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160 Publications
2024 | Published | Journal Article | IST-REx-ID: 14408 | 
Cipolloni, Giorgio, et al. “Mesoscopic Central Limit Theorem for Non-Hermitian Random Matrices.” Probability Theory and Related Fields, vol. 188, Springer Nature, 2024, pp. 1131–82, doi:10.1007/s00440-023-01229-1.
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2024 | Published | Journal Article | IST-REx-ID: 15025 |
Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic Forms of GOE/GUE Eigenvectors.” Annals of Applied Probability, vol. 34, no. 1B, Institute of Mathematical Statistics, 2024, pp. 1623–62, doi:10.1214/23-AAP2000.
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2024 | Published | Journal Article | IST-REx-ID: 15378 |
Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the Eigenvalue Condition Number of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics, vol. 77, no. 9, Wiley, 2024, pp. 3785–840, doi:10.1002/cpa.22201.
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2024 | Published | Journal Article | IST-REx-ID: 17049 |
Cipolloni, Giorgio, et al. “Optimal Lower Bound on Eigenvector Overlaps for Non-Hermitian Random Matrices.” Journal of Functional Analysis, vol. 287, no. 4, 110495, Elsevier, 2024, doi:10.1016/j.jfa.2024.110495.
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2024 | Published | Journal Article | IST-REx-ID: 17047 |
Dubach, Guillaume, and Jana Reker. “Dynamics of a Rank-One Multiplicative Perturbation of a Unitary Matrix.” Random Matrices: Theory and Applications, vol. 13, no. 2, 2450007, World Scientific Publishing, 2024, doi:10.1142/s2010326324500072.
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2024 | Published | Journal Article | IST-REx-ID: 17154 |
Reker, Jana. “Fluctuation Moments for Regular Functions of Wigner Matrices.” Mathematical Physics, Analysis and Geometry, vol. 27, no. 3, 10, Springer Nature, 2024, doi:10.1007/s11040-024-09483-y.
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2024 | Published | Journal Article | IST-REx-ID: 17281 |
Campbell, Andrew J., et al. “The Fractional Free Convolution of R-Diagonal Elements and Random Polynomials under Repeated Differentiation.” International Mathematics Research Notices, vol. 2024, no. 13, Oxford University Press, 2024, pp. 10189–218, doi:10.1093/imrn/rnae062.
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2024 | Published | Journal Article | IST-REx-ID: 17375 |
Cipolloni, Giorgio, et al. “Precise Asymptotics for the Spectral Radius of a Large Random Matrix.” Journal of Mathematical Physics, vol. 65, no. 6, 063302, AIP Publishing, 2024, doi:10.1063/5.0209705.
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2024 | Published | Journal Article | IST-REx-ID: 18762 |
Reker, Jana. “Multi-Point Functional Central Limit Theorem for Wigner Matrices.” Electronic Journal of Probability, vol. 29, 191, Institute of Mathematical Statistics, 2024, doi:10.1214/24-EJP1247.
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2024 | Published | Thesis | IST-REx-ID: 17164 |
Reker, Jana. Central Limit Theorems for Random Matrices: From Resolvents to Free Probability. Institute of Science and Technology Austria, 2024, doi:10.15479/at:ista:17164.
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2024 | Published | Journal Article | IST-REx-ID: 18554 |
Erdös, László, and Volodymyr Riabov. “Eigenstate Thermalization Hypothesis for Wigner-Type Matrices.” Communications in Mathematical Physics, vol. 405, no. 12, 282, Springer Nature, 2024, doi:10.1007/s00220-024-05143-y.
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2024 | Draft | Preprint | IST-REx-ID: 19547 |
Erdös, László, et al. “Cusp Universality for Correlated Random Matrices.” ArXiv, doi:10.48550/arXiv.2410.06813.
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2023 | Published | Journal Article | IST-REx-ID: 11741 |
Cipolloni, Giorgio, et al. “Quenched Universality for Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 185, Springer Nature, 2023, pp. 1183–1218, doi:10.1007/s00440-022-01156-7.
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2023 | Published | Journal Article | IST-REx-ID: 12761 |
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.
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2023 | Published | Journal Article | IST-REx-ID: 12707 |
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.
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2023 | Published | Journal Article | IST-REx-ID: 12792 |
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.
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2023 | Published | Journal Article | IST-REx-ID: 14775 |
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.
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2023 | Published | Journal Article | IST-REx-ID: 12683 |
Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability, vol. 28, Institute of Mathematical Statistics, 2023, pp. 1–13, doi:10.1214/23-ECP516.
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2023 | Published | Journal Article | IST-REx-ID: 10405 |
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.
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2023 | Published | Journal Article | IST-REx-ID: 14343 |
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.
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