---
OA_place: publisher
_id: '9022'
abstract:
- lang: eng
  text: "In the first part of the thesis we consider Hermitian random matrices. Firstly,
    we consider sample covariance matrices XX∗ with X having independent identically
    distributed (i.i.d.) centred entries. We prove a Central Limit Theorem for differences
    of linear statistics of XX∗ and its minor after removing the first column of X.
    Secondly, we consider Wigner-type matrices and prove that the eigenvalue statistics
    near cusp singularities of the limiting density of states are universal and that
    they form a Pearcey process. Since the limiting eigenvalue distribution admits
    only square root (edge) and cubic root (cusp) singularities, this concludes the
    third and last remaining case of the Wigner-Dyson-Mehta universality conjecture.
    The main technical ingredients are an optimal local law at the cusp, and the proof
    of the fast relaxation to equilibrium of the Dyson Brownian motion in the cusp
    regime.\r\nIn the second part we consider non-Hermitian matrices X with centred
    i.i.d. entries. We normalise the entries of X to have variance N −1. It is well
    known that the empirical eigenvalue density converges to the uniform distribution
    on the unit disk (circular law). In the first project, we prove universality of
    the local eigenvalue statistics close to the edge of the spectrum. This is the
    non-Hermitian analogue of the TracyWidom universality at the Hermitian edge. Technically
    we analyse the evolution of the spectral distribution of X along the Ornstein-Uhlenbeck
    flow for very long time\r\n(up to t = +∞). In the second project, we consider
    linear statistics of eigenvalues for macroscopic test functions f in the Sobolev
    space H2+ϵ and prove their convergence to the projection of the Gaussian Free
    Field on the unit disk. We prove this result for non-Hermitian matrices with real
    or complex entries. The main technical ingredients are: (i) local law for products
    of two resolvents at different spectral parameters, (ii) analysis of correlated
    Dyson Brownian motions.\r\nIn the third and final part we discuss the mathematically
    rigorous application of supersymmetric techniques (SUSY ) to give a lower tail
    estimate of the lowest singular value of X − z, with z ∈ C. More precisely, we
    use superbosonisation formula to give an integral representation of the resolvent
    of (X − z)(X − z)∗ which reduces to two and three contour integrals in the complex
    and real case, respectively. The rigorous analysis of these integrals is quite
    challenging since simple saddle point analysis cannot be applied (the main contribution
    comes from a non-trivial manifold). Our result\r\nimproves classical smoothing
    inequalities in the regime |z| ≈ 1; this result is essential to prove edge universality
    for i.i.d. non-Hermitian matrices."
acknowledgement: I gratefully acknowledge the financial support from the European
  Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie
  Grant Agreement No. 665385 and my advisor’s ERC Advanced Grant No. 338804.
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Giorgio
  full_name: Cipolloni, Giorgio
  id: 42198EFA-F248-11E8-B48F-1D18A9856A87
  last_name: Cipolloni
  orcid: 0000-0002-4901-7992
citation:
  ama: Cipolloni G. Fluctuations in the spectrum of random matrices. 2021. doi:<a
    href="https://doi.org/10.15479/AT:ISTA:9022">10.15479/AT:ISTA:9022</a>
  apa: Cipolloni, G. (2021). <i>Fluctuations in the spectrum of random matrices</i>.
    Institute of Science and Technology Austria. <a href="https://doi.org/10.15479/AT:ISTA:9022">https://doi.org/10.15479/AT:ISTA:9022</a>
  chicago: Cipolloni, Giorgio. “Fluctuations in the Spectrum of Random Matrices.”
    Institute of Science and Technology Austria, 2021. <a href="https://doi.org/10.15479/AT:ISTA:9022">https://doi.org/10.15479/AT:ISTA:9022</a>.
  ieee: G. Cipolloni, “Fluctuations in the spectrum of random matrices,” Institute
    of Science and Technology Austria, 2021.
  ista: Cipolloni G. 2021. Fluctuations in the spectrum of random matrices. Institute
    of Science and Technology Austria.
  mla: Cipolloni, Giorgio. <i>Fluctuations in the Spectrum of Random Matrices</i>.
    Institute of Science and Technology Austria, 2021, doi:<a href="https://doi.org/10.15479/AT:ISTA:9022">10.15479/AT:ISTA:9022</a>.
  short: G. Cipolloni, Fluctuations in the Spectrum of Random Matrices, Institute
    of Science and Technology Austria, 2021.
corr_author: '1'
date_created: 2021-01-21T18:16:54Z
date_published: 2021-01-25T00:00:00Z
date_updated: 2026-04-08T06:59:33Z
day: '25'
ddc:
- '510'
degree_awarded: PhD
department:
- _id: GradSch
- _id: LaEr
doi: 10.15479/AT:ISTA:9022
ec_funded: 1
file:
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  file_size: 12775206
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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: ba8df636-2132-11f1-aed0-ed93e2281fdd
year: '2021'
...
---
_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
arxiv: 1
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. <i>Documenta Mathematica</i>. 2020;25:1421-1539. doi:<a
    href="https://doi.org/10.4171/dm/780">10.4171/dm/780</a>'
  apa: 'Alt, J., Erdös, L., &#38; Krüger, T. H. (2020). The Dyson equation with linear
    self-energy: Spectral bands, edges and cusps. <i>Documenta Mathematica</i>. EMS
    Press. <a href="https://doi.org/10.4171/dm/780">https://doi.org/10.4171/dm/780</a>'
  chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation
    with Linear Self-Energy: Spectral Bands, Edges and Cusps.” <i>Documenta Mathematica</i>.
    EMS Press, 2020. <a href="https://doi.org/10.4171/dm/780">https://doi.org/10.4171/dm/780</a>.'
  ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy:
    Spectral bands, edges and cusps,” <i>Documenta Mathematica</i>, 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.” <i>Documenta Mathematica</i>, vol. 25, EMS Press, 2020,
    pp. 1421–539, doi:<a href="https://doi.org/10.4171/dm/780">10.4171/dm/780</a>.'
  short: J. Alt, L. Erdös, T.H. Krüger, Documenta Mathematica 25 (2020) 1421–1539.
corr_author: '1'
date_created: 2023-12-18T10:37:43Z
date_published: 2020-09-01T00:00:00Z
date_updated: 2025-04-15T08:05:00Z
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
license: https://creativecommons.org/licenses/by/4.0/
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: '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
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. Optimal lower bound on the least singular
    value of the shifted Ginibre ensemble. <i>Probability and Mathematical Physics</i>.
    2020;1(1):101-146. doi:<a href="https://doi.org/10.2140/pmp.2020.1.101">10.2140/pmp.2020.1.101</a>
  apa: Cipolloni, G., Erdös, L., &#38; Schröder, D. J. (2020). Optimal lower bound
    on the least singular value of the shifted Ginibre ensemble. <i>Probability and
    Mathematical Physics</i>. Mathematical Sciences Publishers. <a href="https://doi.org/10.2140/pmp.2020.1.101">https://doi.org/10.2140/pmp.2020.1.101</a>
  chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower
    Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” <i>Probability
    and Mathematical Physics</i>. Mathematical Sciences Publishers, 2020. <a href="https://doi.org/10.2140/pmp.2020.1.101">https://doi.org/10.2140/pmp.2020.1.101</a>.
  ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least
    singular value of the shifted Ginibre ensemble,” <i>Probability and Mathematical
    Physics</i>, 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.” <i>Probability and Mathematical Physics</i>,
    vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:<a href="https://doi.org/10.2140/pmp.2020.1.101">10.2140/pmp.2020.1.101</a>.
  short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability and Mathematical Physics
    1 (2020) 101–146.
corr_author: '1'
date_created: 2024-03-04T10:27:57Z
date_published: 2020-11-16T00:00:00Z
date_updated: 2025-07-10T11:51:06Z
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:
  - 2690-0998
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. <i>Oberwolfach Reports</i>.
    2020;16(4):3459-3527. doi:<a href="https://doi.org/10.4171/owr/2019/56">10.4171/owr/2019/56</a>
  apa: Erdös, L., Götze, F., &#38; Guionnet, A. (2020). Random matrices. <i>Oberwolfach
    Reports</i>. European Mathematical Society. <a href="https://doi.org/10.4171/owr/2019/56">https://doi.org/10.4171/owr/2019/56</a>
  chicago: Erdös, László, Friedrich Götze, and Alice Guionnet. “Random Matrices.”
    <i>Oberwolfach Reports</i>. European Mathematical Society, 2020. <a href="https://doi.org/10.4171/owr/2019/56">https://doi.org/10.4171/owr/2019/56</a>.
  ieee: L. Erdös, F. Götze, and A. Guionnet, “Random matrices,” <i>Oberwolfach Reports</i>,
    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.” <i>Oberwolfach Reports</i>, vol. 16,
    no. 4, European Mathematical Society, 2020, pp. 3459–527, doi:<a href="https://doi.org/10.4171/owr/2019/56">10.4171/owr/2019/56</a>.
  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: '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
arxiv: 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: 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. <i>Journal of Functional Analysis</i>. 2020;279(7). doi:<a
    href="https://doi.org/10.1016/j.jfa.2020.108639">10.1016/j.jfa.2020.108639</a>
  apa: Bao, Z., Erdös, L., &#38; Schnelli, K. (2020). Spectral rigidity for addition
    of random matrices at the regular edge. <i>Journal of Functional Analysis</i>.
    Elsevier. <a href="https://doi.org/10.1016/j.jfa.2020.108639">https://doi.org/10.1016/j.jfa.2020.108639</a>
  chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Spectral Rigidity for
    Addition of Random Matrices at the Regular Edge.” <i>Journal of Functional Analysis</i>.
    Elsevier, 2020. <a href="https://doi.org/10.1016/j.jfa.2020.108639">https://doi.org/10.1016/j.jfa.2020.108639</a>.
  ieee: Z. Bao, L. Erdös, and K. Schnelli, “Spectral rigidity for addition of random
    matrices at the regular edge,” <i>Journal of Functional Analysis</i>, 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.” <i>Journal of Functional Analysis</i>, vol. 279, no. 7, 108639,
    Elsevier, 2020, doi:<a href="https://doi.org/10.1016/j.jfa.2020.108639">10.1016/j.jfa.2020.108639</a>.
  short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 279 (2020).
corr_author: '1'
date_created: 2022-03-18T10:18:59Z
date_published: 2020-10-15T00:00:00Z
date_updated: 2025-04-15T08:05:01Z
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: '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
arxiv: 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: 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.
    <i>Journal d’Analyse Mathematique</i>. 2020;142:323-348. doi:<a href="https://doi.org/10.1007/s11854-020-0135-2">10.1007/s11854-020-0135-2</a>
  apa: Bao, Z., Erdös, L., &#38; Schnelli, K. (2020). On the support of the free additive
    convolution. <i>Journal d’Analyse Mathematique</i>. Springer Nature. <a href="https://doi.org/10.1007/s11854-020-0135-2">https://doi.org/10.1007/s11854-020-0135-2</a>
  chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the
    Free Additive Convolution.” <i>Journal d’Analyse Mathematique</i>. Springer Nature,
    2020. <a href="https://doi.org/10.1007/s11854-020-0135-2">https://doi.org/10.1007/s11854-020-0135-2</a>.
  ieee: Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,”
    <i>Journal d’Analyse Mathematique</i>, 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.” <i>Journal
    d’Analyse Mathematique</i>, vol. 142, Springer Nature, 2020, pp. 323–48, doi:<a
    href="https://doi.org/10.1007/s11854-020-0135-2">10.1007/s11854-020-0135-2</a>.
  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: 2025-07-10T12:01:37Z
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:
  - 1565-8538
  issn:
  - 0021-7670
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 142
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
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
citation:
  ama: 'Cipolloni G, Erdös L. Fluctuations for differences of linear eigenvalue statistics
    for sample covariance matrices. <i>Random Matrices: Theory and Application</i>.
    2020;9(3). doi:<a href="https://doi.org/10.1142/S2010326320500069">10.1142/S2010326320500069</a>'
  apa: 'Cipolloni, G., &#38; Erdös, L. (2020). Fluctuations for differences of linear
    eigenvalue statistics for sample covariance matrices. <i>Random Matrices: Theory
    and Application</i>. World Scientific Publishing. <a href="https://doi.org/10.1142/S2010326320500069">https://doi.org/10.1142/S2010326320500069</a>'
  chicago: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of
    Linear Eigenvalue Statistics for Sample Covariance Matrices.” <i>Random Matrices:
    Theory and Application</i>. World Scientific Publishing, 2020. <a href="https://doi.org/10.1142/S2010326320500069">https://doi.org/10.1142/S2010326320500069</a>.'
  ieee: 'G. Cipolloni and L. Erdös, “Fluctuations for differences of linear eigenvalue
    statistics for sample covariance matrices,” <i>Random Matrices: Theory and Application</i>,
    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.” <i>Random Matrices: Theory
    and Application</i>, vol. 9, no. 3, 2050006, World Scientific Publishing, 2020,
    doi:<a href="https://doi.org/10.1142/S2010326320500069">10.1142/S2010326320500069</a>.'
  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: 2025-07-10T11:53:26Z
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:
  - 2010-3271
  issn:
  - 2010-3263
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 9
year: '2020'
...
---
_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
arxiv: 1
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. <i>Transactions of the American Mathematical Society</i>. 2020;373(8):5855-5883.
    doi:<a href="https://doi.org/10.1090/tran/8113">10.1090/tran/8113</a>
  apa: Geher, G. P., Titkos, T., &#38; Virosztek, D. (2020). Isometric study of Wasserstein
    spaces - the real line. <i>Transactions of the American Mathematical Society</i>.
    American Mathematical Society. <a href="https://doi.org/10.1090/tran/8113">https://doi.org/10.1090/tran/8113</a>
  chicago: Geher, Gyorgy Pal, Tamas Titkos, and Daniel Virosztek. “Isometric Study
    of Wasserstein Spaces - the Real Line.” <i>Transactions of the American Mathematical
    Society</i>. American Mathematical Society, 2020. <a href="https://doi.org/10.1090/tran/8113">https://doi.org/10.1090/tran/8113</a>.
  ieee: G. P. Geher, T. Titkos, and D. Virosztek, “Isometric study of Wasserstein
    spaces - the real line,” <i>Transactions of the American Mathematical Society</i>,
    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.” <i>Transactions of the American Mathematical Society</i>, vol. 373, no.
    8, American Mathematical Society, 2020, pp. 5855–83, doi:<a href="https://doi.org/10.1090/tran/8113">10.1090/tran/8113</a>.
  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: 2025-07-10T11:54:32Z
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:
  - 1088-6850
  issn:
  - 0002-9947
publication_status: published
publisher: American Mathematical Society
quality_controlled: '1'
scopus_import: '1'
status: public
title: Isometric study of Wasserstein spaces - the real line
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
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
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: 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.
    <i>Journal of Functional Analysis</i>. 2020;278(12). doi:<a href="https://doi.org/10.1016/j.jfa.2020.108507">10.1016/j.jfa.2020.108507</a>
  apa: Erdös, L., Krüger, T. H., &#38; Nemish, Y. (2020). Local laws for polynomials
    of Wigner matrices. <i>Journal of Functional Analysis</i>. Elsevier. <a href="https://doi.org/10.1016/j.jfa.2020.108507">https://doi.org/10.1016/j.jfa.2020.108507</a>
  chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Local Laws for Polynomials
    of Wigner Matrices.” <i>Journal of Functional Analysis</i>. Elsevier, 2020. <a
    href="https://doi.org/10.1016/j.jfa.2020.108507">https://doi.org/10.1016/j.jfa.2020.108507</a>.
  ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Local laws for polynomials of Wigner
    matrices,” <i>Journal of Functional Analysis</i>, 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.” <i>Journal
    of Functional Analysis</i>, vol. 278, no. 12, 108507, Elsevier, 2020, doi:<a href="https://doi.org/10.1016/j.jfa.2020.108507">10.1016/j.jfa.2020.108507</a>.
  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: 2025-07-10T11:54:43Z
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:
  - 1096-0783
  issn:
  - 0022-1236
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
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
arxiv: 1
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. <i>Letters in
    Mathematical Physics</i>. 2020;110(8):2039-2052. doi:<a href="https://doi.org/10.1007/s11005-020-01282-0">10.1007/s11005-020-01282-0</a>
  apa: Pitrik, J., &#38; Virosztek, D. (2020). Quantum Hellinger distances revisited.
    <i>Letters in Mathematical Physics</i>. Springer Nature. <a href="https://doi.org/10.1007/s11005-020-01282-0">https://doi.org/10.1007/s11005-020-01282-0</a>
  chicago: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.”
    <i>Letters in Mathematical Physics</i>. Springer Nature, 2020. <a href="https://doi.org/10.1007/s11005-020-01282-0">https://doi.org/10.1007/s11005-020-01282-0</a>.
  ieee: J. Pitrik and D. Virosztek, “Quantum Hellinger distances revisited,” <i>Letters
    in Mathematical Physics</i>, 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.”
    <i>Letters in Mathematical Physics</i>, vol. 110, no. 8, Springer Nature, 2020,
    pp. 2039–52, doi:<a href="https://doi.org/10.1007/s11005-020-01282-0">10.1007/s11005-020-01282-0</a>.
  short: J. Pitrik, D. Virosztek, Letters in Mathematical Physics 110 (2020) 2039–2052.
corr_author: '1'
date_created: 2020-03-25T15:57:48Z
date_published: 2020-08-01T00:00:00Z
date_updated: 2025-10-09T08:23:15Z
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 110
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
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: 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. <i>Communications in Mathematical Physics</i>.
    2020;378:1203-1278. doi:<a href="https://doi.org/10.1007/s00220-019-03657-4">10.1007/s00220-019-03657-4</a>'
  apa: 'Erdös, L., Krüger, T. H., &#38; Schröder, D. J. (2020). Cusp universality
    for random matrices I: Local law and the complex Hermitian case. <i>Communications
    in Mathematical Physics</i>. Springer Nature. <a href="https://doi.org/10.1007/s00220-019-03657-4">https://doi.org/10.1007/s00220-019-03657-4</a>'
  chicago: 'Erdös, László, Torben H Krüger, and Dominik J Schröder. “Cusp Universality
    for Random Matrices I: Local Law and the Complex Hermitian Case.” <i>Communications
    in Mathematical Physics</i>. Springer Nature, 2020. <a href="https://doi.org/10.1007/s00220-019-03657-4">https://doi.org/10.1007/s00220-019-03657-4</a>.'
  ieee: 'L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random
    matrices I: Local law and the complex Hermitian case,” <i>Communications in Mathematical
    Physics</i>, 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.” <i>Communications in Mathematical Physics</i>,
    vol. 378, Springer Nature, 2020, pp. 1203–78, doi:<a href="https://doi.org/10.1007/s00220-019-03657-4">10.1007/s00220-019-03657-4</a>.'
  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: 2026-04-08T13:55:03Z
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: '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
arxiv: 1
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. <i>Annals of Probability</i>. 2020;48(2):963-1001. doi:<a
    href="https://doi.org/10.1214/19-AOP1379">10.1214/19-AOP1379</a>'
  apa: 'Alt, J., Erdös, L., Krüger, T. H., &#38; Schröder, D. J. (2020). Correlated
    random matrices: Band rigidity and edge universality. <i>Annals of Probability</i>.
    Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/19-AOP1379">https://doi.org/10.1214/19-AOP1379</a>'
  chicago: 'Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder.
    “Correlated Random Matrices: Band Rigidity and Edge Universality.” <i>Annals of
    Probability</i>. Institute of Mathematical Statistics, 2020. <a href="https://doi.org/10.1214/19-AOP1379">https://doi.org/10.1214/19-AOP1379</a>.'
  ieee: 'J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices:
    Band rigidity and edge universality,” <i>Annals of Probability</i>, 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.” <i>Annals of Probability</i>, vol. 48, no. 2, Institute of Mathematical
    Statistics, 2020, pp. 963–1001, doi:<a href="https://doi.org/10.1214/19-AOP1379">10.1214/19-AOP1379</a>.'
  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: 2026-04-08T14:11:36Z
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: '6179'
    relation: dissertation_contains
    status: public
  - id: '149'
    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: '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
arxiv: 1
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.
    <i>Journal of Spectral Theory</i>. 2019;9(3):921-965. doi:<a href="https://doi.org/10.4171/jst/267">10.4171/jst/267</a>
  apa: Dietlein, A. M., Gebert, M., &#38; Müller, P. (2019). Perturbations of continuum
    random Schrödinger operators with applications to Anderson orthogonality and the
    spectral shift function. <i>Journal of Spectral Theory</i>. European Mathematical
    Society. <a href="https://doi.org/10.4171/jst/267">https://doi.org/10.4171/jst/267</a>
  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.” <i>Journal of Spectral Theory</i>. European
    Mathematical Society, 2019. <a href="https://doi.org/10.4171/jst/267">https://doi.org/10.4171/jst/267</a>.
  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,” <i>Journal of Spectral Theory</i>, vol. 9, no. 3. European Mathematical
    Society, 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.”
    <i>Journal of Spectral Theory</i>, vol. 9, no. 3, European Mathematical Society,
    2019, pp. 921–65, doi:<a href="https://doi.org/10.4171/jst/267">10.4171/jst/267</a>.
  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: 2024-12-11T11:49:15Z
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
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 9
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
arxiv: 1
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: <i>Proceedings on the 31st International Conference
    on Formal Power Series and Algebraic Combinatorics</i>. Formal Power Series and
    Algebraic Combinatorics; 2019.'
  apa: 'Betea, D., Bouttier, J., Nejjar, P., &#38; Vuletíc, M. (2019). New edge asymptotics
    of skew Young diagrams via free boundaries. In <i>Proceedings on the 31st International
    Conference on Formal Power Series and Algebraic Combinatorics</i>. 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 <i>Proceedings on
    the 31st International Conference on Formal Power Series and Algebraic Combinatorics</i>.
    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 <i>Proceedings on the 31st International
    Conference on Formal Power Series and Algebraic Combinatorics</i>, 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.”
    <i>Proceedings on the 31st International Conference on Formal Power Series and
    Algebraic Combinatorics</i>, 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: '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
arxiv: 1
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. <i>Ergodic Theory and Dynamical Systems</i>. 2019;39(4):1082-1098.
    doi:<a href="https://doi.org/10.1017/etds.2017.52">10.1017/etds.2017.52</a>
  apa: Sadel, C., &#38; Xu, D. (2019). Singular analytic linear cocycles with negative
    infinite Lyapunov exponents. <i>Ergodic Theory and Dynamical Systems</i>. Cambridge
    University Press. <a href="https://doi.org/10.1017/etds.2017.52">https://doi.org/10.1017/etds.2017.52</a>
  chicago: Sadel, Christian, and Disheng Xu. “Singular Analytic Linear Cocycles with
    Negative Infinite Lyapunov Exponents.” <i>Ergodic Theory and Dynamical Systems</i>.
    Cambridge University Press, 2019. <a href="https://doi.org/10.1017/etds.2017.52">https://doi.org/10.1017/etds.2017.52</a>.
  ieee: C. Sadel and D. Xu, “Singular analytic linear cocycles with negative infinite
    Lyapunov exponents,” <i>Ergodic Theory and Dynamical Systems</i>, 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.” <i>Ergodic Theory and Dynamical Systems</i>, vol.
    39, no. 4, Cambridge University Press, 2019, pp. 1082–98, doi:<a href="https://doi.org/10.1017/etds.2017.52">10.1017/etds.2017.52</a>.
  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: 2025-04-15T06:50:24Z
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
arxiv: 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: 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. <i>Annals
    of Probability</i>. 2019;47(3):1270-1334. doi:<a href="https://doi.org/10.1214/18-AOP1284">10.1214/18-AOP1284</a>
  apa: Bao, Z., Erdös, L., &#38; Schnelli, K. (2019). Local single ring theorem on
    optimal scale. <i>Annals of Probability</i>. Institute of Mathematical Statistics.
    <a href="https://doi.org/10.1214/18-AOP1284">https://doi.org/10.1214/18-AOP1284</a>
  chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem
    on Optimal Scale.” <i>Annals of Probability</i>. Institute of Mathematical Statistics,
    2019. <a href="https://doi.org/10.1214/18-AOP1284">https://doi.org/10.1214/18-AOP1284</a>.
  ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,”
    <i>Annals of Probability</i>, 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.” <i>Annals
    of Probability</i>, vol. 47, no. 3, Institute of Mathematical Statistics, 2019,
    pp. 1270–334, doi:<a href="https://doi.org/10.1214/18-AOP1284">10.1214/18-AOP1284</a>.
  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: 2025-07-10T11:53:28Z
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:
  - 0091-1798
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
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 0<p<∞ is any parameter value.
    Roughly speaking, we will prove that any isometric embedding can be described
    by a special kind of X×(0,1]-indexed family of nonnegative finite measures. Our
    result implies that a typical non-surjective isometric embedding of Wp(X) splits
    mass and does not preserve the shape of measures. In order to stress that the
    lack of surjectivity is what makes things challenging, we will prove alternatively
    that Wp(X) is isometrically rigid for all 0<p<∞.
article_number: '123435'
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: György Pál
  full_name: Gehér, György Pál
  last_name: Gehér
- first_name: Tamás
  full_name: Titkos, Tamás
  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: Gehér GP, Titkos T, Virosztek D. On isometric embeddings of Wasserstein spaces
    – the discrete case. <i>Journal of Mathematical Analysis and Applications</i>.
    2019;480(2). doi:<a href="https://doi.org/10.1016/j.jmaa.2019.123435">10.1016/j.jmaa.2019.123435</a>
  apa: Gehér, G. P., Titkos, T., &#38; Virosztek, D. (2019). On isometric embeddings
    of Wasserstein spaces – the discrete case. <i>Journal of Mathematical Analysis
    and Applications</i>. Elsevier. <a href="https://doi.org/10.1016/j.jmaa.2019.123435">https://doi.org/10.1016/j.jmaa.2019.123435</a>
  chicago: Gehér, György Pál, Tamás Titkos, and Daniel Virosztek. “On Isometric Embeddings
    of Wasserstein Spaces – the Discrete Case.” <i>Journal of Mathematical Analysis
    and Applications</i>. Elsevier, 2019. <a href="https://doi.org/10.1016/j.jmaa.2019.123435">https://doi.org/10.1016/j.jmaa.2019.123435</a>.
  ieee: G. P. Gehér, T. Titkos, and D. Virosztek, “On isometric embeddings of Wasserstein
    spaces – the discrete case,” <i>Journal of Mathematical Analysis and Applications</i>,
    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.” <i>Journal of Mathematical Analysis and Applications</i>,
    vol. 480, no. 2, 123435, Elsevier, 2019, doi:<a href="https://doi.org/10.1016/j.jmaa.2019.123435">10.1016/j.jmaa.2019.123435</a>.
  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: 2025-07-10T11:53:55Z
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:
  - 1096-0813
  issn:
  - 0022-247X
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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 480
year: '2019'
...
---
OA_place: repository
OA_type: green
_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.'
acknowledgement: "This paper is part of a long term collaboration investigating the
  isometric structure of Wasserstein\r\nspaces. The authors would like to thank the
  warm hospitality and generosity of László Erdós and his\r\ngroup at Institute of
  Science and Technology Austria.\r\nT. Titkos wants to thank Oriental Business and
  Innovation Center ‐ OBIC for providing financial\r\nsupport to participate in the
  symposium at the Kyoto RIMS.\r\nGy. P. Gehér was supported by the Leverhulme Trust
  Early Career Fellowship (ECF‐2018‐125),\r\nand also by the Hungarian National Research,
  Development and Innovation Office (K115383). T.\r\nTitkos was supported by the Hungarian
  National Research, Development and Innovation Office‐ NKFIH\r\n(PD128374), by the
  János Bolyai Research Scholarship of the Hungarian Academy of Sciences, and by the\r\nUNKP‐18‐4‐BGE‐3
  New National Excellence Program of the Ministry of Human Capacities. D. Virosztek\r\nwas
  supported by the ISTFELLOW program of the Institute of Science and Technology Austria
  (project\r\ncode IC1027FELL01 ) and partially supported by the Hungarian National
  Research, Development and\r\nInnovation Office NKFIH (grant no. K124152 and grant
  no. KH129601)"
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:
    <i>Kyoto RIMS Kôkyûroku</i>. Vol 2125. Research Institute for Mathematical Sciences,
    Kyoto University; 2019:34-41.'
  apa: 'Geher, G. P., Titkos, T., &#38; Virosztek, D. (2019). Dirac masses and isometric
    rigidity. In <i>Kyoto RIMS Kôkyûroku</i> (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 <i>Kyoto RIMS Kôkyûroku</i>, 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 <i>Kyoto RIMS Kôkyûroku</i>, 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.” <i>Kyoto RIMS
    Kôkyûroku</i>, 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
corr_author: '1'
date_created: 2019-11-18T15:39:53Z
date_published: 2019-01-30T00:00:00Z
date_updated: 2025-06-30T09:55:30Z
day: '30'
department:
- _id: LaEr
ec_funded: 1
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
project:
- _id: 25681D80-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '291734'
  name: International IST Postdoc Fellowship Programme
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: '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&lt;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
arxiv: 1
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. <i>Annales de l’institut Henri Poincare (B)
    Probability and Statistics</i>. 2019;55(3):1203-1225. doi:<a href="https://doi.org/10.1214/18-AIHP916">10.1214/18-AIHP916</a>
  apa: Ferrari, P., Ghosal, P., &#38; Nejjar, P. (2019). Limit law of a second class
    particle in TASEP with non-random initial condition. <i>Annales de l’institut
    Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics.
    <a href="https://doi.org/10.1214/18-AIHP916">https://doi.org/10.1214/18-AIHP916</a>
  chicago: Ferrari, Patrick, Promit Ghosal, and Peter Nejjar. “Limit Law of a Second
    Class Particle in TASEP with Non-Random Initial Condition.” <i>Annales de l’institut
    Henri Poincare (B) Probability and Statistics</i>. Institute of Mathematical Statistics,
    2019. <a href="https://doi.org/10.1214/18-AIHP916">https://doi.org/10.1214/18-AIHP916</a>.
  ieee: P. Ferrari, P. Ghosal, and P. Nejjar, “Limit law of a second class particle
    in TASEP with non-random initial condition,” <i>Annales de l’institut Henri Poincare
    (B) Probability and Statistics</i>, 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.” <i>Annales de l’institut Henri Poincare (B) Probability
    and Statistics</i>, vol. 55, no. 3, Institute of Mathematical Statistics, 2019,
    pp. 1203–25, doi:<a href="https://doi.org/10.1214/18-AIHP916">10.1214/18-AIHP916</a>.
  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: 2025-04-14T07:27:49Z
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: '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
arxiv: 1
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. <i>Annales
    de l’Institut Henri Poincaré, Probabilités et Statistiques</i>. 2019;55(1):441-479.
    doi:<a href="https://doi.org/10.1214/18-aihp888">10.1214/18-aihp888</a>'
  apa: 'Akemann, G., Checinski, T., Liu, D., &#38; Strahov, E. (2019). Finite rank
    perturbations in products of coupled random matrices: From one correlated to two
    Wishart ensembles. <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>.
    Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/18-aihp888">https://doi.org/10.1214/18-aihp888</a>'
  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.” <i>Annales de l’Institut Henri Poincaré, Probabilités
    et Statistiques</i>. Institute of Mathematical Statistics, 2019. <a href="https://doi.org/10.1214/18-aihp888">https://doi.org/10.1214/18-aihp888</a>.'
  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,”
    <i>Annales de l’Institut Henri Poincaré, Probabilités et Statistiques</i>, 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.” <i>Annales de
    l’Institut Henri Poincaré, Probabilités et Statistiques</i>, vol. 55, no. 1, Institute
    of Mathematical Statistics, 2019, pp. 441–79, doi:<a href="https://doi.org/10.1214/18-aihp888">10.1214/18-aihp888</a>.'
  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'
...
