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László Erdös

Oleksii Kolupaiev

Jaehun Lee

Mohammed Osman

Oskari Ajanki

Johannes Alt

Zhigang Bao

Andrew Campbell

Giorgio Cipolloni

Adrian Dietlein

Guillaume Dubach

Joscha Henheik

Jonathan Husson

Hongchang Ji

Torben Krüger

Dangzheng Liu

Peter Nejjar

Yuriy Nemish

Jana Reker

David Renfrew

Volodymyr Riabov

Christian Sadel

Kevin Schnelli

Dominik Schröder

Daniel Virosztek

Benjamin Wallace

Yuanyuan Xu

Dirk Zeindler



167 Publications

2024 | Published | Journal Article | IST-REx-ID: 14408 | OA
Mesoscopic central limit theorem for non-Hermitian random matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields 188 (2024) 1131–1182.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2024 | Published | Journal Article | IST-REx-ID: 17375 | OA
Precise asymptotics for the spectral radius of a large random matrix
G. Cipolloni, L. Erdös, Y. Xu, Journal of Mathematical Physics 65 (2024).
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2024 | Published | Journal Article | IST-REx-ID: 15025 | OA
Extremal statistics of quadratic forms of GOE/GUE eigenvectors
L. Erdös, B. McKenna, Annals of Applied Probability 34 (2024) 1623–1662.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2024 | Published | Thesis | PhD | IST-REx-ID: 17164 | OA
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.
[Published Version] View | Files available | DOI
 
2024 | Published | Journal Article | IST-REx-ID: 17049 | OA
Optimal lower bound on eigenvector overlaps for non-Hermitian random matrices
G. Cipolloni, L. Erdös, S.J. Henheik, D.J. Schröder, Journal of Functional Analysis 287 (2024).
[Published Version] View | Files available | DOI | WoS
 
2024 | Published | Journal Article | IST-REx-ID: 15378 | OA
Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices
L. Erdös, H.C. Ji, Communications on Pure and Applied Mathematics 77 (2024) 3785–3840.
[Published Version] View | Files available | DOI | WoS | arXiv
 
2024 | Published | Journal Article | IST-REx-ID: 18762 | OA
Multi-point functional central limit theorem for Wigner matrices
J. Reker, Electronic Journal of Probability 29 (2024).
[Published Version] View | Files available | DOI | WoS | arXiv
 
2024 | Published | Journal Article | IST-REx-ID: 17154 | OA
Fluctuation moments for regular functions of Wigner Matrices
J. Reker, Mathematical Physics, Analysis and Geometry 27 (2024).
[Published Version] View | Files available | DOI | WoS | arXiv
 
2024 | Published | Journal Article | IST-REx-ID: 18656 | OA
Out-of-time-ordered correlators for Wigner matrices
G. Cipolloni, L. Erdös, S.J. Henheik, Advances in Theoretical and Mathematical Physics 28 (2024) 2025–2083.
[Preprint] View | Files available | DOI | Download Preprint (ext.) | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 11741 | OA
Quenched universality for deformed Wigner matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields 185 (2023) 1183–1218.
[Published Version] View | Files available | DOI | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 12683 | OA
Dynamics of a rank-one perturbation of a Hermitian matrix
G. Dubach, L. Erdös, Electronic Communications in Probability 28 (2023) 1–13.
[Published Version] View | Files available | DOI | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 12707 | OA
Small deviation estimates for the largest eigenvalue of Wigner matrices
L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 12761 | OA
Functional central limit theorems for Wigner matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023) 447–489.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 12792 | OA
On the spectral form factor for random matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 401 (2023) 1665–1700.
[Published Version] View | Files available | DOI | WoS
 
2023 | Published | Journal Article | IST-REx-ID: 14667 | OA
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.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 14750 | OA
Local laws for multiplication of random matrices
X. Ding, H.C. Ji, The Annals of Applied Probability 33 (2023) 2981–3009.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 14775 | OA
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.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 14780 | OA
Spiked multiplicative random matrices and principal components
X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023) 25–60.
[Published Version] View | Files available | DOI | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 14849 | OA
On the rightmost eigenvalue of non-Hermitian random matrices
G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51 (2023) 2192–2242.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
2023 | Published | Journal Article | IST-REx-ID: 17079 | OA
Characteristic polynomials of random truncations: Moments, duality and asymptotics
A. Serebryakov, N. Simm, G. Dubach, Random Matrices: Theory and Applications 12 (2023).
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 

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