---
_id: '12707'
abstract:
- lang: eng
text: We establish precise right-tail small deviation estimates for the largest
eigenvalue of real symmetric and complex Hermitian matrices whose entries are
independent random variables with uniformly bounded moments. The proof relies
on a Green function comparison along a continuous interpolating matrix flow for
a long time. Less precise estimates are also obtained in the left tail.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
last_name: Xu
orcid: 0000-0003-1559-1205
citation:
ama: Erdös L, Xu Y. Small deviation estimates for the largest eigenvalue of Wigner
matrices. Bernoulli. 2023;29(2):1063-1079. doi:10.3150/22-BEJ1490
apa: Erdös, L., & Xu, Y. (2023). Small deviation estimates for the largest eigenvalue
of Wigner matrices. Bernoulli. Bernoulli Society for Mathematical Statistics
and Probability. https://doi.org/10.3150/22-BEJ1490
chicago: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest
Eigenvalue of Wigner Matrices.” Bernoulli. Bernoulli Society for Mathematical
Statistics and Probability, 2023. https://doi.org/10.3150/22-BEJ1490.
ieee: L. Erdös and Y. Xu, “Small deviation estimates for the largest eigenvalue
of Wigner matrices,” Bernoulli, vol. 29, no. 2. Bernoulli Society for Mathematical
Statistics and Probability, pp. 1063–1079, 2023.
ista: Erdös L, Xu Y. 2023. Small deviation estimates for the largest eigenvalue
of Wigner matrices. Bernoulli. 29(2), 1063–1079.
mla: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest
Eigenvalue of Wigner Matrices.” Bernoulli, vol. 29, no. 2, Bernoulli Society
for Mathematical Statistics and Probability, 2023, pp. 1063–79, doi:10.3150/22-BEJ1490.
short: L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079.
corr_author: '1'
date_created: 2023-03-05T23:01:05Z
date_published: 2023-05-01T00:00:00Z
date_updated: 2025-04-14T07:57:19Z
day: '01'
department:
- _id: LaEr
doi: 10.3150/22-BEJ1490
ec_funded: 1
external_id:
arxiv:
- '2112.12093 '
isi:
- '000947270100008'
fulldoi: https://doi.org/10.3150/22-BEJ1490
intvolume: ' 29'
isi: 1
issue: '2'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2112.12093
month: '05'
oa: 1
oa_version: Preprint
page: 1063-1079
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Bernoulli
publication_identifier:
issn:
- 1350-7265
publication_status: published
publisher: Bernoulli Society for Mathematical Statistics and Probability
quality_controlled: '1'
scopus_import: '1'
status: public
title: Small deviation estimates for the largest eigenvalue of Wigner matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 29
year: '2023'
...
---
_id: '12761'
abstract:
- lang: eng
text: "We consider the fluctuations of regular functions f of a Wigner matrix W
viewed as an entire matrix f (W). Going beyond the well-studied tracial mode,
Trf (W), which is equivalent to the customary linear statistics of eigenvalues,
we show that Trf (W)A is asymptotically normal for any nontrivial bounded deterministic
matrix A. We identify three different and asymptotically independent modes of
this fluctuation, corresponding to the tracial part, the traceless diagonal part
and the off-diagonal part of f (W) in the entire mesoscopic regime, where we find
that the off-diagonal modes fluctuate on a much smaller scale than the tracial
mode. As a main motivation to study CLT in such generality on small mesoscopic
scales, we determine\r\nthe fluctuations in the eigenstate thermalization hypothesis
(Phys. Rev. A 43 (1991) 2046–2049), that is, prove that the eigenfunction overlaps
with any deterministic matrix are asymptotically Gaussian after a small spectral
averaging. Finally, in the macroscopic regime our result also generalizes (Zh.
Mat. Fiz. Anal. Geom. 9 (2013) 536–581, 611, 615) to complex W and to all crossover
ensembles in between. The main technical inputs are the recent\r\nmultiresolvent
local laws with traceless deterministic matrices from the companion paper (Comm.
Math. Phys. 388 (2021) 1005–1048)."
acknowledgement: The second author is partially funded by the ERC Advanced Grant “RMTBEYOND”
No. 101020331. The third author is supported by Dr. Max Rössler, the Walter Haefner
Foundation and the ETH Zürich Foundation.
article_processing_charge: No
article_type: original
arxiv: 1
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. Functional central limit theorems for Wigner
matrices. Annals of Applied Probability. 2023;33(1):447-489. doi:10.1214/22-AAP1820
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Functional central
limit theorems for Wigner matrices. Annals of Applied Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/22-AAP1820
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Functional Central
Limit Theorems for Wigner Matrices.” Annals of Applied Probability. Institute
of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AAP1820.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Functional central limit theorems
for Wigner matrices,” Annals of Applied Probability, vol. 33, no. 1. Institute
of Mathematical Statistics, pp. 447–489, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Functional central limit theorems
for Wigner matrices. Annals of Applied Probability. 33(1), 447–489.
mla: Cipolloni, Giorgio, et al. “Functional Central Limit Theorems for Wigner Matrices.”
Annals of Applied Probability, vol. 33, no. 1, Institute of Mathematical
Statistics, 2023, pp. 447–89, doi:10.1214/22-AAP1820.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023)
447–489.
corr_author: '1'
date_created: 2023-03-26T22:01:08Z
date_published: 2023-02-01T00:00:00Z
date_updated: 2025-04-14T07:57:19Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-AAP1820
ec_funded: 1
external_id:
arxiv:
- '2012.13218'
isi:
- '000946432400015'
fulldoi: https://doi.org/10.1214/22-AAP1820
intvolume: ' 33'
isi: 1
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2012.13218
month: '02'
oa: 1
oa_version: Preprint
page: 447-489
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Functional central limit theorems for Wigner matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '12792'
abstract:
- lang: eng
text: In the physics literature the spectral form factor (SFF), the squared Fourier
transform of the empirical eigenvalue density, is the most common tool to test
universality for disordered quantum systems, yet previous mathematical results
have been restricted only to two exactly solvable models (Forrester in J Stat
Phys 183:33, 2021. https://doi.org/10.1007/s10955-021-02767-5, Commun Math Phys
387:215–235, 2021. https://doi.org/10.1007/s00220-021-04193-w). We rigorously
prove the physics prediction on SFF up to an intermediate time scale for a large
class of random matrices using a robust method, the multi-resolvent local laws.
Beyond Wigner matrices we also consider the monoparametric ensemble and prove
that universality of SFF can already be triggered by a single random parameter,
supplementing the recently proven Wigner–Dyson universality (Cipolloni et al.
in Probab Theory Relat Fields, 2021. https://doi.org/10.1007/s00440-022-01156-7)
to larger spectral scales. Remarkably, extensive numerics indicates that our formulas
correctly predict the SFF in the entire slope-dip-ramp regime, as customarily
called in physics.
acknowledgement: "We are grateful to the authors of [25] for sharing with us their
insights and preliminary numerical results. We are especially thankful to Stephen
Shenker for very valuable advice over several email communications. Helpful comments
on the manuscript from Peter Forrester and from the anonymous referees are also
acknowledged.\r\nOpen access funding provided by Institute of Science and Technology
(IST Austria).\r\nLászló Erdős: Partially supported by ERC Advanced Grant \"RMTBeyond\"
No. 101020331. Dominik Schröder: Supported by Dr. Max Rössler, the Walter Haefner
Foundation and the ETH Zürich Foundation."
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. On the spectral form factor for random matrices.
Communications in Mathematical Physics. 2023;401:1665-1700. doi:10.1007/s00220-023-04692-y
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). On the spectral form
factor for random matrices. Communications in Mathematical Physics. Springer
Nature. https://doi.org/10.1007/s00220-023-04692-y
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Spectral
Form Factor for Random Matrices.” Communications in Mathematical Physics.
Springer Nature, 2023. https://doi.org/10.1007/s00220-023-04692-y.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the spectral form factor for
random matrices,” Communications in Mathematical Physics, vol. 401. Springer
Nature, pp. 1665–1700, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. On the spectral form factor for random
matrices. Communications in Mathematical Physics. 401, 1665–1700.
mla: Cipolloni, Giorgio, et al. “On the Spectral Form Factor for Random Matrices.”
Communications in Mathematical Physics, vol. 401, Springer Nature, 2023,
pp. 1665–700, doi:10.1007/s00220-023-04692-y.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics
401 (2023) 1665–1700.
corr_author: '1'
date_created: 2023-04-02T22:01:11Z
date_published: 2023-07-01T00:00:00Z
date_updated: 2025-04-14T07:57:19Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00220-023-04692-y
ec_funded: 1
external_id:
isi:
- '000957343500001'
file:
- access_level: open_access
checksum: 72057940f76654050ca84a221f21786c
content_type: application/pdf
creator: dernst
date_created: 2023-10-04T12:09:18Z
date_updated: 2023-10-04T12:09:18Z
file_id: '14397'
file_name: 2023_CommMathPhysics_Cipolloni.pdf
file_size: 859967
relation: main_file
success: 1
file_date_updated: 2023-10-04T12:09:18Z
fulldoi: https://doi.org/10.1007/s00220-023-04692-y
has_accepted_license: '1'
intvolume: ' 401'
isi: 1
language:
- iso: eng
month: '07'
oa: 1
oa_version: Published Version
page: 1665-1700
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
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: On the spectral form factor for 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: 401
year: '2023'
...
---
_id: '14667'
abstract:
- lang: eng
text: 'For large dimensional non-Hermitian random matrices X with real or complex
independent, identically distributed, centered entries, we consider the fluctuations
of f (X) as a matrix where f is an analytic function around the spectrum of X.
We prove that for a generic bounded square matrix A, the quantity Tr f (X)A exhibits
Gaussian fluctuations as the matrix size grows to infinity, which consists of
two independent modes corresponding to the tracial and traceless parts of A. We
find a new formula for the variance of the traceless part that involves the Frobenius
norm of A and the L2-norm of f on the boundary of the limiting spectrum. '
- lang: fre
text: On étudie les fluctuations de f (X), où X est une matrice aléatoire non-hermitienne
de grande taille à coefficients i.i.d. (réels ou complexes), et f une fonction
analytique sur un domaine qui contient le spectre de X. On prouve que, pour une
matrice carrée générique et bornée A, les fluctuations de la quantité tr f (X)A
sont asymptotiquement gaussiennes et comportent deux modes indépendants, correspondant
aux composantes traciale et de trace nulle de A. Une nouvelle formule est établie
pour la variance de la composante de trace nulle, qui fait intervenir la norme
de Frobenius de A et la norme L2 de f sur la frontière du spectre limite.
acknowledgement: "The first author was partially supported by ERC Advanced Grant “RMTBeyond”
No. 101020331. The second author was supported by ERC Advanced Grant “RMTBeyond”
No. 101020331.\r\nThe authors are grateful to the anonymous referees and associated
editor for carefully reading this paper and providing helpful comments that improved
the quality of the article. Also the authors would like to thank Peter Forrester
for pointing out the reference [12] that was absent in the previous version of the
manuscript."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Erdös L, Ji HC. Functional CLT for non-Hermitian random matrices. Annales
de l’institut Henri Poincare (B) Probability and Statistics. 2023;59(4):2083-2105.
doi:10.1214/22-AIHP1304
apa: Erdös, L., & Ji, H. C. (2023). Functional CLT for non-Hermitian random
matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics.
Institute of Mathematical Statistics. https://doi.org/10.1214/22-AIHP1304
chicago: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random
Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics.
Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AIHP1304.
ieee: L. Erdös and H. C. Ji, “Functional CLT for non-Hermitian random matrices,”
Annales de l’institut Henri Poincare (B) Probability and Statistics, vol.
59, no. 4. Institute of Mathematical Statistics, pp. 2083–2105, 2023.
ista: Erdös L, Ji HC. 2023. Functional CLT for non-Hermitian random matrices. Annales
de l’institut Henri Poincare (B) Probability and Statistics. 59(4), 2083–2105.
mla: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random
Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics,
vol. 59, no. 4, Institute of Mathematical Statistics, 2023, pp. 2083–105, doi:10.1214/22-AIHP1304.
short: L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and
Statistics 59 (2023) 2083–2105.
corr_author: '1'
date_created: 2023-12-10T23:01:00Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2025-09-09T13:41:08Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-AIHP1304
ec_funded: 1
external_id:
arxiv:
- '2112.11382'
isi:
- '001098456400010'
fulldoi: https://doi.org/10.1214/22-AIHP1304
intvolume: ' 59'
isi: 1
issue: '4'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2112.11382
month: '11'
oa: 1
oa_version: Preprint
page: 2083-2105
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
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: Functional CLT for non-Hermitian random matrices
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 59
year: '2023'
...
---
_id: '14750'
abstract:
- lang: eng
text: "Consider the random matrix model A1/2UBU∗A1/2, where A and B are two N ×
N deterministic matrices and U is either an N × N Haar unitary or orthogonal random
matrix. It is well known that on the macroscopic scale (Invent. Math. 104 (1991)
201–220), the limiting empirical spectral distribution (ESD) of the above model
is given by the free multiplicative convolution\r\nof the limiting ESDs of A and
B, denoted as μα \x02 μβ, where μα and μβ are the limiting ESDs of A and B, respectively.
In this paper, we study the asymptotic microscopic behavior of the edge eigenvalues
and eigenvectors statistics. We prove that both the density of μA \x02μB, where
μA and μB are the ESDs of A and B, respectively and the associated subordination
functions\r\nhave a regular behavior near the edges. Moreover, we establish the
local laws near the edges on the optimal scale. In particular, we prove that the
entries of the resolvent are close to some functionals depending only on the eigenvalues
of A, B and the subordination functions with optimal convergence rates. Our proofs
and calculations are based on the techniques developed for the additive model
A+UBU∗ in (J. Funct. Anal. 271 (2016) 672–719; Comm. Math.\r\nPhys. 349 (2017)
947–990; Adv. Math. 319 (2017) 251–291; J. Funct. Anal. 279 (2020) 108639), and
our results can be regarded as the counterparts of (J. Funct. Anal. 279 (2020)
108639) for the multiplicative model. "
acknowledgement: "The first author is partially supported by NSF Grant DMS-2113489
and grateful for the AMS-SIMONS travel grant (2020–2023). The second author is supported
by the ERC Advanced Grant “RMTBeyond” No. 101020331.\r\nThe authors would like to
thank the Editor, Associate Editor and an anonymous referee for their many critical
suggestions which have significantly improved the paper. We also want to thank Zhigang
Bao and Ji Oon Lee for many helpful discussions and comments."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Local laws for multiplication of random matrices. The Annals
of Applied Probability. 2023;33(4):2981-3009. doi:10.1214/22-aap1882
apa: Ding, X., & Ji, H. C. (2023). Local laws for multiplication of random matrices.
The Annals of Applied Probability. Institute of Mathematical Statistics.
https://doi.org/10.1214/22-aap1882
chicago: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random
Matrices.” The Annals of Applied Probability. Institute of Mathematical
Statistics, 2023. https://doi.org/10.1214/22-aap1882.
ieee: X. Ding and H. C. Ji, “Local laws for multiplication of random matrices,”
The Annals of Applied Probability, vol. 33, no. 4. Institute of Mathematical
Statistics, pp. 2981–3009, 2023.
ista: Ding X, Ji HC. 2023. Local laws for multiplication of random matrices. The
Annals of Applied Probability. 33(4), 2981–3009.
mla: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random Matrices.”
The Annals of Applied Probability, vol. 33, no. 4, Institute of Mathematical
Statistics, 2023, pp. 2981–3009, doi:10.1214/22-aap1882.
short: X. Ding, H.C. Ji, The Annals of Applied Probability 33 (2023) 2981–3009.
corr_author: '1'
date_created: 2024-01-08T13:03:18Z
date_published: 2023-08-01T00:00:00Z
date_updated: 2025-09-09T14:12:00Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1882
ec_funded: 1
external_id:
arxiv:
- '2010.16083'
isi:
- '001031710500012'
fulldoi: https://doi.org/10.1214/22-aap1882
intvolume: ' 33'
isi: 1
issue: '4'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2010.16083
month: '08'
oa: 1
oa_version: Preprint
page: 2981-3009
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Local laws for multiplication of random matrices
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 33
year: '2023'
...
---
_id: '14775'
abstract:
- lang: eng
text: We establish a quantitative version of the Tracy–Widom law for the largest
eigenvalue of high-dimensional sample covariance matrices. To be precise, we show
that the fluctuations of the largest eigenvalue of a sample covariance matrix
X∗X converge to its Tracy–Widom limit at a rate nearly N−1/3, where X is an M×N
random matrix whose entries are independent real or complex random variables,
assuming that both M and N tend to infinity at a constant rate. This result improves
the previous estimate N−2/9 obtained by Wang (2019). Our proof relies on a Green
function comparison method (Adv. Math. 229 (2012) 1435–1515) using iterative cumulant
expansions, the local laws for the Green function and asymptotic properties of
the correlation kernel of the white Wishart ensemble.
acknowledgement: K. Schnelli was supported by the Swedish Research Council Grants
VR-2017-05195, and the Knut and Alice Wallenberg Foundation. Y. Xu was supported
by the Swedish Research Council Grant VR-2017-05195 and the ERC Advanced Grant “RMTBeyond”
No. 101020331.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Kevin
full_name: Schnelli, Kevin
id: 434AD0AE-F248-11E8-B48F-1D18A9856A87
last_name: Schnelli
orcid: 0000-0003-0954-3231
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
last_name: Xu
orcid: 0000-0003-1559-1205
citation:
ama: Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest
eigenvalue of sample covariance matrices. The Annals of Applied Probability.
2023;33(1):677-725. doi:10.1214/22-aap1826
apa: Schnelli, K., & Xu, Y. (2023). Convergence rate to the Tracy–Widom laws
for the largest eigenvalue of sample covariance matrices. The Annals of Applied
Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/22-aap1826
chicago: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom
Laws for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals
of Applied Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-aap1826.
ieee: K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest
eigenvalue of sample covariance matrices,” The Annals of Applied Probability,
vol. 33, no. 1. Institute of Mathematical Statistics, pp. 677–725, 2023.
ista: Schnelli K, Xu Y. 2023. Convergence rate to the Tracy–Widom laws for the largest
eigenvalue of sample covariance matrices. The Annals of Applied Probability. 33(1),
677–725.
mla: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws
for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals of Applied
Probability, vol. 33, no. 1, Institute of Mathematical Statistics, 2023, pp.
677–725, doi:10.1214/22-aap1826.
short: K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
corr_author: '1'
date_created: 2024-01-10T09:23:31Z
date_published: 2023-02-01T00:00:00Z
date_updated: 2025-04-14T07:57:19Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1826
ec_funded: 1
external_id:
arxiv:
- '2108.02728'
isi:
- '000946432400021'
fulldoi: https://doi.org/10.1214/22-aap1826
intvolume: ' 33'
isi: 1
issue: '1'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2108.02728
month: '02'
oa: 1
oa_version: Preprint
page: 677-725
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample
covariance matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '14780'
abstract:
- lang: eng
text: In this paper, we study the eigenvalues and eigenvectors of the spiked invariant
multiplicative models when the randomness is from Haar matrices. We establish
the limits of the outlier eigenvalues λˆi and the generalized components (⟨v,uˆi⟩
for any deterministic vector v) of the outlier eigenvectors uˆi with optimal convergence
rates. Moreover, we prove that the non-outlier eigenvalues stick with those of
the unspiked matrices and the non-outlier eigenvectors are delocalized. The results
also hold near the so-called BBP transition and for degenerate spikes. On one
hand, our results can be regarded as a refinement of the counterparts of [12]
under additional regularity conditions. On the other hand, they can be viewed
as an analog of [34] by replacing the random matrix with i.i.d. entries with Haar
random matrix.
acknowledgement: The authors would like to thank the editor, the associated editor
and two anonymous referees for their many critical suggestions which have significantly
improved the paper. The authors are also grateful to Zhigang Bao and Ji Oon Lee
for many helpful discussions. The first author also wants to thank Hari Bercovici
for many useful comments. The first author is partially supported by National Science
Foundation DMS-2113489 and the second author is supported by ERC Advanced Grant
“RMTBeyond” No. 101020331.
article_processing_charge: Yes (in subscription journal)
article_type: original
arxiv: 1
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 2023;163:25-60. doi:10.1016/j.spa.2023.05.009
apa: Ding, X., & Ji, H. C. (2023). Spiked multiplicative random matrices and
principal components. Stochastic Processes and Their Applications. Elsevier.
https://doi.org/10.1016/j.spa.2023.05.009
chicago: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices
and Principal Components.” Stochastic Processes and Their Applications.
Elsevier, 2023. https://doi.org/10.1016/j.spa.2023.05.009.
ieee: X. Ding and H. C. Ji, “Spiked multiplicative random matrices and principal
components,” Stochastic Processes and their Applications, vol. 163. Elsevier,
pp. 25–60, 2023.
ista: Ding X, Ji HC. 2023. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 163, 25–60.
mla: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices and
Principal Components.” Stochastic Processes and Their Applications, vol.
163, Elsevier, 2023, pp. 25–60, doi:10.1016/j.spa.2023.05.009.
short: X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023)
25–60.
date_created: 2024-01-10T09:29:25Z
date_published: 2023-09-01T00:00:00Z
date_updated: 2025-07-16T08:01:03Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1016/j.spa.2023.05.009
ec_funded: 1
external_id:
arxiv:
- '2302.13502'
isi:
- '001113615900001'
file:
- access_level: open_access
checksum: 46a708b0cd5569a73d0f3d6c3e0a44dc
content_type: application/pdf
creator: dernst
date_created: 2024-01-16T08:47:31Z
date_updated: 2024-01-16T08:47:31Z
file_id: '14806'
file_name: 2023_StochasticProcAppl_Ding.pdf
file_size: 1870349
relation: main_file
success: 1
file_date_updated: 2024-01-16T08:47:31Z
fulldoi: https://doi.org/10.1016/j.spa.2023.05.009
has_accepted_license: '1'
intvolume: ' 163'
isi: 1
keyword:
- Applied Mathematics
- Modeling and Simulation
- Statistics and Probability
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 25-60
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Stochastic Processes and their Applications
publication_identifier:
eissn:
- 1879-209X
issn:
- 0304-4149
publication_status: published
publisher: Elsevier
quality_controlled: '1'
scopus_import: '1'
status: public
title: Spiked multiplicative random matrices and principal components
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: 163
year: '2023'
...
---
_id: '14849'
abstract:
- lang: eng
text: We establish a precise three-term asymptotic expansion, with an optimal estimate
of the error term, for the rightmost eigenvalue of an n×n random matrix with independent
identically distributed complex entries as n tends to infinity. All terms in the
expansion are universal.
acknowledgement: "The second and the fourth author were supported by the ERC Advanced
Grant\r\n“RMTBeyond” No. 101020331. The third author was supported by Dr. Max Rössler,
the\r\nWalter Haefner Foundation and the ETH Zürich Foundation."
article_processing_charge: No
article_type: original
arxiv: 1
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
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
last_name: Xu
citation:
ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. On the rightmost eigenvalue of non-Hermitian
random matrices. The Annals of Probability. 2023;51(6):2192-2242. doi:10.1214/23-aop1643
apa: Cipolloni, G., Erdös, L., Schröder, D. J., & Xu, Y. (2023). On the rightmost
eigenvalue of non-Hermitian random matrices. The Annals of Probability.
Institute of Mathematical Statistics. https://doi.org/10.1214/23-aop1643
chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu.
“On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” The Annals
of Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-aop1643.
ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “On the rightmost eigenvalue
of non-Hermitian random matrices,” The Annals of Probability, vol. 51,
no. 6. Institute of Mathematical Statistics, pp. 2192–2242, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2023. On the rightmost eigenvalue
of non-Hermitian random matrices. The Annals of Probability. 51(6), 2192–2242.
mla: Cipolloni, Giorgio, et al. “On the Rightmost Eigenvalue of Non-Hermitian Random
Matrices.” The Annals of Probability, vol. 51, no. 6, Institute of Mathematical
Statistics, 2023, pp. 2192–242, doi:10.1214/23-aop1643.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51
(2023) 2192–2242.
corr_author: '1'
date_created: 2024-01-22T08:08:41Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2025-09-09T14:23:34Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/23-aop1643
ec_funded: 1
external_id:
arxiv:
- '2206.04448'
isi:
- '001112165000004'
fulldoi: https://doi.org/10.1214/23-aop1643
intvolume: ' 51'
isi: 1
issue: '6'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2206.04448
month: '11'
oa: 1
oa_version: Preprint
page: 2192-2242
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Probability
publication_identifier:
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: On the rightmost eigenvalue of non-Hermitian random matrices
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 51
year: '2023'
...
---
_id: '17079'
abstract:
- lang: eng
text: We study moments of characteristic polynomials of truncated Haar distributed
matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite
matrix size we calculate the moments in terms of hypergeometric functions of matrix
argument and give explicit integral representations highlighting the duality between
the moment and the matrix size as well as the duality between the orthogonal and
symplectic cases. Asymptotic expansions in strong and weak non-unitarity regimes
are obtained. Using the connection to matrix hypergeometric functions, we establish
limit theorems for the log-modulus of the characteristic polynomial evaluated
on the unit circle.
acknowledgement: N.S. gratefully acknowledges financial support of the Royal Society,
grant URF/R1/180707. We would like to thank Emma Bailey, Yan Fyodorov and Jordan
Stoyanov for helpful comments an an earlier version of this paper. We are grateful
for the comments of an anonymous referee.
article_number: '2250049'
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Alexander
full_name: Serebryakov, Alexander
last_name: Serebryakov
- first_name: Nick
full_name: Simm, Nick
last_name: Simm
- first_name: Guillaume
full_name: Dubach, Guillaume
id: D5C6A458-10C4-11EA-ABF4-A4B43DDC885E
last_name: Dubach
orcid: 0000-0001-6892-8137
citation:
ama: 'Serebryakov A, Simm N, Dubach G. Characteristic polynomials of random truncations:
Moments, duality and asymptotics. Random Matrices: Theory and Applications.
2023;12(01). doi:10.1142/s2010326322500496'
apa: 'Serebryakov, A., Simm, N., & Dubach, G. (2023). Characteristic polynomials
of random truncations: Moments, duality and asymptotics. Random Matrices: Theory
and Applications. World Scientific Publishing. https://doi.org/10.1142/s2010326322500496'
chicago: 'Serebryakov, Alexander, Nick Simm, and Guillaume Dubach. “Characteristic
Polynomials of Random Truncations: Moments, Duality and Asymptotics.” Random
Matrices: Theory and Applications. World Scientific Publishing, 2023. https://doi.org/10.1142/s2010326322500496.'
ieee: 'A. Serebryakov, N. Simm, and G. Dubach, “Characteristic polynomials of random
truncations: Moments, duality and asymptotics,” Random Matrices: Theory and
Applications, vol. 12, no. 01. World Scientific Publishing, 2023.'
ista: 'Serebryakov A, Simm N, Dubach G. 2023. Characteristic polynomials of random
truncations: Moments, duality and asymptotics. Random Matrices: Theory and Applications.
12(01), 2250049.'
mla: 'Serebryakov, Alexander, et al. “Characteristic Polynomials of Random Truncations:
Moments, Duality and Asymptotics.” Random Matrices: Theory and Applications,
vol. 12, no. 01, 2250049, World Scientific Publishing, 2023, doi:10.1142/s2010326322500496.'
short: 'A. Serebryakov, N. Simm, G. Dubach, Random Matrices: Theory and Applications
12 (2023).'
date_created: 2024-05-29T06:14:26Z
date_published: 2023-01-01T00:00:00Z
date_updated: 2025-09-09T14:27:10Z
day: '01'
department:
- _id: LaEr
doi: 10.1142/s2010326322500496
external_id:
arxiv:
- '2109.10331'
isi:
- '000848874400001'
fulldoi: https://doi.org/10.1142/s2010326322500496
intvolume: ' 12'
isi: 1
issue: '01'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2109.10331
month: '01'
oa: 1
oa_version: Preprint
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: 'Characteristic polynomials of random truncations: Moments, duality and asymptotics'
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 12
year: '2023'
...
---
OA_place: repository
_id: '17173'
abstract:
- lang: eng
text: Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where
$W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly
$N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded deterministic
matrices $A_1,\dots,A_k$. We give a functional central limit theorem showing that
the fluctuations around the expectation are Gaussian. Moreover, we determine the
limiting covariance structure and give explicit error bounds in terms of the scaling
of $f_1,\dots,f_k$ and the number of traceless matrices among $A_1,\dots,A_k$,
thus extending the results of [Cipolloni, Erdős, Schröder 2023] to products of
arbitrary length $k\geq2$. As an application, we consider the fluctuation of $\mathrm{Tr}(\mathrm{e}^{\mathrm{i}
tW}A_1\mathrm{e}^{-\mathrm{i} tW}A_2)$ around its thermal value $\mathrm{Tr}(A_1)\mathrm{Tr}(A_2)$
when $t$ is large and give an explicit formula for the variance.
article_number: '2307.11028'
article_processing_charge: No
arxiv: 1
author:
- first_name: Jana
full_name: Reker, Jana
id: e796e4f9-dc8d-11ea-abe3-97e26a0323e9
last_name: Reker
citation:
ama: Reker J. Multi-point functional central limit theorem for Wigner Matrices.
arXiv. doi:10.48550/arXiv.2307.11028
apa: Reker, J. (n.d.). Multi-point functional central limit theorem for Wigner Matrices.
arXiv. https://doi.org/10.48550/arXiv.2307.11028
chicago: Reker, Jana. “Multi-Point Functional Central Limit Theorem for Wigner Matrices.”
ArXiv, n.d. https://doi.org/10.48550/arXiv.2307.11028.
ieee: J. Reker, “Multi-point functional central limit theorem for Wigner Matrices,”
arXiv. .
ista: Reker J. Multi-point functional central limit theorem for Wigner Matrices.
arXiv, 2307.11028.
mla: Reker, Jana. “Multi-Point Functional Central Limit Theorem for Wigner Matrices.”
ArXiv, 2307.11028, doi:10.48550/arXiv.2307.11028.
short: J. Reker, ArXiv (n.d.).
date_created: 2024-06-26T08:54:56Z
date_published: 2023-07-21T00:00:00Z
date_updated: 2026-04-07T13:02:12Z
day: '21'
department:
- _id: LaEr
doi: 10.48550/arXiv.2307.11028
external_id:
arxiv:
- '2307.11028'
fulldoi: https://doi.org/10.48550/arXiv.2307.11028
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2307.11028
month: '07'
oa: 1
oa_version: Preprint
publication: arXiv
publication_status: draft
related_material:
record:
- id: '18762'
relation: later_version
status: public
- id: '17164'
relation: dissertation_contains
status: public
status: public
title: Multi-point functional central limit theorem for Wigner Matrices
type: preprint
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
year: '2023'
...
---
OA_place: repository
_id: '17174'
abstract:
- lang: eng
text: We prove that a class of weakly perturbed Hamiltonians of the form $H_λ= H_0
+ λW$, with $W$ being a Wigner matrix, exhibits prethermalization. That is, the
time evolution generated by $H_λ$ relaxes to its ultimate thermal state via an
intermediate prethermal state with a lifetime of order $λ^{-2}$. Moreover, we
obtain a general relaxation formula, expressing the perturbed dynamics via the
unperturbed dynamics and the ultimate thermal state. The proof relies on a two-resolvent
law for the deformed Wigner matrix $H_λ$.
article_number: '2310.06677'
article_processing_charge: No
arxiv: 1
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Jana
full_name: Reker, Jana
id: e796e4f9-dc8d-11ea-abe3-97e26a0323e9
last_name: Reker
- first_name: Volodymyr
full_name: Riabov, Volodymyr
id: 1949f904-edfb-11eb-afb5-e2dfddabb93b
last_name: Riabov
citation:
ama: Erdös L, Henheik SJ, Reker J, Riabov V. Prethermalization for deformed Wigner
Matrices. arXiv. doi:10.48550/arXiv.2310.06677
apa: Erdös, L., Henheik, S. J., Reker, J., & Riabov, V. (n.d.). Prethermalization
for deformed Wigner Matrices. arXiv. https://doi.org/10.48550/arXiv.2310.06677
chicago: Erdös, László, Sven Joscha Henheik, Jana Reker, and Volodymyr Riabov. “Prethermalization
for Deformed Wigner Matrices.” ArXiv, n.d. https://doi.org/10.48550/arXiv.2310.06677.
ieee: L. Erdös, S. J. Henheik, J. Reker, and V. Riabov, “Prethermalization for deformed
Wigner Matrices,” arXiv. .
ista: Erdös L, Henheik SJ, Reker J, Riabov V. Prethermalization for deformed Wigner
Matrices. arXiv, 2310.06677.
mla: Erdös, László, et al. “Prethermalization for Deformed Wigner Matrices.” ArXiv,
2310.06677, doi:10.48550/arXiv.2310.06677.
short: L. Erdös, S.J. Henheik, J. Reker, V. Riabov, ArXiv (n.d.).
corr_author: '1'
date_created: 2024-06-26T08:56:52Z
date_published: 2023-12-23T00:00:00Z
date_updated: 2026-04-07T13:02:12Z
day: '23'
department:
- _id: LaEr
doi: 10.48550/arXiv.2310.06677
ec_funded: 1
external_id:
arxiv:
- '2310.06677'
fulldoi: https://doi.org/10.48550/arXiv.2310.06677
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2310.06677
month: '12'
oa: 1
oa_version: Preprint
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: arXiv
publication_status: draft
related_material:
record:
- id: '18764'
relation: later_version
status: public
- id: '20575'
relation: dissertation_contains
status: public
- id: '17164'
relation: dissertation_contains
status: public
status: public
title: Prethermalization for deformed Wigner Matrices
type: preprint
user_id: 8b945eb4-e2f2-11eb-945a-df72226e66a9
year: '2023'
...
---
_id: '10405'
abstract:
- lang: eng
text: 'We consider large non-Hermitian random matrices X with complex, independent,
identically distributed centred entries and show that the linear statistics of
their eigenvalues are asymptotically Gaussian for test functions having 2+ϵ derivatives.
Previously this result was known only for a few special cases; either the test
functions were required to be analytic [72], or the distribution of the matrix
elements needed to be Gaussian [73], or at least match the Gaussian up to the
first four moments [82, 56]. We find the exact dependence of the limiting variance
on the fourth cumulant that was not known before. The proof relies on two novel
ingredients: (i) a local law for a product of two resolvents of the Hermitisation
of X with different spectral parameters and (ii) a coupling of several weakly
dependent Dyson Brownian motions. These methods are also the key inputs for our
analogous results on the linear eigenvalue statistics of real matrices X that
are presented in the companion paper [32]. '
acknowledgement: L.E. would like to thank Nathanaël Berestycki and D.S.would like
to thank Nina Holden for valuable discussions on the Gaussian freefield.G.C. and
L.E. are partially supported by ERC Advanced Grant No. 338804.G.C. received funding
from the European Union’s Horizon 2020 research and in-novation programme under
the Marie Skłodowska-Curie Grant Agreement No.665385. D.S. is supported by Dr. Max
Rössler, the Walter Haefner Foundation, and the ETH Zürich Foundation.
article_processing_charge: Yes (via OA deal)
article_type: original
arxiv: 1
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. Central limit theorem for linear eigenvalue
statistics of non-Hermitian random matrices. Communications on Pure and Applied
Mathematics. 2023;76(5):946-1034. doi:10.1002/cpa.22028
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Central limit theorem
for linear eigenvalue statistics of non-Hermitian random matrices. Communications
on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22028
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Central Limit
Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications
on Pure and Applied Mathematics. Wiley, 2023. https://doi.org/10.1002/cpa.22028.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Central limit theorem for linear
eigenvalue statistics of non-Hermitian random matrices,” Communications on
Pure and Applied Mathematics, vol. 76, no. 5. Wiley, pp. 946–1034, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Central limit theorem for linear
eigenvalue statistics of non-Hermitian random matrices. Communications on Pure
and Applied Mathematics. 76(5), 946–1034.
mla: Cipolloni, Giorgio, et al. “Central Limit Theorem for Linear Eigenvalue Statistics
of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics,
vol. 76, no. 5, Wiley, 2023, pp. 946–1034, doi:10.1002/cpa.22028.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied
Mathematics 76 (2023) 946–1034.
corr_author: '1'
date_created: 2021-12-05T23:01:41Z
date_published: 2023-05-01T00:00:00Z
date_updated: 2025-03-31T16:00:54Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1002/cpa.22028
ec_funded: 1
external_id:
arxiv:
- '1912.04100'
isi:
- '000724652500001'
file:
- access_level: open_access
checksum: 8346bc2642afb4ccb7f38979f41df5d9
content_type: application/pdf
creator: dernst
date_created: 2023-10-04T09:21:48Z
date_updated: 2023-10-04T09:21:48Z
file_id: '14388'
file_name: 2023_CommPureMathematics_Cipolloni.pdf
file_size: 803440
relation: main_file
success: 1
file_date_updated: 2023-10-04T09:21:48Z
fulldoi: https://doi.org/10.1002/cpa.22028
has_accepted_license: '1'
intvolume: ' 76'
isi: 1
issue: '5'
language:
- iso: eng
license: https://creativecommons.org/licenses/by-nc-nd/4.0/
month: '05'
oa: 1
oa_version: Published Version
page: 946-1034
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: Communications on Pure and Applied Mathematics
publication_identifier:
eissn:
- 1097-0312
issn:
- 0010-3640
publication_status: published
publisher: Wiley
quality_controlled: '1'
scopus_import: '1'
status: public
title: Central limit theorem for linear eigenvalue statistics of non-Hermitian random
matrices
tmp:
image: /images/cc_by_nc_nd.png
legal_code_url: https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode
name: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
(CC BY-NC-ND 4.0)
short: CC BY-NC-ND (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 76
year: '2023'
...
---
_id: '13317'
abstract:
- lang: eng
text: We prove the Eigenstate Thermalisation Hypothesis (ETH) for local observables
in a typical translation invariant system of quantum spins with L-body interactions,
where L is the number of spins. This mathematically verifies the observation first
made by Santos and Rigol (Phys Rev E 82(3):031130, 2010, https://doi.org/10.1103/PhysRevE.82.031130)
that the ETH may hold for systems with additional translational symmetries for
a naturally restricted class of observables. We also present numerical support
for the same phenomenon for Hamiltonians with local interaction.
acknowledgement: "LE, JH, and VR were supported by ERC Advanced Grant “RMTBeyond”
No. 101020331. SS was supported by KAKENHI Grant Number JP22J14935 from the Japan
Society for the Promotion of Science (JSPS) and Forefront Physics and Mathematics
Program to Drive Transformation (FoPM), a World-leading Innovative Graduate Study
(WINGS) Program, the University of Tokyo.\r\nOpen access funding provided by The
University of Tokyo."
article_number: '128'
article_processing_charge: Yes (in subscription journal)
article_type: original
arxiv: 1
author:
- first_name: Shoki
full_name: Sugimoto, Shoki
last_name: Sugimoto
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Volodymyr
full_name: Riabov, Volodymyr
id: 1949f904-edfb-11eb-afb5-e2dfddabb93b
last_name: Riabov
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
citation:
ama: Sugimoto S, Henheik SJ, Riabov V, Erdös L. Eigenstate thermalisation hypothesis
for translation invariant spin systems. Journal of Statistical Physics.
2023;190(7). doi:10.1007/s10955-023-03132-4
apa: Sugimoto, S., Henheik, S. J., Riabov, V., & Erdös, L. (2023). Eigenstate
thermalisation hypothesis for translation invariant spin systems. Journal of
Statistical Physics. Springer Nature. https://doi.org/10.1007/s10955-023-03132-4
chicago: Sugimoto, Shoki, Sven Joscha Henheik, Volodymyr Riabov, and László Erdös.
“Eigenstate Thermalisation Hypothesis for Translation Invariant Spin Systems.”
Journal of Statistical Physics. Springer Nature, 2023. https://doi.org/10.1007/s10955-023-03132-4.
ieee: S. Sugimoto, S. J. Henheik, V. Riabov, and L. Erdös, “Eigenstate thermalisation
hypothesis for translation invariant spin systems,” Journal of Statistical
Physics, vol. 190, no. 7. Springer Nature, 2023.
ista: Sugimoto S, Henheik SJ, Riabov V, Erdös L. 2023. Eigenstate thermalisation
hypothesis for translation invariant spin systems. Journal of Statistical Physics.
190(7), 128.
mla: Sugimoto, Shoki, et al. “Eigenstate Thermalisation Hypothesis for Translation
Invariant Spin Systems.” Journal of Statistical Physics, vol. 190, no.
7, 128, Springer Nature, 2023, doi:10.1007/s10955-023-03132-4.
short: S. Sugimoto, S.J. Henheik, V. Riabov, L. Erdös, Journal of Statistical Physics
190 (2023).
date_created: 2023-07-30T22:01:02Z
date_published: 2023-07-21T00:00:00Z
date_updated: 2026-07-29T13:18:16Z
day: '21'
ddc:
- '510'
- '530'
department:
- _id: LaEr
doi: 10.1007/s10955-023-03132-4
ec_funded: 1
external_id:
arxiv:
- '2304.04213'
isi:
- '001035677200002'
file:
- access_level: open_access
checksum: c2ef6b2aecfee1ad6d03fab620507c2c
content_type: application/pdf
creator: dernst
date_created: 2023-07-31T07:49:31Z
date_updated: 2023-07-31T07:49:31Z
file_id: '13325'
file_name: 2023_JourStatPhysics_Sugimoto.pdf
file_size: 612755
relation: main_file
success: 1
file_date_updated: 2023-07-31T07:49:31Z
fulldoi: https://doi.org/10.1007/s10955-023-03132-4
has_accepted_license: '1'
intvolume: ' 190'
isi: 1
issue: '7'
language:
- iso: eng
month: '07'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Journal of Statistical Physics
publication_identifier:
eissn:
- 1572-9613
issn:
- 0022-4715
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
related_material:
record:
- id: '20575'
relation: dissertation_contains
status: public
- id: '19540'
relation: dissertation_contains
status: public
scopus_import: '1'
status: public
title: Eigenstate thermalisation hypothesis for translation invariant spin systems
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: 190
year: '2023'
...
---
_id: '14343'
abstract:
- lang: eng
text: The total energy of an eigenstate in a composite quantum system tends to be
distributed equally among its constituents. We identify the quantum fluctuation
around this equipartition principle in the simplest disordered quantum system
consisting of linear combinations of Wigner matrices. As our main ingredient,
we prove the Eigenstate Thermalisation Hypothesis and Gaussian fluctuation for
general quadratic forms of the bulk eigenvectors of Wigner matrices with an arbitrary
deformation.
acknowledgement: "G.C. and L.E. gratefully acknowledge many discussions with Dominik
Schröder at the preliminary stage of this project, especially his essential contribution
to identify the correct generalisation of traceless observables to the deformed
Wigner ensembles.\r\nL.E. and J.H. acknowledges support by ERC Advanced Grant ‘RMTBeyond’
No. 101020331."
article_number: e74
article_processing_charge: Yes
article_type: original
arxiv: 1
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: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Oleksii
full_name: Kolupaiev, Oleksii
id: 149b70d4-896a-11ed-bdf8-8c63fd44ca61
last_name: Kolupaiev
orcid: 0000-0003-1491-4623
citation:
ama: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. Gaussian fluctuations in the
equipartition principle for Wigner matrices. Forum of Mathematics, Sigma.
2023;11. doi:10.1017/fms.2023.70
apa: Cipolloni, G., Erdös, L., Henheik, S. J., & Kolupaiev, O. (2023). Gaussian
fluctuations in the equipartition principle for Wigner matrices. Forum of Mathematics,
Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2023.70
chicago: Cipolloni, Giorgio, László Erdös, Sven Joscha Henheik, and Oleksii Kolupaiev.
“Gaussian Fluctuations in the Equipartition Principle for Wigner Matrices.” Forum
of Mathematics, Sigma. Cambridge University Press, 2023. https://doi.org/10.1017/fms.2023.70.
ieee: G. Cipolloni, L. Erdös, S. J. Henheik, and O. Kolupaiev, “Gaussian fluctuations
in the equipartition principle for Wigner matrices,” Forum of Mathematics,
Sigma, vol. 11. Cambridge University Press, 2023.
ista: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2023. Gaussian fluctuations
in the equipartition principle for Wigner matrices. Forum of Mathematics, Sigma.
11, e74.
mla: Cipolloni, Giorgio, et al. “Gaussian Fluctuations in the Equipartition Principle
for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 11, e74, Cambridge
University Press, 2023, doi:10.1017/fms.2023.70.
short: G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Forum of Mathematics,
Sigma 11 (2023).
corr_author: '1'
date_created: 2023-09-17T22:01:09Z
date_published: 2023-08-23T00:00:00Z
date_updated: 2026-07-29T13:18:16Z
day: '23'
ddc:
- '510'
department:
- _id: LaEr
- _id: GradSch
doi: 10.1017/fms.2023.70
ec_funded: 1
external_id:
arxiv:
- '2301.05181'
isi:
- '001051980200001'
file:
- access_level: open_access
checksum: eb747420e6a88a7796fa934151957676
content_type: application/pdf
creator: dernst
date_created: 2023-09-20T11:09:35Z
date_updated: 2023-09-20T11:09:35Z
file_id: '14352'
file_name: 2023_ForumMathematics_Cipolloni.pdf
file_size: 852652
relation: main_file
success: 1
file_date_updated: 2023-09-20T11:09:35Z
fulldoi: https://doi.org/10.1017/fms.2023.70
has_accepted_license: '1'
intvolume: ' 11'
isi: 1
language:
- iso: eng
month: '08'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Forum of Mathematics, Sigma
publication_identifier:
eissn:
- 2050-5094
publication_status: published
publisher: Cambridge University Press
quality_controlled: '1'
related_material:
record:
- id: '19540'
relation: dissertation_contains
status: public
scopus_import: '1'
status: public
title: Gaussian fluctuations in the 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 11
year: '2023'
...
---
_id: '14421'
abstract:
- lang: eng
text: Only recently has it been possible to construct a self-adjoint Hamiltonian
that involves the creation of Dirac particles at a point source in 3d space. Its
definition makes use of an interior-boundary condition. Here, we develop for this
Hamiltonian a corresponding theory of the Bohmian configuration. That is, we (non-rigorously)
construct a Markov jump process $(Q_t)_{t\in\mathbb{R}}$ in the configuration
space of a variable number of particles that is $|\psi_t|^2$-distributed at every
time t and follows Bohmian trajectories between the jumps. The jumps correspond
to particle creation or annihilation events and occur either to or from a configuration
with a particle located at the source. The process is the natural analog of Bell's
jump process, and a central piece in its construction is the determination of
the rate of particle creation. The construction requires an analysis of the asymptotic
behavior of the Bohmian trajectories near the source. We find that the particle
reaches the source with radial speed 0, but orbits around the source infinitely
many times in finite time before absorption (or after emission).
acknowledgement: J H gratefully acknowledges partial financial support by the ERC
Advanced Grant 'RMTBeyond' No. 101020331.
article_number: '445201'
article_processing_charge: Yes (via OA deal)
article_type: original
arxiv: 1
author:
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Roderich
full_name: Tumulka, Roderich
last_name: Tumulka
citation:
ama: 'Henheik SJ, Tumulka R. Creation rate of Dirac particles at a point source.
Journal of Physics A: Mathematical and Theoretical. 2023;56(44). doi:10.1088/1751-8121/acfe62'
apa: 'Henheik, S. J., & Tumulka, R. (2023). Creation rate of Dirac particles
at a point source. Journal of Physics A: Mathematical and Theoretical.
IOP Publishing. https://doi.org/10.1088/1751-8121/acfe62'
chicago: 'Henheik, Sven Joscha, and Roderich Tumulka. “Creation Rate of Dirac Particles
at a Point Source.” Journal of Physics A: Mathematical and Theoretical.
IOP Publishing, 2023. https://doi.org/10.1088/1751-8121/acfe62.'
ieee: 'S. J. Henheik and R. Tumulka, “Creation rate of Dirac particles at a point
source,” Journal of Physics A: Mathematical and Theoretical, vol. 56, no.
44. IOP Publishing, 2023.'
ista: 'Henheik SJ, Tumulka R. 2023. Creation rate of Dirac particles at a point
source. Journal of Physics A: Mathematical and Theoretical. 56(44), 445201.'
mla: 'Henheik, Sven Joscha, and Roderich Tumulka. “Creation Rate of Dirac Particles
at a Point Source.” Journal of Physics A: Mathematical and Theoretical,
vol. 56, no. 44, 445201, IOP Publishing, 2023, doi:10.1088/1751-8121/acfe62.'
short: 'S.J. Henheik, R. Tumulka, Journal of Physics A: Mathematical and Theoretical
56 (2023).'
corr_author: '1'
date_created: 2023-10-12T12:42:53Z
date_published: 2023-10-11T00:00:00Z
date_updated: 2026-07-29T13:18:16Z
day: '11'
ddc:
- '510'
department:
- _id: GradSch
- _id: LaEr
doi: 10.1088/1751-8121/acfe62
ec_funded: 1
external_id:
arxiv:
- '2211.16606'
isi:
- '001080908000001'
file:
- access_level: open_access
checksum: 5b68de147dd4c608b71a6e0e844d2ce9
content_type: application/pdf
creator: dernst
date_created: 2023-10-16T07:07:24Z
date_updated: 2023-10-16T07:07:24Z
file_id: '14429'
file_name: 2023_JourPhysics_Henheik.pdf
file_size: 721399
relation: main_file
success: 1
file_date_updated: 2023-10-16T07:07:24Z
fulldoi: https://doi.org/10.1088/1751-8121/acfe62
has_accepted_license: '1'
intvolume: ' 56'
isi: 1
issue: '44'
language:
- iso: eng
month: '10'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: 'Journal of Physics A: Mathematical and Theoretical'
publication_identifier:
eissn:
- 1751-8121
issn:
- 1751-8113
publication_status: published
publisher: IOP Publishing
quality_controlled: '1'
related_material:
record:
- id: '19540'
relation: dissertation_contains
status: public
scopus_import: '1'
status: public
title: Creation rate of Dirac particles at a point source
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: 56
year: '2023'
...
---
_id: '11135'
abstract:
- lang: eng
text: We consider a correlated NxN Hermitian random matrix with a polynomially decaying
metric correlation structure. By calculating the trace of the moments of the matrix
and using the summable decay of the cumulants, we show that its operator norm
is stochastically dominated by one.
article_number: '2250036'
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Jana
full_name: Reker, Jana
id: e796e4f9-dc8d-11ea-abe3-97e26a0323e9
last_name: Reker
citation:
ama: 'Reker J. On the operator norm of a Hermitian random matrix with correlated
entries. Random Matrices: Theory and Applications. 2022;11(4). doi:10.1142/s2010326322500368'
apa: 'Reker, J. (2022). On the operator norm of a Hermitian random matrix with correlated
entries. Random Matrices: Theory and Applications. World Scientific Publishing.
https://doi.org/10.1142/s2010326322500368'
chicago: 'Reker, Jana. “On the Operator Norm of a Hermitian Random Matrix with Correlated
Entries.” Random Matrices: Theory and Applications. World Scientific Publishing,
2022. https://doi.org/10.1142/s2010326322500368.'
ieee: 'J. Reker, “On the operator norm of a Hermitian random matrix with correlated
entries,” Random Matrices: Theory and Applications, vol. 11, no. 4. World
Scientific Publishing, 2022.'
ista: 'Reker J. 2022. On the operator norm of a Hermitian random matrix with correlated
entries. Random Matrices: Theory and Applications. 11(4), 2250036.'
mla: 'Reker, Jana. “On the Operator Norm of a Hermitian Random Matrix with Correlated
Entries.” Random Matrices: Theory and Applications, vol. 11, no. 4, 2250036,
World Scientific Publishing, 2022, doi:10.1142/s2010326322500368.'
short: 'J. Reker, Random Matrices: Theory and Applications 11 (2022).'
corr_author: '1'
date_created: 2022-04-08T07:11:12Z
date_published: 2022-10-01T00:00:00Z
date_updated: 2026-04-07T13:02:12Z
day: '01'
department:
- _id: GradSch
- _id: LaEr
doi: 10.1142/s2010326322500368
external_id:
arxiv:
- '2103.03906'
isi:
- '000848873800001'
fulldoi: https://doi.org/10.1142/s2010326322500368
intvolume: ' 11'
isi: 1
issue: '4'
keyword:
- Discrete Mathematics and Combinatorics
- Statistics
- Probability and Uncertainty
- Statistics and Probability
- Algebra and Number Theory
language:
- iso: eng
main_file_link:
- open_access: '1'
url: ' https://doi.org/10.48550/arXiv.2103.03906'
month: '10'
oa: 1
oa_version: Preprint
publication: 'Random Matrices: Theory and Applications'
publication_identifier:
eissn:
- 2010-3271
issn:
- 2010-3263
publication_status: published
publisher: World Scientific Publishing
quality_controlled: '1'
related_material:
record:
- id: '17164'
relation: dissertation_contains
status: public
scopus_import: '1'
status: public
title: On the operator norm of a Hermitian random matrix with correlated entries
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 11
year: '2022'
...
---
_id: '11332'
abstract:
- lang: eng
text: We show that the fluctuations of the largest eigenvalue of a real symmetric
or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws
at a rate O(N^{-1/3+\omega }), as N tends to infinity. For Wigner matrices this
improves the previous rate O(N^{-2/9+\omega }) obtained by Bourgade (J Eur Math
Soc, 2021) for generalized Wigner matrices. Our result follows from a Green function
comparison theorem, originally introduced by Erdős et al. (Adv Math 229(3):1435–1515,
2012) to prove edge universality, on a finer spectral parameter scale with improved
error estimates. The proof relies on the continuous Green function flow induced
by a matrix-valued Ornstein–Uhlenbeck process. Precise estimates on leading contributions
from the third and fourth order moments of the matrix entries are obtained using
iterative cumulant expansions and recursive comparisons for correlation functions,
along with uniform convergence estimates for correlation kernels of the Gaussian
invariant ensembles.
acknowledgement: Kevin Schnelli is supported in parts by the Swedish Research Council
Grant VR-2017-05195, and the Knut and Alice Wallenberg Foundation. Yuanyuan Xu is
supported by the Swedish Research Council Grant VR-2017-05195 and the ERC Advanced
Grant “RMTBeyond” No. 101020331.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Kevin
full_name: Schnelli, Kevin
id: 434AD0AE-F248-11E8-B48F-1D18A9856A87
last_name: Schnelli
orcid: 0000-0003-0954-3231
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
last_name: Xu
orcid: 0000-0003-1559-1205
citation:
ama: Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest
Eigenvalue of Wigner matrices. Communications in Mathematical Physics.
2022;393:839-907. doi:10.1007/s00220-022-04377-y
apa: Schnelli, K., & Xu, Y. (2022). Convergence rate to the Tracy–Widom laws
for the largest Eigenvalue of Wigner matrices. Communications in Mathematical
Physics. Springer Nature. https://doi.org/10.1007/s00220-022-04377-y
chicago: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom
Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical
Physics. Springer Nature, 2022. https://doi.org/10.1007/s00220-022-04377-y.
ieee: K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest
Eigenvalue of Wigner matrices,” Communications in Mathematical Physics,
vol. 393. Springer Nature, pp. 839–907, 2022.
ista: Schnelli K, Xu Y. 2022. Convergence rate to the Tracy–Widom laws for the largest
Eigenvalue of Wigner matrices. Communications in Mathematical Physics. 393, 839–907.
mla: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws
for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical
Physics, vol. 393, Springer Nature, 2022, pp. 839–907, doi:10.1007/s00220-022-04377-y.
short: K. Schnelli, Y. Xu, Communications in Mathematical Physics 393 (2022) 839–907.
date_created: 2022-04-24T22:01:44Z
date_published: 2022-07-01T00:00:00Z
date_updated: 2025-06-11T14:01:05Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00220-022-04377-y
ec_funded: 1
external_id:
arxiv:
- '2102.04330'
isi:
- '000782737200001'
pmid:
- '35765414'
file:
- access_level: open_access
checksum: bee0278c5efa9a33d9a2dc8d354a6c51
content_type: application/pdf
creator: dernst
date_created: 2022-08-05T06:01:13Z
date_updated: 2022-08-05T06:01:13Z
file_id: '11726'
file_name: 2022_CommunMathPhys_Schnelli.pdf
file_size: 1141462
relation: main_file
success: 1
file_date_updated: 2022-08-05T06:01:13Z
fulldoi: https://doi.org/10.1007/s00220-022-04377-y
has_accepted_license: '1'
intvolume: ' 393'
isi: 1
language:
- iso: eng
month: '07'
oa: 1
oa_version: Published Version
page: 839-907
pmid: 1
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
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: Convergence rate to the Tracy–Widom laws for the largest Eigenvalue 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: 393
year: '2022'
...
---
_id: '11418'
abstract:
- lang: eng
text: "We consider the quadratic form of a general high-rank deterministic matrix
on the eigenvectors of an N×N\r\nWigner matrix and prove that it has Gaussian
fluctuation for each bulk eigenvector in the large N limit. The proof is a combination
of the energy method for the Dyson Brownian motion inspired by Marcinek and Yau
(2021) and our recent multiresolvent local laws (Comm. Math. Phys. 388 (2021)
1005–1048)."
acknowledgement: L.E. would like to thank Zhigang Bao for many illuminating discussions
in an early stage of this research. The authors are also grateful to Paul Bourgade
for his comments on the manuscript and the anonymous referee for several useful
suggestions.
article_processing_charge: No
article_type: original
arxiv: 1
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. Normal fluctuation in quantum ergodicity
for Wigner matrices. Annals of Probability. 2022;50(3):984-1012. doi:10.1214/21-AOP1552
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Normal fluctuation
in quantum ergodicity for Wigner matrices. Annals of Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/21-AOP1552
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Normal Fluctuation
in Quantum Ergodicity for Wigner Matrices.” Annals of Probability. Institute
of Mathematical Statistics, 2022. https://doi.org/10.1214/21-AOP1552.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Normal fluctuation in quantum
ergodicity for Wigner matrices,” Annals of Probability, vol. 50, no. 3.
Institute of Mathematical Statistics, pp. 984–1012, 2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Normal fluctuation in quantum ergodicity
for Wigner matrices. Annals of Probability. 50(3), 984–1012.
mla: Cipolloni, Giorgio, et al. “Normal Fluctuation in Quantum Ergodicity for Wigner
Matrices.” Annals of Probability, vol. 50, no. 3, Institute of Mathematical
Statistics, 2022, pp. 984–1012, doi:10.1214/21-AOP1552.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Probability 50 (2022) 984–1012.
date_created: 2022-05-29T22:01:53Z
date_published: 2022-05-01T00:00:00Z
date_updated: 2023-08-03T07:16:53Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/21-AOP1552
external_id:
arxiv:
- '2103.06730'
isi:
- '000793963400005'
fulldoi: https://doi.org/10.1214/21-AOP1552
intvolume: ' 50'
isi: 1
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2103.06730
month: '05'
oa: 1
oa_version: Preprint
page: 984-1012
publication: Annals of Probability
publication_identifier:
eissn:
- 2168-894X
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Normal fluctuation in quantum ergodicity for Wigner matrices
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 50
year: '2022'
...
---
_id: '12110'
abstract:
- lang: eng
text: A recently proposed approach for avoiding the ultraviolet divergence of Hamiltonians
with particle creation is based on interior-boundary conditions (IBCs). The approach
works well in the non-relativistic case, i.e., for the Laplacian operator. Here,
we study how the approach can be applied to Dirac operators. While this has successfully
been done already in one space dimension, and more generally for codimension-1
boundaries, the situation of point sources in three dimensions corresponds to
a codimension-3 boundary. One would expect that, for such a boundary, Dirac operators
do not allow for boundary conditions because they are known not to allow for point
interactions in 3D, which also correspond to a boundary condition. Indeed, we
confirm this expectation here by proving that there is no self-adjoint operator
on a (truncated) Fock space that would correspond to a Dirac operator with an
IBC at configurations with a particle at the origin. However, we also present
a positive result showing that there are self-adjoint operators with an IBC (on
the boundary consisting of configurations with a particle at the origin) that
are away from those configurations, given by a Dirac operator plus a sufficiently
strong Coulomb potential.
acknowledgement: "J.H. gratefully acknowledges the partial financial support by the
ERC Advanced Grant “RMTBeyond” under Grant No. 101020331.\r\n"
article_number: '122302'
article_processing_charge: No
article_type: original
author:
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Roderich
full_name: Tumulka, Roderich
last_name: Tumulka
citation:
ama: Henheik SJ, Tumulka R. Interior-boundary conditions for the Dirac equation
at point sources in three dimensions. Journal of Mathematical Physics.
2022;63(12). doi:10.1063/5.0104675
apa: Henheik, S. J., & Tumulka, R. (2022). Interior-boundary conditions for
the Dirac equation at point sources in three dimensions. Journal of Mathematical
Physics. AIP Publishing. https://doi.org/10.1063/5.0104675
chicago: Henheik, Sven Joscha, and Roderich Tumulka. “Interior-Boundary Conditions
for the Dirac Equation at Point Sources in Three Dimensions.” Journal of Mathematical
Physics. AIP Publishing, 2022. https://doi.org/10.1063/5.0104675.
ieee: S. J. Henheik and R. Tumulka, “Interior-boundary conditions for the Dirac
equation at point sources in three dimensions,” Journal of Mathematical Physics,
vol. 63, no. 12. AIP Publishing, 2022.
ista: Henheik SJ, Tumulka R. 2022. Interior-boundary conditions for the Dirac equation
at point sources in three dimensions. Journal of Mathematical Physics. 63(12),
122302.
mla: Henheik, Sven Joscha, and Roderich Tumulka. “Interior-Boundary Conditions for
the Dirac Equation at Point Sources in Three Dimensions.” Journal of Mathematical
Physics, vol. 63, no. 12, 122302, AIP Publishing, 2022, doi:10.1063/5.0104675.
short: S.J. Henheik, R. Tumulka, Journal of Mathematical Physics 63 (2022).
corr_author: '1'
date_created: 2023-01-08T23:00:53Z
date_published: 2022-12-01T00:00:00Z
date_updated: 2025-04-14T07:57:18Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1063/5.0104675
ec_funded: 1
external_id:
isi:
- '000900748900002'
file:
- access_level: open_access
checksum: 5150287295e0ce4f12462c990744d65d
content_type: application/pdf
creator: dernst
date_created: 2023-01-20T11:58:59Z
date_updated: 2023-01-20T11:58:59Z
file_id: '12327'
file_name: 2022_JourMathPhysics_Henheik.pdf
file_size: 5436804
relation: main_file
success: 1
file_date_updated: 2023-01-20T11:58:59Z
fulldoi: https://doi.org/10.1063/5.0104675
has_accepted_license: '1'
intvolume: ' 63'
isi: 1
issue: '12'
language:
- iso: eng
month: '12'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Journal of Mathematical Physics
publication_identifier:
issn:
- 0022-2488
publication_status: published
publisher: AIP Publishing
quality_controlled: '1'
scopus_import: '1'
status: public
title: Interior-boundary conditions for the Dirac equation at point sources in three
dimensions
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: 63
year: '2022'
...
---
_id: '12148'
abstract:
- lang: eng
text: 'We prove a general local law for Wigner matrices that optimally handles observables
of arbitrary rank and thus unifies the well-known averaged and isotropic local
laws. As an application, we prove a central limit theorem in quantum unique ergodicity
(QUE): that is, we show that the quadratic forms of a general deterministic matrix
A on the bulk eigenvectors of a Wigner matrix have approximately Gaussian fluctuation.
For the bulk spectrum, we thus generalise our previous result [17] as valid for
test matrices A of large rank as well as the result of Benigni and Lopatto [7]
as valid for specific small-rank observables.'
acknowledgement: L.E. acknowledges support by ERC Advanced Grant ‘RMTBeyond’ No. 101020331.
D.S. acknowledges the support of Dr. Max Rössler, the Walter Haefner Foundation
and the ETH Zürich Foundation.
article_number: e96
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. Rank-uniform local law for Wigner matrices.
Forum of Mathematics, Sigma. 2022;10. doi:10.1017/fms.2022.86
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Rank-uniform local
law for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University
Press. https://doi.org/10.1017/fms.2022.86
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Rank-Uniform
Local Law for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge
University Press, 2022. https://doi.org/10.1017/fms.2022.86.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Rank-uniform local law for Wigner
matrices,” Forum of Mathematics, Sigma, vol. 10. Cambridge University Press,
2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Rank-uniform local law for Wigner
matrices. Forum of Mathematics, Sigma. 10, e96.
mla: Cipolloni, Giorgio, et al. “Rank-Uniform Local Law for Wigner Matrices.” Forum
of Mathematics, Sigma, vol. 10, e96, Cambridge University Press, 2022, doi:10.1017/fms.2022.86.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Forum of Mathematics, Sigma 10 (2022).
corr_author: '1'
date_created: 2023-01-12T12:07:30Z
date_published: 2022-10-27T00:00:00Z
date_updated: 2025-04-14T07:57:18Z
day: '27'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1017/fms.2022.86
ec_funded: 1
external_id:
isi:
- '000873719200001'
file:
- access_level: open_access
checksum: 94a049aeb1eea5497aa097712a73c400
content_type: application/pdf
creator: dernst
date_created: 2023-01-24T10:02:40Z
date_updated: 2023-01-24T10:02:40Z
file_id: '12356'
file_name: 2022_ForumMath_Cipolloni.pdf
file_size: 817089
relation: main_file
success: 1
file_date_updated: 2023-01-24T10:02:40Z
fulldoi: https://doi.org/10.1017/fms.2022.86
has_accepted_license: '1'
intvolume: ' 10'
isi: 1
keyword:
- Computational Mathematics
- Discrete Mathematics and Combinatorics
- Geometry and Topology
- Mathematical Physics
- Statistics and Probability
- Algebra and Number Theory
- Theoretical Computer Science
- Analysis
language:
- iso: eng
month: '10'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Forum of Mathematics, Sigma
publication_identifier:
issn:
- 2050-5094
publication_status: published
publisher: Cambridge University Press
quality_controlled: '1'
scopus_import: '1'
status: public
title: Rank-uniform local law 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: 10
year: '2022'
...