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. 33(1), 677–725.
[Preprint]
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| DOI
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| 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. 393, 839–907.
[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. 9, e44.
[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. 142, 323–348.
[Preprint]
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| 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. 47(3), 1270–1334.
[Preprint]
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| 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. 171(1–2), 543–616.
[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. 53(4), 1606–1656.
[Submitted Version]
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| 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. 349(3), 947–990.
[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. 319, 251–291.
[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. 271(3), 672–719.
[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. 26(6), 3786–3839.
[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. 44(3), 2349–2425.
[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. 164(1–2), 165–241.
[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. 27(8), 1550018.
[Preprint]
View
| DOI
| Download Preprint (ext.)
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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. 33(1), 677–725.
[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. 393, 839–907.
[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. 9, e44.
[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. 142, 323–348.
[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. 47(3), 1270–1334.
[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. 171(1–2), 543–616.
[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. 53(4), 1606–1656.
[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. 349(3), 947–990.
[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. 319, 251–291.
[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. 271(3), 672–719.
[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. 26(6), 3786–3839.
[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. 44(3), 2349–2425.
[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. 164(1–2), 165–241.
[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. 27(8), 1550018.
[Preprint]
View
| DOI
| Download Preprint (ext.)