Kevin Schnelli
Erdoes Group
14 Publications
2023 | 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. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-aap1826.
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| arXiv
2022 | Journal Article | IST-REx-ID: 11332 |
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics. Springer Nature, 2022. https://doi.org/10.1007/s00220-022-04377-y.
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| arXiv
2021 | Journal Article | IST-REx-ID: 9550 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2021. https://doi.org/10.1017/fms.2021.38.
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| arXiv
2020 | Journal Article | IST-REx-ID: 9104 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique. Springer Nature, 2020. https://doi.org/10.1007/s11854-020-0135-2.
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| arXiv
2019 | Journal Article | IST-REx-ID: 6511 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1284.
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| arXiv
2018 | Journal Article | IST-REx-ID: 690 |
Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields. Springer, 2018. https://doi.org/10.1007/s00440-017-0787-8.
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| arXiv
2017 | Journal Article | IST-REx-ID: 615 |
Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-AIHP765.
[Submitted Version]
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2017 | Journal Article | IST-REx-ID: 1207 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics. Springer, 2017. https://doi.org/10.1007/s00220-016-2805-6.
[Published Version]
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2017 | Journal Article | IST-REx-ID: 733 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028.
[Submitted Version]
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2016 | Journal Article | IST-REx-ID: 1157 |
Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/16-AAP1193.
[Preprint]
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2016 | Journal Article | IST-REx-ID: 1219 |
Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023.
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2016 | Journal Article | IST-REx-ID: 1434 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis. Academic Press, 2016. https://doi.org/10.1016/j.jfa.2016.04.006.
[Preprint]
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2016 | Journal Article | IST-REx-ID: 1881 |
Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer, 2016. https://doi.org/10.1007/s00440-014-0610-8.
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2015 | Journal Article | IST-REx-ID: 1674 |
Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics. World Scientific Publishing, 2015. https://doi.org/10.1142/S0129055X1550018X.
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14 Publications
2023 | 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. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-aap1826.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2022 | Journal Article | IST-REx-ID: 11332 |
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics. Springer Nature, 2022. https://doi.org/10.1007/s00220-022-04377-y.
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2021 | Journal Article | IST-REx-ID: 9550 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2021. https://doi.org/10.1017/fms.2021.38.
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2020 | Journal Article | IST-REx-ID: 9104 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique. Springer Nature, 2020. https://doi.org/10.1007/s11854-020-0135-2.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 6511 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1284.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2018 | Journal Article | IST-REx-ID: 690 |
Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields. Springer, 2018. https://doi.org/10.1007/s00440-017-0787-8.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv
2017 | Journal Article | IST-REx-ID: 615 |
Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-AIHP765.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 | Journal Article | IST-REx-ID: 1207 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics. Springer, 2017. https://doi.org/10.1007/s00220-016-2805-6.
[Published Version]
View
| Files available
| DOI
| WoS
2017 | Journal Article | IST-REx-ID: 733 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
| WoS
2016 | Journal Article | IST-REx-ID: 1157 |
Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/16-AAP1193.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Journal Article | IST-REx-ID: 1219 |
Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Journal Article | IST-REx-ID: 1434 |
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis. Academic Press, 2016. https://doi.org/10.1016/j.jfa.2016.04.006.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Journal Article | IST-REx-ID: 1881 |
Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer, 2016. https://doi.org/10.1007/s00440-014-0610-8.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2015 | Journal Article | IST-REx-ID: 1674 |
Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics. World Scientific Publishing, 2015. https://doi.org/10.1142/S0129055X1550018X.
[Preprint]
View
| DOI
| Download Preprint (ext.)