Kevin Schnelli

Erdoes Group

14 Publications

Mark all

[14]
2023 | 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
 
[13]
2022 | Journal Article | IST-REx-ID: 11332 | OA
Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices
K. Schnelli, Y. Xu, Communications in Mathematical Physics 393 (2022) 839–907.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[12]
2021 | Journal Article | IST-REx-ID: 9550 | OA
Equipartition principle for Wigner matrices
Z. Bao, L. Erdös, K. Schnelli, Forum of Mathematics, Sigma 9 (2021).
[Published Version] View | Files available | DOI | WoS | arXiv
 
[11]
2020 | Journal Article | IST-REx-ID: 9104 | OA
On the support of the free additive convolution
Z. Bao, L. Erdös, K. Schnelli, Journal d’Analyse Mathematique 142 (2020) 323–348.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[10]
2019 | Journal Article | IST-REx-ID: 6511 | OA
Local single ring theorem on optimal scale
Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[9]
2018 | Journal Article | IST-REx-ID: 690 | OA
Local law and Tracy–Widom limit for sparse random matrices
J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018).
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 
[8]
2017 | Journal Article | IST-REx-ID: 615 | OA
Universality for random matrix flows with time dependent density
L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[7]
2017 | Journal Article | IST-REx-ID: 1207 | OA
Local law of addition of random matrices on optimal scale
Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990.
[Published Version] View | Files available | DOI | WoS
 
[6]
2017 | Journal Article | IST-REx-ID: 733 | OA
Convergence rate for spectral distribution of addition of random matrices
Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291.
[Submitted Version] View | DOI | Download Submitted Version (ext.) | WoS
 
[5]
2016 | Journal Article | IST-REx-ID: 1157 | OA
Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population
J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839.
[Preprint] View | DOI | Download Preprint (ext.)
 
[4]
2016 | Journal Article | IST-REx-ID: 1219 | OA
Bulk universality for deformed wigner matrices
J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425.
[Preprint] View | DOI | Download Preprint (ext.)
 
[3]
2016 | Journal Article | IST-REx-ID: 1434 | OA
Local stability of the free additive convolution
Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016) 672–719.
[Preprint] View | DOI | Download Preprint (ext.)
 
[2]
2016 | Journal Article | IST-REx-ID: 1881 | OA
Extremal eigenvalues and eigenvectors of deformed Wigner matrices
J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241.
[Preprint] View | DOI | Download Preprint (ext.)
 
[1]
2015 | Journal Article | IST-REx-ID: 1674 | OA
Edge universality for deformed Wigner matrices
J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015).
[Preprint] View | DOI | Download Preprint (ext.)
 
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14 Publications

Mark all

[14]
2023 | 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
 
[13]
2022 | Journal Article | IST-REx-ID: 11332 | OA
Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices
K. Schnelli, Y. Xu, Communications in Mathematical Physics 393 (2022) 839–907.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[12]
2021 | Journal Article | IST-REx-ID: 9550 | OA
Equipartition principle for Wigner matrices
Z. Bao, L. Erdös, K. Schnelli, Forum of Mathematics, Sigma 9 (2021).
[Published Version] View | Files available | DOI | WoS | arXiv
 
[11]
2020 | Journal Article | IST-REx-ID: 9104 | OA
On the support of the free additive convolution
Z. Bao, L. Erdös, K. Schnelli, Journal d’Analyse Mathematique 142 (2020) 323–348.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[10]
2019 | Journal Article | IST-REx-ID: 6511 | OA
Local single ring theorem on optimal scale
Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[9]
2018 | Journal Article | IST-REx-ID: 690 | OA
Local law and Tracy–Widom limit for sparse random matrices
J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018).
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 
[8]
2017 | Journal Article | IST-REx-ID: 615 | OA
Universality for random matrix flows with time dependent density
L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[7]
2017 | Journal Article | IST-REx-ID: 1207 | OA
Local law of addition of random matrices on optimal scale
Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990.
[Published Version] View | Files available | DOI | WoS
 
[6]
2017 | Journal Article | IST-REx-ID: 733 | OA
Convergence rate for spectral distribution of addition of random matrices
Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291.
[Submitted Version] View | DOI | Download Submitted Version (ext.) | WoS
 
[5]
2016 | Journal Article | IST-REx-ID: 1157 | OA
Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population
J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839.
[Preprint] View | DOI | Download Preprint (ext.)
 
[4]
2016 | Journal Article | IST-REx-ID: 1219 | OA
Bulk universality for deformed wigner matrices
J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425.
[Preprint] View | DOI | Download Preprint (ext.)
 
[3]
2016 | Journal Article | IST-REx-ID: 1434 | OA
Local stability of the free additive convolution
Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016) 672–719.
[Preprint] View | DOI | Download Preprint (ext.)
 
[2]
2016 | Journal Article | IST-REx-ID: 1881 | OA
Extremal eigenvalues and eigenvectors of deformed Wigner matrices
J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241.
[Preprint] View | DOI | Download Preprint (ext.)
 
[1]
2015 | Journal Article | IST-REx-ID: 1674 | OA
Edge universality for deformed Wigner matrices
J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015).
[Preprint] View | DOI | Download Preprint (ext.)
 
Marked Publication(s)

Search

Filter Publications

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    Citation Style: Default

    Export / Embed