.006 ec_funded: 1 intvolume: ' 271' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1508.05905 month: '08' oa: 1 oa_version: Preprint page: 672 - 719 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal of Functional Analysis publication_status: published publisher: Academic Press publist_id: '5764' quality_controlled: '1' scopus_import: 1 status: public title: Local stability of the free additive convolution type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 271 year: '2016' ... --- _id: '1489' abstract: - lang: eng text: 'We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries. ' acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). Oskari H. Ajanki was Partially supported by ERC Advanced Grant RANMAT No. 338804, and SFB-TR 12 Grant of the German Research Council. László Erdős was Partially supported by ERC Advanced Grant RANMAT No. 338804. Torben Krüger was Partially supported by ERC Advanced Grant RANMAT No. 338804, and SFB-TR 12 Grant of the German Research Council. article_processing_charge: Yes (via OA deal) author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Ajanki OH, Erdös L, Krüger TH. Local spectral statistics of Gaussian matrices with correlated entries. Journal of Statistical Physics. 2016;163(2):280-302. doi:10.1007/s10955-016-1479-y apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2016). Local spectral statistics of Gaussian matrices with correlated entries. Journal of Statistical Physics. Springer. https://doi.org/10.1007/s10955-016-1479-y chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Spectral Statistics of Gaussian Matrices with Correlated Entries.” Journal of Statistical Physics. Springer, 2016. https://doi.org/10.1007/s10955-016-1479-y. ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local spectral statistics of Gaussian matrices with correlated entries,” Journal of Statistical Physics, vol. 163, no. 2. Springer, pp. 280–302, 2016. ista: Ajanki OH, Erdös L, Krüger TH. 2016. Local spectral statistics of Gaussian matrices with correlated entries. Journal of Statistical Physics. 163(2), 280–302. mla: Ajanki, Oskari H., et al. “Local Spectral Statistics of Gaussian Matrices with Correlated Entries.” Journal of Statistical Physics, vol. 163, no. 2, Springer, 2016, pp. 280–302, doi:10.1007/s10955-016-1479-y. short: O.H. Ajanki, L. Erdös, T.H. Krüger, Journal of Statistical Physics 163 (2016) 280–302. date_created: 2018-12-11T11:52:19Z date_published: 2016-04-01T00:00:00Z date_updated: 2021-01-12T06:51:05Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s10955-016-1479-y ec_funded: 1 file: - access_level: open_access checksum: 7139598dcb1cafbe6866bd2bfd732b33 content_type: application/pdf creator: system date_created: 2018-12-12T10:11:16Z date_updated: 2020-07-14T12:44:57Z file_id: '4869' file_name: IST-2016-516-v1+1_s10955-016-1479-y.pdf file_size: 660602 relation: main_file file_date_updated: 2020-07-14T12:44:57Z has_accepted_license: '1' intvolume: ' 163' issue: '2' language: - iso: eng month: '04' oa: 1 oa_version: Published Version page: 280 - 302 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Journal of Statistical Physics publication_status: published publisher: Springer publist_id: '5698' pubrep_id: '516' quality_controlled: '1' scopus_import: 1 status: public title: Local spectral statistics of Gaussian matrices with correlated entries tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 163 year: '2016' ... --- _id: '1608' abstract: - lang: eng text: 'We show that the Anderson model has a transition from localization to delocalization at exactly 2 dimensional growth rate on antitrees with normalized edge weights which are certain discrete graphs. The kinetic part has a one-dimensional structure allowing a description through transfer matrices which involve some Schur complement. For such operators we introduce the notion of having one propagating channel and extend theorems from the theory of one-dimensional Jacobi operators that relate the behavior of transfer matrices with the spectrum. These theorems are then applied to the considered model. In essence, in a certain energy region the kinetic part averages the random potentials along shells and the transfer matrices behave similar as for a one-dimensional operator with random potential of decaying variance. At d dimensional growth for d>2 this effective decay is strong enough to obtain absolutely continuous spectrum, whereas for some uniform d dimensional growth with d<2 one has pure point spectrum in this energy region. At exactly uniform 2 dimensional growth also some singular continuous spectrum appears, at least at small disorder. As a corollary we also obtain a change from singular spectrum (d≤2) to absolutely continuous spectrum (d≥3) for random operators of the type rΔdr+λ on ℤd, where r is an orthogonal radial projection, Δd the discrete adjacency operator (Laplacian) on ℤd and λ a random potential. ' author: - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 citation: ama: Sadel C. Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel. Annales Henri Poincare. 2016;17(7):1631-1675. doi:10.1007/s00023-015-0456-3 apa: Sadel, C. (2016). Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel. Annales Henri Poincare. Birkhäuser. https://doi.org/10.1007/s00023-015-0456-3 chicago: Sadel, Christian. “Anderson Transition at 2 Dimensional Growth Rate on Antitrees and Spectral Theory for Operators with One Propagating Channel.” Annales Henri Poincare. Birkhäuser, 2016. https://doi.org/10.1007/s00023-015-0456-3. ieee: C. Sadel, “Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel,” Annales Henri Poincare, vol. 17, no. 7. Birkhäuser, pp. 1631–1675, 2016. ista: Sadel C. 2016. Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel. Annales Henri Poincare. 17(7), 1631–1675. mla: Sadel, Christian. “Anderson Transition at 2 Dimensional Growth Rate on Antitrees and Spectral Theory for Operators with One Propagating Channel.” Annales Henri Poincare, vol. 17, no. 7, Birkhäuser, 2016, pp. 1631–75, doi:10.1007/s00023-015-0456-3. short: C. Sadel, Annales Henri Poincare 17 (2016) 1631–1675. date_created: 2018-12-11T11:53:00Z date_published: 2016-07-01T00:00:00Z date_updated: 2021-01-12T06:51:58Z day: '01' department: - _id: LaEr doi: 10.1007/s00023-015-0456-3 ec_funded: 1 intvolume: ' 17' issue: '7' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1501.04287 month: '07' oa: 1 oa_version: Preprint page: 1631 - 1675 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Annales Henri Poincare publication_status: published publisher: Birkhäuser publist_id: '5558' quality_controlled: '1' scopus_import: 1 status: public title: Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 17 year: '2016' ... --- _id: '1881' abstract: - lang: eng text: 'We consider random matrices of the form H=W+λV, λ∈ℝ+, where W is a real symmetric or complex Hermitian Wigner matrix of size N and V is a real bounded diagonal random matrix of size N with i.i.d.\ entries that are independent of W. We assume subexponential decay for the matrix entries of W and we choose λ∼1, so that the eigenvalues of W and λV are typically of the same order. Further, we assume that the density of the entries of V is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is λ+∈ℝ+ such that the largest eigenvalues of H are in the limit of large N determined by the order statistics of V for λ>λ+. In particular, the largest eigenvalue of H has a Weibull distribution in the limit N→∞ if λ>λ+. Moreover, for N sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for λ>λ+, while they are completely delocalized for λ<λ+. Similar results hold for the lowest eigenvalues. ' acknowledgement: "Most of the presented work was obtained while Kevin Schnelli was staying at the IAS with the support of\r\nThe Fund For Math." author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. 2016;164(1-2):165-241. doi:10.1007/s00440-014-0610-8 apa: Lee, J., & Schnelli, K. (2016). Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-014-0610-8 chicago: Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer, 2016. https://doi.org/10.1007/s00440-014-0610-8. ieee: J. Lee and K. Schnelli, “Extremal eigenvalues and eigenvectors of deformed Wigner matrices,” Probability Theory and Related Fields, vol. 164, no. 1–2. Springer, pp. 165–241, 2016. ista: Lee J, Schnelli K. 2016. Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. 164(1–2), 165–241. mla: Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 164, no. 1–2, Springer, 2016, pp. 165–241, doi:10.1007/s00440-014-0610-8. short: J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241. date_created: 2018-12-11T11:54:31Z date_published: 2016-02-01T00:00:00Z date_updated: 2021-01-12T06:53:49Z day: '01' department: - _id: LaEr doi: 10.1007/s00440-014-0610-8 ec_funded: 1 intvolume: ' 164' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1310.7057 month: '02' oa: 1 oa_version: Preprint page: 165 - 241 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_status: published publisher: Springer publist_id: '5215' quality_controlled: '1' scopus_import: 1 status: public title: Extremal eigenvalues and eigenvectors of deformed Wigner matrices type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 164 year: '2016' ... --- _id: '1505' abstract: - lang: eng text: This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form W N =Σ 1/2XX∗Σ 1/2 . Here, X = (xij )M,N is an M× N random matrix with independent entries xij , 1 ≤ i M,≤ 1 ≤ j ≤ N such that Exij = 0, E|xij |2 = 1/N . On dimensionality, we assume that M = M(N) and N/M → d ε (0, ∞) as N ∞→. For a class of general deterministic positive-definite M × M matrices Σ , under some additional assumptions on the distribution of xij 's, we show that the limiting behavior of the largest eigenvalue of W N is universal, via pursuing a Green function comparison strategy raised in [Probab. Theory Related Fields 154 (2012) 341-407, Adv. Math. 229 (2012) 1435-1515] by Erd″os, Yau and Yin for Wigner matrices and extended by Pillai and Yin [Ann. Appl. Probab. 24 (2014) 935-1001] to sample covariance matrices in the null case (&Epsi = I ). Consequently, in the standard complex case (Ex2 ij = 0), combing this universality property and the results known for Gaussian matrices obtained by El Karoui in [Ann. Probab. 35 (2007) 663-714] (nonsingular case) and Onatski in [Ann. Appl. Probab. 18 (2008) 470-490] (singular case), we show that after an appropriate normalization the largest eigenvalue of W N converges weakly to the type 2 Tracy-Widom distribution TW2 . Moreover, in the real case, we show that whenΣ is spiked with a fixed number of subcritical spikes, the type 1 Tracy-Widom limit TW1 holds for the normalized largest eigenvalue of W N , which extends a result of Féral and Péché in [J. Math. Phys. 50 (2009) 073302] to the scenario of nondiagonal Σ and more generally distributed X . In summary, we establish the Tracy-Widom type universality for the largest eigenvalue of generally distributed sample covariance matrices under quite light assumptions on &Sigma . Applications of these limiting results to statistical signal detection and structure recognition of separable covariance matrices are also discussed. acknowledgement: "B.Z. was supported in part by NSFC Grant 11071213, ZJNSF \ Grant R6090034 and SRFDP Grant 20100101110001. P.G. was supported in part by the Ministry of Education, Singapore, under Grant ARC 14/11. Z.W. was supported \ in part by the Ministry of Education, Singapore, under Grant ARC 14/11, \ and by a Grant R-155-000-131-112 at the National University of Singapore\r\n" author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: Guangming full_name: Pan, Guangming last_name: Pan - first_name: Wang full_name: Zhou, Wang last_name: Zhou citation: ama: Bao Z, Pan G, Zhou W. Universality for the largest eigenvalue of sample covariance matrices with general population. Annals of Statistics. 2015;43(1):382-421. doi:10.1214/14-AOS1281 apa: Bao, Z., Pan, G., & Zhou, W. (2015). Universality for the largest eigenvalue of sample covariance matrices with general population. Annals of Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/14-AOS1281 chicago: Bao, Zhigang, Guangming Pan, and Wang Zhou. “Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population.” Annals of Statistics. Institute of Mathematical Statistics, 2015. https://doi.org/10.1214/14-AOS1281. ieee: Z. Bao, G. Pan, and W. Zhou, “Universality for the largest eigenvalue of sample covariance matrices with general population,” Annals of Statistics, vol. 43, no. 1. Institute of Mathematical Statistics, pp. 382–421, 2015. ista: Bao Z, Pan G, Zhou W. 2015. Universality for the largest eigenvalue of sample covariance matrices with general population. Annals of Statistics. 43(1), 382–421. mla: Bao, Zhigang, et al. “Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population.” Annals of Statistics, vol. 43, no. 1, Institute of Mathematical Statistics, 2015, pp. 382–421, doi:10.1214/14-AOS1281. short: Z. Bao, G. Pan, W. Zhou, Annals of Statistics 43 (2015) 382–421. date_created: 2018-12-11T11:52:25Z date_published: 2015-02-01T00:00:00Z date_updated: 2021-01-12T06:51:14Z day: '01' department: - _id: LaEr doi: 10.1214/14-AOS1281 intvolume: ' 43' issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1304.5690 month: '02' oa: 1 oa_version: Preprint page: 382 - 421 publication: Annals of Statistics publication_status: published publisher: Institute of Mathematical Statistics publist_id: '5672' quality_controlled: '1' status: public title: Universality for the largest eigenvalue of sample covariance matrices with general population type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 43 year: '2015' ... --- _id: '1508' abstract: - lang: eng text: We consider generalized Wigner ensembles and general β-ensembles with analytic potentials for any β ≥ 1. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian β-ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact, with an additional step, our result can be extended to any C4(ℝ) potential. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau citation: ama: Erdös L, Yau H. Gap universality of generalized Wigner and β ensembles. Journal of the European Mathematical Society. 2015;17(8):1927-2036. doi:10.4171/JEMS/548 apa: Erdös, L., & Yau, H. (2015). Gap universality of generalized Wigner and β ensembles. Journal of the European Mathematical Society. European Mathematical Society. https://doi.org/10.4171/JEMS/548 chicago: Erdös, László, and Horng Yau. “Gap Universality of Generalized Wigner and β Ensembles.” Journal of the European Mathematical Society. European Mathematical Society, 2015. https://doi.org/10.4171/JEMS/548. ieee: L. Erdös and H. Yau, “Gap universality of generalized Wigner and β ensembles,” Journal of the European Mathematical Society, vol. 17, no. 8. European Mathematical Society, pp. 1927–2036, 2015. ista: Erdös L, Yau H. 2015. Gap universality of generalized Wigner and β ensembles. Journal of the European Mathematical Society. 17(8), 1927–2036. mla: Erdös, László, and Horng Yau. “Gap Universality of Generalized Wigner and β Ensembles.” Journal of the European Mathematical Society, vol. 17, no. 8, European Mathematical Society, 2015, pp. 1927–2036, doi:10.4171/JEMS/548. short: L. Erdös, H. Yau, Journal of the European Mathematical Society 17 (2015) 1927–2036. date_created: 2018-12-11T11:52:26Z date_published: 2015-08-01T00:00:00Z date_updated: 2021-01-12T06:51:15Z day: '01' department: - _id: LaEr doi: 10.4171/JEMS/548 intvolume: ' 17' issue: '8' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1211.3786 month: '08' oa: 1 oa_version: Preprint page: 1927 - 2036 publication: Journal of the European Mathematical Society publication_status: published publisher: European Mathematical Society publist_id: '5669' quality_controlled: '1' scopus_import: 1 status: public title: Gap universality of generalized Wigner and β ensembles type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 17 year: '2015' ... --- _id: '1506' abstract: - lang: eng text: Consider the square random matrix An = (aij)n,n, where {aij:= a(n)ij , i, j = 1, . . . , n} is a collection of independent real random variables with means zero and variances one. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1). author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: Guangming full_name: Pan, Guangming last_name: Pan - first_name: Wang full_name: Zhou, Wang last_name: Zhou citation: ama: Bao Z, Pan G, Zhou W. The logarithmic law of random determinant. Bernoulli. 2015;21(3):1600-1628. doi:10.3150/14-BEJ615 apa: Bao, Z., Pan, G., & Zhou, W. (2015). The logarithmic law of random determinant. Bernoulli. Bernoulli Society for Mathematical Statistics and Probability. https://doi.org/10.3150/14-BEJ615 chicago: Bao, Zhigang, Guangming Pan, and Wang Zhou. “The Logarithmic Law of Random Determinant.” Bernoulli. Bernoulli Society for Mathematical Statistics and Probability, 2015. https://doi.org/10.3150/14-BEJ615. ieee: Z. Bao, G. Pan, and W. Zhou, “The logarithmic law of random determinant,” Bernoulli, vol. 21, no. 3. Bernoulli Society for Mathematical Statistics and Probability, pp. 1600–1628, 2015. ista: Bao Z, Pan G, Zhou W. 2015. The logarithmic law of random determinant. Bernoulli. 21(3), 1600–1628. mla: Bao, Zhigang, et al. “The Logarithmic Law of Random Determinant.” Bernoulli, vol. 21, no. 3, Bernoulli Society for Mathematical Statistics and Probability, 2015, pp. 1600–28, doi:10.3150/14-BEJ615. short: Z. Bao, G. Pan, W. Zhou, Bernoulli 21 (2015) 1600–1628. date_created: 2018-12-11T11:52:25Z date_published: 2015-08-01T00:00:00Z date_updated: 2021-01-12T06:51:14Z day: '01' department: - _id: LaEr doi: 10.3150/14-BEJ615 intvolume: ' 21' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1208.5823 month: '08' oa: 1 oa_version: Preprint page: 1600 - 1628 publication: Bernoulli publication_status: published publisher: Bernoulli Society for Mathematical Statistics and Probability publist_id: '5671' quality_controlled: '1' status: public title: The logarithmic law of random determinant type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 21 year: '2015' ... --- _id: '1585' abstract: - lang: eng text: In this paper, we consider the fluctuation of mutual information statistics of a multiple input multiple output channel communication systems without assuming that the entries of the channel matrix have zero pseudovariance. To this end, we also establish a central limit theorem of the linear spectral statistics for sample covariance matrices under general moment conditions by removing the restrictions imposed on the second moment and fourth moment on the matrix entries in Bai and Silverstein (2004). acknowledgement: "G. Pan was supported by MOE Tier 2 under Grant 2014-T2-2-060 and in part by Tier 1 under Grant RG25/14 through the Nanyang Technological University, Singapore. W. Zhou was supported by the National University of Singapore, Singapore, under Grant R-155-000-131-112.\r\n" author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: Guangming full_name: Pan, Guangming last_name: Pan - first_name: Wang full_name: Zhou, Wang last_name: Zhou citation: ama: Bao Z, Pan G, Zhou W. Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices. IEEE Transactions on Information Theory. 2015;61(6):3413-3426. doi:10.1109/TIT.2015.2421894 apa: Bao, Z., Pan, G., & Zhou, W. (2015). Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices. IEEE Transactions on Information Theory. IEEE. https://doi.org/10.1109/TIT.2015.2421894 chicago: Bao, Zhigang, Guangming Pan, and Wang Zhou. “Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices.” IEEE Transactions on Information Theory. IEEE, 2015. https://doi.org/10.1109/TIT.2015.2421894. ieee: Z. Bao, G. Pan, and W. Zhou, “Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices,” IEEE Transactions on Information Theory, vol. 61, no. 6. IEEE, pp. 3413–3426, 2015. ista: Bao Z, Pan G, Zhou W. 2015. Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices. IEEE Transactions on Information Theory. 61(6), 3413–3426. mla: Bao, Zhigang, et al. “Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices.” IEEE Transactions on Information Theory, vol. 61, no. 6, IEEE, 2015, pp. 3413–26, doi:10.1109/TIT.2015.2421894. short: Z. Bao, G. Pan, W. Zhou, IEEE Transactions on Information Theory 61 (2015) 3413–3426. date_created: 2018-12-11T11:52:52Z date_published: 2015-06-01T00:00:00Z date_updated: 2021-01-12T06:51:46Z day: '01' department: - _id: LaEr doi: 10.1109/TIT.2015.2421894 intvolume: ' 61' issue: '6' language: - iso: eng month: '06' oa_version: None page: 3413 - 3426 publication: IEEE Transactions on Information Theory publication_status: published publisher: IEEE publist_id: '5586' quality_controlled: '1' scopus_import: 1 status: public title: Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 61 year: '2015' ... --- _id: '1674' abstract: - lang: eng text: We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix and V a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1 in the limit of large N. Our proofs also apply to the complex Hermitian setting, i.e. when W is a complex Hermitian Wigner matrix. article_number: '1550018' author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. 2015;27(8). doi:10.1142/S0129055X1550018X apa: Lee, J., & Schnelli, K. (2015). Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. World Scientific Publishing. https://doi.org/10.1142/S0129055X1550018X chicago: Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics. World Scientific Publishing, 2015. https://doi.org/10.1142/S0129055X1550018X. ieee: J. Lee and K. Schnelli, “Edge universality for deformed Wigner matrices,” Reviews in Mathematical Physics, vol. 27, no. 8. World Scientific Publishing, 2015. ista: Lee J, Schnelli K. 2015. Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. 27(8), 1550018. mla: Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics, vol. 27, no. 8, 1550018, World Scientific Publishing, 2015, doi:10.1142/S0129055X1550018X. short: J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015). date_created: 2018-12-11T11:53:24Z date_published: 2015-09-01T00:00:00Z date_updated: 2021-01-12T06:52:26Z day: '01' department: - _id: LaEr doi: 10.1142/S0129055X1550018X intvolume: ' 27' issue: '8' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1407.8015 month: '09' oa: 1 oa_version: Preprint publication: Reviews in Mathematical Physics publication_status: published publisher: World Scientific Publishing publist_id: '5475' quality_controlled: '1' scopus_import: 1 status: public title: Edge universality for deformed Wigner matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 27 year: '2015' ... --- _id: '1824' abstract: - lang: eng text: Condensation phenomena arise through a collective behaviour of particles. They are observed in both classical and quantum systems, ranging from the formation of traffic jams in mass transport models to the macroscopic occupation of the energetic ground state in ultra-cold bosonic gases (Bose-Einstein condensation). Recently, it has been shown that a driven and dissipative system of bosons may form multiple condensates. Which states become the condensates has, however, remained elusive thus far. The dynamics of this condensation are described by coupled birth-death processes, which also occur in evolutionary game theory. Here we apply concepts from evolutionary game theory to explain the formation of multiple condensates in such driven-dissipative bosonic systems. We show that the vanishing of relative entropy production determines their selection. The condensation proceeds exponentially fast, but the system never comes to rest. Instead, the occupation numbers of condensates may oscillate, as we demonstrate for a rock-paper-scissors game of condensates. article_number: '6977' author: - first_name: Johannes full_name: Knebel, Johannes last_name: Knebel - first_name: Markus full_name: Weber, Markus last_name: Weber - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Erwin full_name: Frey, Erwin last_name: Frey citation: ama: Knebel J, Weber M, Krüger TH, Frey E. Evolutionary games of condensates in coupled birth-death processes. Nature Communications. 2015;6. doi:10.1038/ncomms7977 apa: Knebel, J., Weber, M., Krüger, T. H., & Frey, E. (2015). Evolutionary games of condensates in coupled birth-death processes. Nature Communications. Nature Publishing Group. https://doi.org/10.1038/ncomms7977 chicago: Knebel, Johannes, Markus Weber, Torben H Krüger, and Erwin Frey. “Evolutionary Games of Condensates in Coupled Birth-Death Processes.” Nature Communications. Nature Publishing Group, 2015. https://doi.org/10.1038/ncomms7977. ieee: J. Knebel, M. Weber, T. H. Krüger, and E. Frey, “Evolutionary games of condensates in coupled birth-death processes,” Nature Communications, vol. 6. Nature Publishing Group, 2015. ista: Knebel J, Weber M, Krüger TH, Frey E. 2015. Evolutionary games of condensates in coupled birth-death processes. Nature Communications. 6, 6977. mla: Knebel, Johannes, et al. “Evolutionary Games of Condensates in Coupled Birth-Death Processes.” Nature Communications, vol. 6, 6977, Nature Publishing Group, 2015, doi:10.1038/ncomms7977. short: J. Knebel, M. Weber, T.H. Krüger, E. Frey, Nature Communications 6 (2015). date_created: 2018-12-11T11:54:13Z date_published: 2015-04-24T00:00:00Z date_updated: 2021-01-12T06:53:26Z day: '24' ddc: - '530' department: - _id: LaEr doi: 10.1038/ncomms7977 file: - access_level: open_access checksum: c4cffb5c8b245e658a34eac71a03e7cc content_type: application/pdf creator: system date_created: 2018-12-12T10:16:54Z date_updated: 2020-07-14T12:45:17Z file_id: '5245' file_name: IST-2016-451-v1+1_ncomms7977.pdf file_size: 1151501 relation: main_file file_date_updated: 2020-07-14T12:45:17Z has_accepted_license: '1' intvolume: ' 6' language: - iso: eng month: '04' oa: 1 oa_version: Published Version publication: Nature Communications publication_status: published publisher: Nature Publishing Group publist_id: '5282' pubrep_id: '451' quality_controlled: '1' scopus_import: 1 status: public title: Evolutionary games of condensates in coupled birth-death processes tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 6 year: '2015' ... --- _id: '1864' abstract: - lang: eng text: "The Altshuler–Shklovskii formulas (Altshuler and Shklovskii, BZh Eksp Teor Fiz 91:200, 1986) predict, for any disordered quantum system in the diffusive regime, a universal power law behaviour for the correlation functions of the mesoscopic eigenvalue density. In this paper and its companion (Erdős and Knowles, The Altshuler–Shklovskii formulas for random band matrices I: the unimodular case, 2013), we prove these formulas for random band matrices. In (Erdős and Knowles, The Altshuler–Shklovskii formulas for random band matrices I: the unimodular case, 2013) we introduced a diagrammatic approach and presented robust estimates on general diagrams under certain simplifying assumptions. In this paper, we remove these assumptions by giving a general estimate of the subleading diagrams. We also give a precise analysis of the leading diagrams which give rise to the Altschuler–Shklovskii power laws. Moreover, we introduce a family of general random band matrices which interpolates between real symmetric (β = 1) and complex Hermitian (β = 2) models, and track the transition for the mesoscopic density–density correlation. Finally, we address the higher-order correlation functions by proving that they behave asymptotically according to a Gaussian process whose covariance is given by the Altshuler–Shklovskii formulas.\r\n" author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Antti full_name: Knowles, Antti last_name: Knowles citation: ama: 'Erdös L, Knowles A. The Altshuler–Shklovskii formulas for random band matrices II: The general case. Annales Henri Poincare. 2015;16(3):709-799. doi:10.1007/s00023-014-0333-5' apa: 'Erdös, L., & Knowles, A. (2015). The Altshuler–Shklovskii formulas for random band matrices II: The general case. Annales Henri Poincare. Springer. https://doi.org/10.1007/s00023-014-0333-5' chicago: 'Erdös, László, and Antti Knowles. “The Altshuler–Shklovskii Formulas for Random Band Matrices II: The General Case.” Annales Henri Poincare. Springer, 2015. https://doi.org/10.1007/s00023-014-0333-5.' ieee: 'L. Erdös and A. Knowles, “The Altshuler–Shklovskii formulas for random band matrices II: The general case,” Annales Henri Poincare, vol. 16, no. 3. Springer, pp. 709–799, 2015.' ista: 'Erdös L, Knowles A. 2015. The Altshuler–Shklovskii formulas for random band matrices II: The general case. Annales Henri Poincare. 16(3), 709–799.' mla: 'Erdös, László, and Antti Knowles. “The Altshuler–Shklovskii Formulas for Random Band Matrices II: The General Case.” Annales Henri Poincare, vol. 16, no. 3, Springer, 2015, pp. 709–99, doi:10.1007/s00023-014-0333-5.' short: L. Erdös, A. Knowles, Annales Henri Poincare 16 (2015) 709–799. date_created: 2018-12-11T11:54:26Z date_published: 2015-03-01T00:00:00Z date_updated: 2021-01-12T06:53:42Z day: '01' department: - _id: LaEr doi: 10.1007/s00023-014-0333-5 ec_funded: 1 intvolume: ' 16' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1309.5107 month: '03' oa: 1 oa_version: Preprint page: 709 - 799 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annales Henri Poincare publication_status: published publisher: Springer publist_id: '5233' scopus_import: 1 status: public title: 'The Altshuler–Shklovskii formulas for random band matrices II: The general case' type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 16 year: '2015' ... --- _id: '2166' abstract: - lang: eng text: 'We consider the spectral statistics of large random band matrices on mesoscopic energy scales. We show that the correlation function of the local eigenvalue density exhibits a universal power law behaviour that differs from the Wigner-Dyson- Mehta statistics. This law had been predicted in the physics literature by Altshuler and Shklovskii in (Zh Eksp Teor Fiz (Sov Phys JETP) 91(64):220(127), 1986); it describes the correlations of the eigenvalue density in general metallic sampleswith weak disorder. Our result rigorously establishes the Altshuler-Shklovskii formulas for band matrices. In two dimensions, where the leading term vanishes owing to an algebraic cancellation, we identify the first non-vanishing term and show that it differs substantially from the prediction of Kravtsov and Lerner in (Phys Rev Lett 74:2563-2566, 1995). The proof is given in the current paper and its companion (Ann. H. Poincaré. arXiv:1309.5107, 2014). ' author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Antti full_name: Knowles, Antti last_name: Knowles citation: ama: 'Erdös L, Knowles A. The Altshuler-Shklovskii formulas for random band matrices I: the unimodular case. Communications in Mathematical Physics. 2015;333(3):1365-1416. doi:10.1007/s00220-014-2119-5' apa: 'Erdös, L., & Knowles, A. (2015). The Altshuler-Shklovskii formulas for random band matrices I: the unimodular case. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-014-2119-5' chicago: 'Erdös, László, and Antti Knowles. “The Altshuler-Shklovskii Formulas for Random Band Matrices I: The Unimodular Case.” Communications in Mathematical Physics. Springer, 2015. https://doi.org/10.1007/s00220-014-2119-5.' ieee: 'L. Erdös and A. Knowles, “The Altshuler-Shklovskii formulas for random band matrices I: the unimodular case,” Communications in Mathematical Physics, vol. 333, no. 3. Springer, pp. 1365–1416, 2015.' ista: 'Erdös L, Knowles A. 2015. The Altshuler-Shklovskii formulas for random band matrices I: the unimodular case. Communications in Mathematical Physics. 333(3), 1365–1416.' mla: 'Erdös, László, and Antti Knowles. “The Altshuler-Shklovskii Formulas for Random Band Matrices I: The Unimodular Case.” Communications in Mathematical Physics, vol. 333, no. 3, Springer, 2015, pp. 1365–416, doi:10.1007/s00220-014-2119-5.' short: L. Erdös, A. Knowles, Communications in Mathematical Physics 333 (2015) 1365–1416. date_created: 2018-12-11T11:56:05Z date_published: 2015-02-01T00:00:00Z date_updated: 2021-01-12T06:55:43Z day: '01' department: - _id: LaEr doi: 10.1007/s00220-014-2119-5 intvolume: ' 333' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1309.5106 month: '02' oa: 1 oa_version: Preprint page: 1365 - 1416 publication: Communications in Mathematical Physics publication_status: published publisher: Springer publist_id: '4818' quality_controlled: '1' scopus_import: 1 status: public title: 'The Altshuler-Shklovskii formulas for random band matrices I: the unimodular case' type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 333 year: '2015' ... --- _id: '1677' abstract: - lang: eng text: We consider real symmetric and complex Hermitian random matrices with the additional symmetry hxy = hN-y,N-x. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble naturally arises as the Fourier transform of a Gaussian orthogonal ensemble. Italso occurs as the flip matrix model - an approximation of the two-dimensional Anderson model at small disorder. We show that the density of states converges to the Wigner semicircle law despite the new symmetry type. We also prove the local version of the semicircle law on the optimal scale. article_number: '103301' author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt citation: ama: Alt J. The local semicircle law for random matrices with a fourfold symmetry. Journal of Mathematical Physics. 2015;56(10). doi:10.1063/1.4932606 apa: Alt, J. (2015). The local semicircle law for random matrices with a fourfold symmetry. Journal of Mathematical Physics. American Institute of Physics. https://doi.org/10.1063/1.4932606 chicago: Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold Symmetry.” Journal of Mathematical Physics. American Institute of Physics, 2015. https://doi.org/10.1063/1.4932606. ieee: J. Alt, “The local semicircle law for random matrices with a fourfold symmetry,” Journal of Mathematical Physics, vol. 56, no. 10. American Institute of Physics, 2015. ista: Alt J. 2015. The local semicircle law for random matrices with a fourfold symmetry. Journal of Mathematical Physics. 56(10), 103301. mla: Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold Symmetry.” Journal of Mathematical Physics, vol. 56, no. 10, 103301, American Institute of Physics, 2015, doi:10.1063/1.4932606. short: J. Alt, Journal of Mathematical Physics 56 (2015). date_created: 2018-12-11T11:53:25Z date_published: 2015-10-09T00:00:00Z date_updated: 2023-09-07T12:38:08Z day: '09' department: - _id: LaEr doi: 10.1063/1.4932606 ec_funded: 1 intvolume: ' 56' issue: '10' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1506.04683 month: '10' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal of Mathematical Physics publication_status: published publisher: American Institute of Physics publist_id: '5472' quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: 1 status: public title: The local semicircle law for random matrices with a fourfold symmetry type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 56 year: '2015' ... --- _id: '1926' abstract: - lang: eng text: We consider cross products of finite graphs with a class of trees that have arbitrarily but finitely long line segments, such as the Fibonacci tree. Such cross products are called tree-strips. We prove that for small disorder random Schrödinger operators on such tree-strips have purely absolutely continuous spectrum in a certain set. article_processing_charge: No article_type: original author: - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 citation: ama: Sadel C. Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips. Mathematical Physics, Analysis and Geometry. 2014;17(3-4):409-440. doi:10.1007/s11040-014-9163-4 apa: Sadel, C. (2014). Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips. Mathematical Physics, Analysis and Geometry. Springer. https://doi.org/10.1007/s11040-014-9163-4 chicago: Sadel, Christian. “Absolutely Continuous Spectrum for Random Schrödinger Operators on the Fibonacci and Similar Tree-Strips.” Mathematical Physics, Analysis and Geometry. Springer, 2014. https://doi.org/10.1007/s11040-014-9163-4. ieee: C. Sadel, “Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips,” Mathematical Physics, Analysis and Geometry, vol. 17, no. 3–4. Springer, pp. 409–440, 2014. ista: Sadel C. 2014. Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips. Mathematical Physics, Analysis and Geometry. 17(3–4), 409–440. mla: Sadel, Christian. “Absolutely Continuous Spectrum for Random Schrödinger Operators on the Fibonacci and Similar Tree-Strips.” Mathematical Physics, Analysis and Geometry, vol. 17, no. 3–4, Springer, 2014, pp. 409–40, doi:10.1007/s11040-014-9163-4. short: C. Sadel, Mathematical Physics, Analysis and Geometry 17 (2014) 409–440. date_created: 2018-12-11T11:54:45Z date_published: 2014-12-17T00:00:00Z date_updated: 2021-01-12T06:54:07Z day: '17' department: - _id: LaEr doi: 10.1007/s11040-014-9163-4 ec_funded: 1 external_id: arxiv: - '1304.3862' intvolume: ' 17' issue: 3-4 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1304.3862 month: '12' oa: 1 oa_version: Preprint page: 409 - 440 project: - _id: 26450934-B435-11E9-9278-68D0E5697425 name: NSERC Postdoctoral fellowship - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Mathematical Physics, Analysis and Geometry publication_status: published publisher: Springer publist_id: '5168' quality_controlled: '1' scopus_import: 1 status: public title: Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 17 year: '2014' ... --- _id: '1937' abstract: - lang: eng text: We prove the edge universality of the beta ensembles for any β ≥ 1, provided that the limiting spectrum is supported on a single interval, and the external potential is C4 and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class C4. author: - first_name: Paul full_name: Bourgade, Paul last_name: Bourgade - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horngtzer full_name: Yau, Horngtzer last_name: Yau citation: ama: Bourgade P, Erdös L, Yau H. Edge universality of beta ensembles. Communications in Mathematical Physics. 2014;332(1):261-353. doi:10.1007/s00220-014-2120-z apa: Bourgade, P., Erdös, L., & Yau, H. (2014). Edge universality of beta ensembles. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-014-2120-z chicago: Bourgade, Paul, László Erdös, and Horngtzer Yau. “Edge Universality of Beta Ensembles.” Communications in Mathematical Physics. Springer, 2014. https://doi.org/10.1007/s00220-014-2120-z. ieee: P. Bourgade, L. Erdös, and H. Yau, “Edge universality of beta ensembles,” Communications in Mathematical Physics, vol. 332, no. 1. Springer, pp. 261–353, 2014. ista: Bourgade P, Erdös L, Yau H. 2014. Edge universality of beta ensembles. Communications in Mathematical Physics. 332(1), 261–353. mla: Bourgade, Paul, et al. “Edge Universality of Beta Ensembles.” Communications in Mathematical Physics, vol. 332, no. 1, Springer, 2014, pp. 261–353, doi:10.1007/s00220-014-2120-z. short: P. Bourgade, L. Erdös, H. Yau, Communications in Mathematical Physics 332 (2014) 261–353. date_created: 2018-12-11T11:54:48Z date_published: 2014-11-01T00:00:00Z date_updated: 2021-01-12T06:54:12Z day: '01' department: - _id: LaEr doi: 10.1007/s00220-014-2120-z intvolume: ' 332' issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1306.5728 month: '11' oa: 1 oa_version: Submitted Version page: 261 - 353 project: - _id: 25BDE9A4-B435-11E9-9278-68D0E5697425 grant_number: SFB-TR3-TP10B name: Glutamaterge synaptische Übertragung und Plastizität in hippocampalen Mikroschaltkreisen publication: Communications in Mathematical Physics publication_status: published publisher: Springer publist_id: '5158' quality_controlled: '1' scopus_import: 1 status: public title: Edge universality of beta ensembles type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 332 year: '2014' ... --- _id: '2019' abstract: - lang: eng text: We prove that the empirical density of states of quantum spin glasses on arbitrary graphs converges to a normal distribution as long as the maximal degree is negligible compared with the total number of edges. This extends the recent results of Keating et al. (2014) that were proved for graphs with bounded chromatic number and with symmetric coupling distribution. Furthermore, we generalise the result to arbitrary hypergraphs. We test the optimality of our condition on the maximal degree for p-uniform hypergraphs that correspond to p-spin glass Hamiltonians acting on n distinguishable spin- 1/2 particles. At the critical threshold p = n1/2 we find a sharp classical-quantum phase transition between the normal distribution and the Wigner semicircle law. The former is characteristic to classical systems with commuting variables, while the latter is a signature of noncommutative random matrix theory. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J last_name: Schröder citation: ama: Erdös L, Schröder DJ. Phase transition in the density of states of quantum spin glasses. Mathematical Physics, Analysis and Geometry. 2014;17(3-4):441-464. doi:10.1007/s11040-014-9164-3 apa: Erdös, L., & Schröder, D. J. (2014). Phase transition in the density of states of quantum spin glasses. Mathematical Physics, Analysis and Geometry. Springer. https://doi.org/10.1007/s11040-014-9164-3 chicago: Erdös, László, and Dominik J Schröder. “Phase Transition in the Density of States of Quantum Spin Glasses.” Mathematical Physics, Analysis and Geometry. Springer, 2014. https://doi.org/10.1007/s11040-014-9164-3. ieee: L. Erdös and D. J. Schröder, “Phase transition in the density of states of quantum spin glasses,” Mathematical Physics, Analysis and Geometry, vol. 17, no. 3–4. Springer, pp. 441–464, 2014. ista: Erdös L, Schröder DJ. 2014. Phase transition in the density of states of quantum spin glasses. Mathematical Physics, Analysis and Geometry. 17(3–4), 441–464. mla: Erdös, László, and Dominik J. Schröder. “Phase Transition in the Density of States of Quantum Spin Glasses.” Mathematical Physics, Analysis and Geometry, vol. 17, no. 3–4, Springer, 2014, pp. 441–64, doi:10.1007/s11040-014-9164-3. short: L. Erdös, D.J. Schröder, Mathematical Physics, Analysis and Geometry 17 (2014) 441–464. date_created: 2018-12-11T11:55:15Z date_published: 2014-12-17T00:00:00Z date_updated: 2021-01-12T06:54:45Z day: '17' department: - _id: LaEr doi: 10.1007/s11040-014-9164-3 ec_funded: 1 intvolume: ' 17' issue: 3-4 language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1407.1552 month: '12' oa: 1 oa_version: Submitted Version page: 441 - 464 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Mathematical Physics, Analysis and Geometry publication_status: published publisher: Springer publist_id: '5053' quality_controlled: '1' scopus_import: 1 status: public title: Phase transition in the density of states of quantum spin glasses type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 17 year: '2014' ... --- _id: '2179' abstract: - lang: eng text: We extend the proof of the local semicircle law for generalized Wigner matrices given in MR3068390 to the case when the matrix of variances has an eigenvalue -1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where the variances of the entries of X may vary. author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Ajanki OH, Erdös L, Krüger TH. Local semicircle law with imprimitive variance matrix. Electronic Communications in Probability. 2014;19. doi:10.1214/ECP.v19-3121 apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2014). Local semicircle law with imprimitive variance matrix. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/ECP.v19-3121 chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Semicircle Law with Imprimitive Variance Matrix.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2014. https://doi.org/10.1214/ECP.v19-3121. ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local semicircle law with imprimitive variance matrix,” Electronic Communications in Probability, vol. 19. Institute of Mathematical Statistics, 2014. ista: Ajanki OH, Erdös L, Krüger TH. 2014. Local semicircle law with imprimitive variance matrix. Electronic Communications in Probability. 19. mla: Ajanki, Oskari H., et al. “Local Semicircle Law with Imprimitive Variance Matrix.” Electronic Communications in Probability, vol. 19, Institute of Mathematical Statistics, 2014, doi:10.1214/ECP.v19-3121. short: O.H. Ajanki, L. Erdös, T.H. Krüger, Electronic Communications in Probability 19 (2014). date_created: 2018-12-11T11:56:10Z date_published: 2014-06-09T00:00:00Z date_updated: 2021-01-12T06:55:48Z day: '09' ddc: - '570' department: - _id: LaEr doi: 10.1214/ECP.v19-3121 file: - access_level: open_access checksum: bd8a041c76d62fe820bf73ff13ce7d1b content_type: application/pdf creator: system date_created: 2018-12-12T10:09:06Z date_updated: 2020-07-14T12:45:31Z file_id: '4729' file_name: IST-2016-426-v1+1_3121-17518-1-PB.pdf file_size: 327322 relation: main_file file_date_updated: 2020-07-14T12:45:31Z has_accepted_license: '1' intvolume: ' 19' language: - iso: eng month: '06' oa: 1 oa_version: Published Version publication: Electronic Communications in Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '4803' pubrep_id: '426' quality_controlled: '1' scopus_import: 1 status: public title: Local semicircle law with imprimitive variance matrix tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 19 year: '2014' ... --- _id: '2225' abstract: - lang: eng text: "We consider sample covariance matrices of the form X∗X, where X is an M×N matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent (X∗X−z)−1 converges to a multiple of the identity in the sense of quadratic forms. More precisely, we establish sharp high-probability bounds on the quantity ⟨v,(X∗X−z)−1w⟩−⟨v,w⟩m(z), where m is the Stieltjes transform of the Marchenko-Pastur law and v,w∈CN. We require the logarithms of the dimensions M and N to be comparable. Our result holds down to scales Iz≥N−1+ε and throughout the entire spectrum away from 0. We also prove analogous results for generalized Wigner matrices.\r\n" article_number: '33' author: - first_name: Alex full_name: Bloemendal, Alex last_name: Bloemendal - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Antti full_name: Knowles, Antti last_name: Knowles - first_name: Horng full_name: Yau, Horng last_name: Yau - first_name: Jun full_name: Yin, Jun last_name: Yin citation: ama: Bloemendal A, Erdös L, Knowles A, Yau H, Yin J. Isotropic local laws for sample covariance and generalized Wigner matrices. Electronic Journal of Probability. 2014;19. doi:10.1214/EJP.v19-3054 apa: Bloemendal, A., Erdös, L., Knowles, A., Yau, H., & Yin, J. (2014). Isotropic local laws for sample covariance and generalized Wigner matrices. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/EJP.v19-3054 chicago: Bloemendal, Alex, László Erdös, Antti Knowles, Horng Yau, and Jun Yin. “Isotropic Local Laws for Sample Covariance and Generalized Wigner Matrices.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2014. https://doi.org/10.1214/EJP.v19-3054. ieee: A. Bloemendal, L. Erdös, A. Knowles, H. Yau, and J. Yin, “Isotropic local laws for sample covariance and generalized Wigner matrices,” Electronic Journal of Probability, vol. 19. Institute of Mathematical Statistics, 2014. ista: Bloemendal A, Erdös L, Knowles A, Yau H, Yin J. 2014. Isotropic local laws for sample covariance and generalized Wigner matrices. Electronic Journal of Probability. 19, 33. mla: Bloemendal, Alex, et al. “Isotropic Local Laws for Sample Covariance and Generalized Wigner Matrices.” Electronic Journal of Probability, vol. 19, 33, Institute of Mathematical Statistics, 2014, doi:10.1214/EJP.v19-3054. short: A. Bloemendal, L. Erdös, A. Knowles, H. Yau, J. Yin, Electronic Journal of Probability 19 (2014). date_created: 2018-12-11T11:56:25Z date_published: 2014-03-15T00:00:00Z date_updated: 2021-01-12T06:56:07Z day: '15' ddc: - '510' department: - _id: LaEr doi: 10.1214/EJP.v19-3054 ec_funded: 1 file: - access_level: open_access checksum: 7eb297ff367a2ee73b21b6dd1e1948e4 content_type: application/pdf creator: system date_created: 2018-12-12T10:14:06Z date_updated: 2020-07-14T12:45:34Z file_id: '5055' file_name: IST-2016-427-v1+1_3054-16624-4-PB.pdf file_size: 810150 relation: main_file file_date_updated: 2020-07-14T12:45:34Z has_accepted_license: '1' intvolume: ' 19' language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Journal of Probability publication_identifier: issn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '4739' pubrep_id: '427' quality_controlled: '1' status: public title: Isotropic local laws for sample covariance and generalized Wigner matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 19 year: '2014' ... --- _id: '2699' abstract: - lang: eng text: "We prove the universality of the β-ensembles with convex analytic potentials and for any β >\r\n0, i.e. we show that the spacing distributions of log-gases at any inverse temperature β coincide with those of the Gaussian β-ensembles." author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Paul full_name: Bourgade, Paul last_name: Bourgade - first_name: Horng full_name: Yau, Horng last_name: Yau citation: ama: Erdös L, Bourgade P, Yau H. Universality of general β-ensembles. Duke Mathematical Journal. 2014;163(6):1127-1190. doi:10.1215/00127094-2649752 apa: Erdös, L., Bourgade, P., & Yau, H. (2014). Universality of general β-ensembles. Duke Mathematical Journal. Duke University Press. https://doi.org/10.1215/00127094-2649752 chicago: Erdös, László, Paul Bourgade, and Horng Yau. “Universality of General β-Ensembles.” Duke Mathematical Journal. Duke University Press, 2014. https://doi.org/10.1215/00127094-2649752. ieee: L. Erdös, P. Bourgade, and H. Yau, “Universality of general β-ensembles,” Duke Mathematical Journal, vol. 163, no. 6. Duke University Press, pp. 1127–1190, 2014. ista: Erdös L, Bourgade P, Yau H. 2014. Universality of general β-ensembles. Duke Mathematical Journal. 163(6), 1127–1190. mla: Erdös, László, et al. “Universality of General β-Ensembles.” Duke Mathematical Journal, vol. 163, no. 6, Duke University Press, 2014, pp. 1127–90, doi:10.1215/00127094-2649752. short: L. Erdös, P. Bourgade, H. Yau, Duke Mathematical Journal 163 (2014) 1127–1190. date_created: 2018-12-11T11:59:08Z date_published: 2014-04-01T00:00:00Z date_updated: 2021-01-12T06:59:07Z day: '01' department: - _id: LaEr doi: 10.1215/00127094-2649752 intvolume: ' 163' issue: '6' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1104.2272 month: '04' oa: 1 oa_version: Preprint page: 1127 - 1190 publication: Duke Mathematical Journal publication_status: published publisher: Duke University Press publist_id: '4197' quality_controlled: '1' scopus_import: 1 status: public title: Universality of general β-ensembles type: journal_article user_id: 3FFCCD3A-F248-11E8-B48F-1D18A9856A87 volume: 163 year: '2014' ... --- _id: '1507' abstract: - lang: eng text: The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the symmetry class of the matrix and otherwise are independent of the details of the distribution. We present the recent solution to this half-century old conjecture. We explain how stochastic tools, such as the Dyson Brownian motion, and PDE ideas, such as De Giorgi-Nash-Moser regularity theory, were combined in the solution. We also show related results for log-gases that represent a universal model for strongly correlated systems. Finally, in the spirit of Wigner’s original vision, we discuss the extensions of these universality results to more realistic physical systems such as random band matrices. acknowledgement: The author is partially supported by SFB-TR 12 Grant of the German Research Council. article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: 'Erdös L. Random matrices, log-gases and Hölder regularity. In: Proceedings of the International Congress of Mathematicians. Vol 3. International Congress of Mathematicians; 2014:214-236.' apa: 'Erdös, L. (2014). Random matrices, log-gases and Hölder regularity. In Proceedings of the International Congress of Mathematicians (Vol. 3, pp. 214–236). Seoul, Korea: International Congress of Mathematicians.' chicago: Erdös, László. “Random Matrices, Log-Gases and Hölder Regularity.” In Proceedings of the International Congress of Mathematicians, 3:214–36. International Congress of Mathematicians, 2014. ieee: L. Erdös, “Random matrices, log-gases and Hölder regularity,” in Proceedings of the International Congress of Mathematicians, Seoul, Korea, 2014, vol. 3, pp. 214–236. ista: 'Erdös L. 2014. Random matrices, log-gases and Hölder regularity. Proceedings of the International Congress of Mathematicians. ICM: International Congress of Mathematicians vol. 3, 214–236.' mla: Erdös, László. “Random Matrices, Log-Gases and Hölder Regularity.” Proceedings of the International Congress of Mathematicians, vol. 3, International Congress of Mathematicians, 2014, pp. 214–36. short: L. Erdös, in:, Proceedings of the International Congress of Mathematicians, International Congress of Mathematicians, 2014, pp. 214–236. conference: end_date: 2014-08-21 location: Seoul, Korea name: 'ICM: International Congress of Mathematicians' start_date: 2014-08-13 date_created: 2018-12-11T11:52:25Z date_published: 2014-08-01T00:00:00Z date_updated: 2023-10-17T11:12:55Z day: '01' department: - _id: LaEr ec_funded: 1 intvolume: ' 3' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1407.5752 month: '08' oa: 1 oa_version: Submitted Version page: 214 - 236 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Proceedings of the International Congress of Mathematicians publication_status: published publisher: International Congress of Mathematicians publist_id: '5670' quality_controlled: '1' scopus_import: '1' status: public title: Random matrices, log-gases and Hölder regularity type: conference user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 3 year: '2014' ... --- _id: '2698' abstract: - lang: eng text: We consider non-interacting particles subject to a fixed external potential V and a self-generated magnetic field B. The total energy includes the field energy β∫B2 and we minimize over all particle states and magnetic fields. In the case of spin-1/2 particles this minimization leads to the coupled Maxwell-Pauli system. The parameter β tunes the coupling strength between the field and the particles and it effectively determines the strength of the field. We investigate the stability and the semiclassical asymptotics, h→0, of the total ground state energy E(β,h,V). The relevant parameter measuring the field strength in the semiclassical limit is κ=βh. We are not able to give the exact leading order semiclassical asymptotics uniformly in κ or even for fixed κ. We do however give upper and lower bounds on E with almost matching dependence on κ. In the simultaneous limit h→0 and κ→∞ we show that the standard non-magnetic Weyl asymptotics holds. The same result also holds for the spinless case, i.e. where the Pauli operator is replaced by the Schrödinger operator. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Søren full_name: Fournais, Søren last_name: Fournais - first_name: Jan full_name: Solovej, Jan last_name: Solovej citation: ama: Erdös L, Fournais S, Solovej J. Stability and semiclassics in self-generated fields. Journal of the European Mathematical Society. 2013;15(6):2093-2113. doi:10.4171/JEMS/416 apa: Erdös, L., Fournais, S., & Solovej, J. (2013). Stability and semiclassics in self-generated fields. Journal of the European Mathematical Society. European Mathematical Society. https://doi.org/10.4171/JEMS/416 chicago: Erdös, László, Søren Fournais, and Jan Solovej. “Stability and Semiclassics in Self-Generated Fields.” Journal of the European Mathematical Society. European Mathematical Society, 2013. https://doi.org/10.4171/JEMS/416. ieee: L. Erdös, S. Fournais, and J. Solovej, “Stability and semiclassics in self-generated fields,” Journal of the European Mathematical Society, vol. 15, no. 6. European Mathematical Society, pp. 2093–2113, 2013. ista: Erdös L, Fournais S, Solovej J. 2013. Stability and semiclassics in self-generated fields. Journal of the European Mathematical Society. 15(6), 2093–2113. mla: Erdös, László, et al. “Stability and Semiclassics in Self-Generated Fields.” Journal of the European Mathematical Society, vol. 15, no. 6, European Mathematical Society, 2013, pp. 2093–113, doi:10.4171/JEMS/416. short: L. Erdös, S. Fournais, J. Solovej, Journal of the European Mathematical Society 15 (2013) 2093–2113. date_created: 2018-12-11T11:59:07Z date_published: 2013-10-16T00:00:00Z date_updated: 2021-01-12T06:59:07Z day: '16' department: - _id: LaEr doi: 10.4171/JEMS/416 external_id: arxiv: - '1105.0506' intvolume: ' 15' issue: '6' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1105.0506 month: '10' oa: 1 oa_version: Preprint page: 2093 - 2113 publication: Journal of the European Mathematical Society publication_status: published publisher: European Mathematical Society publist_id: '4198' quality_controlled: '1' status: public title: Stability and semiclassics in self-generated fields type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 15 year: '2013' ... --- _id: '2782' abstract: - lang: eng text: We consider random n×n matrices of the form (XX*+YY*)^{-1/2}YY*(XX*+YY*)^{-1/2}, where X and Y have independent entries with zero mean and variance one. These matrices are the natural generalization of the Gaussian case, which are known as MANOVA matrices and which have joint eigenvalue density given by the third classical ensemble, the Jacobi ensemble. We show that, away from the spectral edge, the eigenvalue density converges to the limiting density of the Jacobi ensemble even on the shortest possible scales of order 1/n (up to log n factors). This result is the analogue of the local Wigner semicircle law and the local Marchenko-Pastur law for general MANOVA matrices. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Brendan full_name: Farrell, Brendan last_name: Farrell citation: ama: Erdös L, Farrell B. Local eigenvalue density for general MANOVA matrices. Journal of Statistical Physics. 2013;152(6):1003-1032. doi:10.1007/s10955-013-0807-8 apa: Erdös, L., & Farrell, B. (2013). Local eigenvalue density for general MANOVA matrices. Journal of Statistical Physics. Springer. https://doi.org/10.1007/s10955-013-0807-8 chicago: Erdös, László, and Brendan Farrell. “Local Eigenvalue Density for General MANOVA Matrices.” Journal of Statistical Physics. Springer, 2013. https://doi.org/10.1007/s10955-013-0807-8. ieee: L. Erdös and B. Farrell, “Local eigenvalue density for general MANOVA matrices,” Journal of Statistical Physics, vol. 152, no. 6. Springer, pp. 1003–1032, 2013. ista: Erdös L, Farrell B. 2013. Local eigenvalue density for general MANOVA matrices. Journal of Statistical Physics. 152(6), 1003–1032. mla: Erdös, László, and Brendan Farrell. “Local Eigenvalue Density for General MANOVA Matrices.” Journal of Statistical Physics, vol. 152, no. 6, Springer, 2013, pp. 1003–32, doi:10.1007/s10955-013-0807-8. short: L. Erdös, B. Farrell, Journal of Statistical Physics 152 (2013) 1003–1032. date_created: 2018-12-11T11:59:34Z date_published: 2013-07-18T00:00:00Z date_updated: 2021-01-12T06:59:41Z day: '18' department: - _id: LaEr doi: 10.1007/s10955-013-0807-8 external_id: arxiv: - '1207.0031' intvolume: ' 152' issue: '6' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1207.0031 month: '07' oa: 1 oa_version: Preprint page: 1003 - 1032 publication: Journal of Statistical Physics publication_status: published publisher: Springer publist_id: '4107' quality_controlled: '1' scopus_import: 1 status: public title: Local eigenvalue density for general MANOVA matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 152 year: '2013' ... --- _id: '2837' abstract: - lang: eng text: We consider a general class of N × N random matrices whose entries hij are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous results [17] both in the bulk and at the edge. The error bounds are given in terms of the basic small parameter of the model, maxi,j E|hij|2. As a consequence, we prove the universality of the local n-point correlation functions in the bulk spectrum for a class of matrices whose entries do not have comparable variances, including random band matrices with band width W ≫N1-εn with some εn > 0 and with a negligible mean-field component. In addition, we provide a coherent and pedagogical proof of the local semicircle law, streamlining and strengthening previous arguments from [17, 19, 6]. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Antti full_name: Knowles, Antti last_name: Knowles - first_name: Horng full_name: Yau, Horng last_name: Yau - first_name: Jun full_name: Yin, Jun last_name: Yin citation: ama: Erdös L, Knowles A, Yau H, Yin J. The local semicircle law for a general class of random matrices. Electronic Journal of Probability. 2013;18(59):1-58. doi:10.1214/EJP.v18-2473 apa: Erdös, L., Knowles, A., Yau, H., & Yin, J. (2013). The local semicircle law for a general class of random matrices. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/EJP.v18-2473 chicago: Erdös, László, Antti Knowles, Horng Yau, and Jun Yin. “The Local Semicircle Law for a General Class of Random Matrices.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2013. https://doi.org/10.1214/EJP.v18-2473. ieee: L. Erdös, A. Knowles, H. Yau, and J. Yin, “The local semicircle law for a general class of random matrices,” Electronic Journal of Probability, vol. 18, no. 59. Institute of Mathematical Statistics, pp. 1–58, 2013. ista: Erdös L, Knowles A, Yau H, Yin J. 2013. The local semicircle law for a general class of random matrices. Electronic Journal of Probability. 18(59), 1–58. mla: Erdös, László, et al. “The Local Semicircle Law for a General Class of Random Matrices.” Electronic Journal of Probability, vol. 18, no. 59, Institute of Mathematical Statistics, 2013, pp. 1–58, doi:10.1214/EJP.v18-2473. short: L. Erdös, A. Knowles, H. Yau, J. Yin, Electronic Journal of Probability 18 (2013) 1–58. date_created: 2018-12-11T11:59:51Z date_published: 2013-05-29T00:00:00Z date_updated: 2021-01-12T07:00:06Z day: '29' ddc: - '530' department: - _id: LaEr doi: 10.1214/EJP.v18-2473 file: - access_level: open_access checksum: aac9e52a00cb2f5149dc9e362b5ccf44 content_type: application/pdf creator: system date_created: 2018-12-12T10:15:46Z date_updated: 2020-07-14T12:45:50Z file_id: '5169' file_name: IST-2016-406-v1+1_2473-13759-1-PB.pdf file_size: 651497 relation: main_file file_date_updated: 2020-07-14T12:45:50Z has_accepted_license: '1' intvolume: ' 18' issue: '59' language: - iso: eng month: '05' oa: 1 oa_version: Published Version page: 1-58 publication: Electronic Journal of Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '3962' pubrep_id: '406' quality_controlled: '1' scopus_import: 1 status: public title: The local semicircle law for a general class of random matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 18 year: '2013' ...