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161 Publications
2024 | Published | Journal Article | IST-REx-ID: 17047 | 
Dynamics of a rank-one multiplicative perturbation of a unitary matrix
G. Dubach, J. Reker, Random Matrices: Theory and Applications 13 (2024).
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G. Dubach, J. Reker, Random Matrices: Theory and Applications 13 (2024).
2024 | Published | Journal Article | IST-REx-ID: 17154 |
Fluctuation moments for regular functions of Wigner Matrices
J. Reker, Mathematical Physics, Analysis and Geometry 27 (2024).
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J. Reker, Mathematical Physics, Analysis and Geometry 27 (2024).
2024 | Published | Journal Article | IST-REx-ID: 17281 |
The fractional free convolution of R-diagonal elements and random polynomials under repeated differentiation
A.J. Campbell, S. O’Rourke, D.T. Renfrew, International Mathematics Research Notices 2024 (2024) 10189–10218.
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A.J. Campbell, S. O’Rourke, D.T. Renfrew, International Mathematics Research Notices 2024 (2024) 10189–10218.
2024 | Published | Journal Article | IST-REx-ID: 17375 |
Precise asymptotics for the spectral radius of a large random matrix
G. Cipolloni, L. Erdös, Y. Xu, Journal of Mathematical Physics 65 (2024).
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G. Cipolloni, L. Erdös, Y. Xu, Journal of Mathematical Physics 65 (2024).
2024 | Published | Journal Article | IST-REx-ID: 18762 |
Multi-point functional central limit theorem for Wigner matrices
J. Reker, Electronic Journal of Probability 29 (2024).
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J. Reker, Electronic Journal of Probability 29 (2024).
2024 | Published | Thesis | IST-REx-ID: 17164 |
Central limit theorems for random matrices: From resolvents to free probability
J. Reker, Central Limit Theorems for Random Matrices: From Resolvents to Free Probability, Institute of Science and Technology Austria, 2024.
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J. Reker, Central Limit Theorems for Random Matrices: From Resolvents to Free Probability, Institute of Science and Technology Austria, 2024.
2024 | Published | Journal Article | IST-REx-ID: 18554 |
Eigenstate Thermalization Hypothesis for Wigner-type matrices
L. Erdös, V. Riabov, Communications in Mathematical Physics 405 (2024).
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L. Erdös, V. Riabov, Communications in Mathematical Physics 405 (2024).
2024 | Draft | Preprint | IST-REx-ID: 19547 |
Cusp universality for correlated random matrices
L. Erdös, S.J. Henheik, V. Riabov, ArXiv (n.d.).
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L. Erdös, S.J. Henheik, V. Riabov, ArXiv (n.d.).
2023 | Published | Journal Article | IST-REx-ID: 11741 |
Quenched universality for deformed Wigner matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields 185 (2023) 1183–1218.
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G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields 185 (2023) 1183–1218.
2023 | Published | Journal Article | IST-REx-ID: 12761 |
Functional central limit theorems for Wigner matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023) 447–489.
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G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023) 447–489.
2023 | Published | Journal Article | IST-REx-ID: 12707 |
Small deviation estimates for the largest eigenvalue of Wigner matrices
L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079.
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L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079.
2023 | Published | Journal Article | IST-REx-ID: 12792 |
On the spectral form factor for random matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 401 (2023) 1665–1700.
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G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 401 (2023) 1665–1700.
2023 | Published | Journal Article | IST-REx-ID: 14775 |
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices
K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
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K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
2023 | Published | Journal Article | IST-REx-ID: 12683 |
Dynamics of a rank-one perturbation of a Hermitian matrix
G. Dubach, L. Erdös, Electronic Communications in Probability 28 (2023) 1–13.
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G. Dubach, L. Erdös, Electronic Communications in Probability 28 (2023) 1–13.
2023 | Published | Journal Article | IST-REx-ID: 10405 |
Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied Mathematics 76 (2023) 946–1034.
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G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied Mathematics 76 (2023) 946–1034.
2023 | Published | Journal Article | IST-REx-ID: 14343 |
Gaussian fluctuations in the equipartition principle for Wigner matrices
G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Forum of Mathematics, Sigma 11 (2023).
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G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Forum of Mathematics, Sigma 11 (2023).
2023 | Published | Journal Article | IST-REx-ID: 14421 |
Creation rate of Dirac particles at a point source
S.J. Henheik, R. Tumulka, Journal of Physics A: Mathematical and Theoretical 56 (2023).
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S.J. Henheik, R. Tumulka, Journal of Physics A: Mathematical and Theoretical 56 (2023).
2023 | Published | Journal Article | IST-REx-ID: 14780 |
Spiked multiplicative random matrices and principal components
X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023) 25–60.
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X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023) 25–60.
2023 | Draft | Preprint | IST-REx-ID: 17173 |
Multi-point functional central limit theorem for Wigner Matrices
J. Reker, ArXiv (n.d.).
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J. Reker, ArXiv (n.d.).
2023 | Published | Journal Article | IST-REx-ID: 14667 |
Functional CLT for non-Hermitian random matrices
L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and Statistics 59 (2023) 2083–2105.
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L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and Statistics 59 (2023) 2083–2105.