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<titleInfo><title>Decorrelation transition in the Wigner minor process</title></titleInfo>


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<name type="personal">
  <namePart type="given">Zhigang</namePart>
  <namePart type="family">Bao</namePart>
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<name type="personal">
  <namePart type="given">Giorgio</namePart>
  <namePart type="family">Cipolloni</namePart>
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<name type="personal">
  <namePart type="given">László</namePart>
  <namePart type="family">Erdös</namePart>
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  <namePart type="given">Sven Joscha</namePart>
  <namePart type="family">Henheik</namePart>
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  <namePart type="given">Oleksii</namePart>
  <namePart type="family">Kolupaiev</namePart>
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  <namePart>Random matrices beyond Wigner-Dyson-Mehta</namePart>
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<abstract lang="eng">We consider the Wigner minor process, i.e. the eigenvalues of an N\times N Wigner matrix H^{(N)} together with the eigenvalues of all its n\times n minors, H^{(n)}, n\le N. The top eigenvalues of H^{(N)} and those of its immediate minor H^{(N-1)} are very strongly correlated, but this correlation becomes weaker for smaller minors H^{(N-k)} as k increases. For the GUE minor process the critical transition regime around k\sim N^{2/3} was analyzed by Forrester and Nagao (J. Stat. Mech.: Theory and Experiment, 2011) providing an explicit formula for the nontrivial joint correlation function. We prove that this formula is universal, i.e. it holds for the Wigner minor process. Moreover, we give a complete analysis of the sub- and supercritical regimes both for eigenvalues and for the corresponding eigenvector overlaps, thus we prove the decorrelation transition in full generality.</abstract>

<originInfo><publisher>Springer Nature</publisher><dateIssued encoding="w3cdtf">2025</dateIssued>
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<relatedItem type="host"><titleInfo><title>Probability Theory and Related Fields</title></titleInfo>
  <identifier type="issn">0178-8051</identifier>
  <identifier type="eIssn">1432-2064</identifier>
  <identifier type="arXiv">2503.06549</identifier>
  <identifier type="ISI">001574640900001</identifier><identifier type="doi">10.1007/s00440-025-01422-4</identifier>
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<ista>Bao Z, Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2025. Decorrelation transition in the Wigner minor process. Probability Theory and Related Fields.</ista>
<mla>Bao, Zhigang, et al. “Decorrelation Transition in the Wigner Minor Process.” &lt;i&gt;Probability Theory and Related Fields&lt;/i&gt;, Springer Nature, 2025, doi:&lt;a href=&quot;https://doi.org/10.1007/s00440-025-01422-4&quot;&gt;10.1007/s00440-025-01422-4&lt;/a&gt;.</mla>
<short>Z. Bao, G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Probability Theory and Related Fields (2025).</short>
<apa>Bao, Z., Cipolloni, G., Erdös, L., Henheik, S. J., &amp;#38; Kolupaiev, O. (2025). Decorrelation transition in the Wigner minor process. &lt;i&gt;Probability Theory and Related Fields&lt;/i&gt;. Springer Nature. &lt;a href=&quot;https://doi.org/10.1007/s00440-025-01422-4&quot;&gt;https://doi.org/10.1007/s00440-025-01422-4&lt;/a&gt;</apa>
<ieee>Z. Bao, G. Cipolloni, L. Erdös, S. J. Henheik, and O. Kolupaiev, “Decorrelation transition in the Wigner minor process,” &lt;i&gt;Probability Theory and Related Fields&lt;/i&gt;. Springer Nature, 2025.</ieee>
<ama>Bao Z, Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. Decorrelation transition in the Wigner minor process. &lt;i&gt;Probability Theory and Related Fields&lt;/i&gt;. 2025. doi:&lt;a href=&quot;https://doi.org/10.1007/s00440-025-01422-4&quot;&gt;10.1007/s00440-025-01422-4&lt;/a&gt;</ama>
<chicago>Bao, Zhigang, Giorgio Cipolloni, László Erdös, Sven Joscha Henheik, and Oleksii Kolupaiev. “Decorrelation Transition in the Wigner Minor Process.” &lt;i&gt;Probability Theory and Related Fields&lt;/i&gt;. Springer Nature, 2025. &lt;a href=&quot;https://doi.org/10.1007/s00440-025-01422-4&quot;&gt;https://doi.org/10.1007/s00440-025-01422-4&lt;/a&gt;.</chicago>
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