Kevin Schnelli
Erdoes Group
14 Publications
2023 | Published | Journal Article | IST-REx-ID: 14775 |

Schnelli, K., & Xu, Y. (2023). Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices. The Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/22-aap1826
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2022 | Published | Journal Article | IST-REx-ID: 11332 |

Schnelli, K., & Xu, Y. (2022). Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-022-04377-y
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2021 | Published | Journal Article | IST-REx-ID: 9550 |

Bao, Z., Erdös, L., & Schnelli, K. (2021). Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2021.38
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2020 | Published | Journal Article | IST-REx-ID: 9104 |

Bao, Z., Erdös, L., & Schnelli, K. (2020). On the support of the free additive convolution. Journal d’Analyse Mathematique. Springer Nature. https://doi.org/10.1007/s11854-020-0135-2
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Published | Journal Article | IST-REx-ID: 6511 |

Bao, Z., Erdös, L., & Schnelli, K. (2019). Local single ring theorem on optimal scale. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1284
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2018 | Published | Journal Article | IST-REx-ID: 690 |

Lee, J., & Schnelli, K. (2018). Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-017-0787-8
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv
2017 | Published | Journal Article | IST-REx-ID: 615 |

Erdös, L., & Schnelli, K. (2017). Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AIHP765
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 | Published | Journal Article | IST-REx-ID: 1207 |

Bao, Z., Erdös, L., & Schnelli, K. (2017). Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2805-6
[Published Version]
View
| Files available
| DOI
| WoS
2017 | Published | Journal Article | IST-REx-ID: 733 |

Bao, Z., Erdös, L., & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. Academic Press. https://doi.org/10.1016/j.aim.2017.08.028
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
| WoS
2016 | Published | Journal Article | IST-REx-ID: 1434 |

Bao, Z., Erdös, L., & Schnelli, K. (2016). Local stability of the free additive convolution. Journal of Functional Analysis. Academic Press. https://doi.org/10.1016/j.jfa.2016.04.006
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Published | Journal Article | IST-REx-ID: 1157 |

Lee, J., & Schnelli, K. (2016). Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AAP1193
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Published | Journal Article | IST-REx-ID: 1219 |

Lee, J., Schnelli, K., Stetler, B., & Yau, H. (2016). Bulk universality for deformed wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/15-AOP1023
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Published | Journal Article | IST-REx-ID: 1881 |

Lee, J., & Schnelli, K. (2016). Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-014-0610-8
[Preprint]
View
| DOI
| Download Preprint (ext.)
2015 | Published | Journal Article | IST-REx-ID: 1674 |

Lee, J., & Schnelli, K. (2015). Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. World Scientific Publishing. https://doi.org/10.1142/S0129055X1550018X
[Preprint]
View
| DOI
| Download Preprint (ext.)
Grants
14 Publications
2023 | Published | Journal Article | IST-REx-ID: 14775 |

Schnelli, K., & Xu, Y. (2023). Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices. The Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/22-aap1826
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2022 | Published | Journal Article | IST-REx-ID: 11332 |

Schnelli, K., & Xu, Y. (2022). Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-022-04377-y
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2021 | Published | Journal Article | IST-REx-ID: 9550 |

Bao, Z., Erdös, L., & Schnelli, K. (2021). Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2021.38
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2020 | Published | Journal Article | IST-REx-ID: 9104 |

Bao, Z., Erdös, L., & Schnelli, K. (2020). On the support of the free additive convolution. Journal d’Analyse Mathematique. Springer Nature. https://doi.org/10.1007/s11854-020-0135-2
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Published | Journal Article | IST-REx-ID: 6511 |

Bao, Z., Erdös, L., & Schnelli, K. (2019). Local single ring theorem on optimal scale. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1284
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2018 | Published | Journal Article | IST-REx-ID: 690 |

Lee, J., & Schnelli, K. (2018). Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-017-0787-8
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv
2017 | Published | Journal Article | IST-REx-ID: 615 |

Erdös, L., & Schnelli, K. (2017). Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AIHP765
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 | Published | Journal Article | IST-REx-ID: 1207 |

Bao, Z., Erdös, L., & Schnelli, K. (2017). Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2805-6
[Published Version]
View
| Files available
| DOI
| WoS
2017 | Published | Journal Article | IST-REx-ID: 733 |

Bao, Z., Erdös, L., & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. Academic Press. https://doi.org/10.1016/j.aim.2017.08.028
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
| WoS
2016 | Published | Journal Article | IST-REx-ID: 1434 |

Bao, Z., Erdös, L., & Schnelli, K. (2016). Local stability of the free additive convolution. Journal of Functional Analysis. Academic Press. https://doi.org/10.1016/j.jfa.2016.04.006
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Published | Journal Article | IST-REx-ID: 1157 |

Lee, J., & Schnelli, K. (2016). Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AAP1193
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Published | Journal Article | IST-REx-ID: 1219 |

Lee, J., Schnelli, K., Stetler, B., & Yau, H. (2016). Bulk universality for deformed wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/15-AOP1023
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Published | Journal Article | IST-REx-ID: 1881 |

Lee, J., & Schnelli, K. (2016). Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-014-0610-8
[Preprint]
View
| DOI
| Download Preprint (ext.)
2015 | Published | Journal Article | IST-REx-ID: 1674 |

Lee, J., & Schnelli, K. (2015). Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. World Scientific Publishing. https://doi.org/10.1142/S0129055X1550018X
[Preprint]
View
| DOI
| Download Preprint (ext.)