@article{9036, abstract = {In this short note, we prove that the square root of the quantum Jensen-Shannon divergence is a true metric on the cone of positive matrices, and hence in particular on the quantum state space.}, author = {Virosztek, Daniel}, issn = {0001-8708}, journal = {Advances in Mathematics}, keywords = {General Mathematics}, number = {3}, publisher = {Elsevier}, title = {{The metric property of the quantum Jensen-Shannon divergence}}, doi = {10.1016/j.aim.2021.107595}, volume = {380}, year = {2021}, } @article{9412, abstract = {We extend our recent result [22] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices X with independent, identically distributed complex entries to the real symmetry class. We find that the expectation and variance substantially differ from their complex counterparts, reflecting (i) the special spectral symmetry of real matrices onto the real axis; and (ii) the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes the previously known special cases where either the test function is analytic [49] or the first four moments of the matrix elements match the real Gaussian [59, 44]. The key element of the proof is the analysis of several weakly dependent Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared with [22] is that the correlation structure of the stochastic differentials in each individual DBM is non-trivial, potentially even jeopardising its well-posedness.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {10836489}, journal = {Electronic Journal of Probability}, publisher = {Institute of Mathematical Statistics}, title = {{Fluctuation around the circular law for random matrices with real entries}}, doi = {10.1214/21-EJP591}, volume = {26}, year = {2021}, } @article{9550, abstract = {We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the equipartition principle for quantum systems whose components are modelled by Wigner matrices. }, author = {Bao, Zhigang and Erdös, László and Schnelli, Kevin}, issn = {20505094}, journal = {Forum of Mathematics, Sigma}, publisher = {Cambridge University Press}, title = {{Equipartition principle for Wigner matrices}}, doi = {10.1017/fms.2021.38}, volume = {9}, year = {2021}, } @article{9912, abstract = {In the customary random matrix model for transport in quantum dots with M internal degrees of freedom coupled to a chaotic environment via 𝑁≪𝑀 channels, the density 𝜌 of transmission eigenvalues is computed from a specific invariant ensemble for which explicit formula for the joint probability density of all eigenvalues is available. We revisit this problem in the large N regime allowing for (i) arbitrary ratio 𝜙:=𝑁/𝑀≤1; and (ii) general distributions for the matrix elements of the Hamiltonian of the quantum dot. In the limit 𝜙→0, we recover the formula for the density 𝜌 that Beenakker (Rev Mod Phys 69:731–808, 1997) has derived for a special matrix ensemble. We also prove that the inverse square root singularity of the density at zero and full transmission in Beenakker’s formula persists for any 𝜙<1 but in the borderline case 𝜙=1 an anomalous 𝜆−2/3 singularity arises at zero. To access this level of generality, we develop the theory of global and local laws on the spectral density of a large class of noncommutative rational expressions in large random matrices with i.i.d. entries.}, author = {Erdös, László and Krüger, Torben H and Nemish, Yuriy}, issn = {1424-0661}, journal = {Annales Henri Poincaré }, pages = {4205–4269}, publisher = {Springer Nature}, title = {{Scattering in quantum dots via noncommutative rational functions}}, doi = {10.1007/s00023-021-01085-6}, volume = {22}, year = {2021}, } @article{10221, abstract = {We prove that any deterministic matrix is approximately the identity in the eigenbasis of a large random Wigner matrix with very high probability and with an optimal error inversely proportional to the square root of the dimension. Our theorem thus rigorously verifies the Eigenstate Thermalisation Hypothesis by Deutsch (Phys Rev A 43:2046–2049, 1991) for the simplest chaotic quantum system, the Wigner ensemble. In mathematical terms, we prove the strong form of Quantum Unique Ergodicity (QUE) with an optimal convergence rate for all eigenvectors simultaneously, generalizing previous probabilistic QUE results in Bourgade and Yau (Commun Math Phys 350:231–278, 2017) and Bourgade et al. (Commun Pure Appl Math 73:1526–1596, 2020).}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, number = {2}, pages = {1005–1048}, publisher = {Springer Nature}, title = {{Eigenstate thermalization hypothesis for Wigner matrices}}, doi = {10.1007/s00220-021-04239-z}, volume = {388}, year = {2021}, } @phdthesis{9022, abstract = {In the first part of the thesis we consider Hermitian random matrices. Firstly, we consider sample covariance matrices XX∗ with X having independent identically distributed (i.i.d.) centred entries. We prove a Central Limit Theorem for differences of linear statistics of XX∗ and its minor after removing the first column of X. Secondly, we consider Wigner-type matrices and prove that the eigenvalue statistics near cusp singularities of the limiting density of states are universal and that they form a Pearcey process. Since the limiting eigenvalue distribution admits only square root (edge) and cubic root (cusp) singularities, this concludes the third and last remaining case of the Wigner-Dyson-Mehta universality conjecture. The main technical ingredients are an optimal local law at the cusp, and the proof of the fast relaxation to equilibrium of the Dyson Brownian motion in the cusp regime. In the second part we consider non-Hermitian matrices X with centred i.i.d. entries. We normalise the entries of X to have variance N −1. It is well known that the empirical eigenvalue density converges to the uniform distribution on the unit disk (circular law). In the first project, we prove universality of the local eigenvalue statistics close to the edge of the spectrum. This is the non-Hermitian analogue of the TracyWidom universality at the Hermitian edge. Technically we analyse the evolution of the spectral distribution of X along the Ornstein-Uhlenbeck flow for very long time (up to t = +∞). In the second project, we consider linear statistics of eigenvalues for macroscopic test functions f in the Sobolev space H2+ϵ and prove their convergence to the projection of the Gaussian Free Field on the unit disk. We prove this result for non-Hermitian matrices with real or complex entries. The main technical ingredients are: (i) local law for products of two resolvents at different spectral parameters, (ii) analysis of correlated Dyson Brownian motions. In the third and final part we discuss the mathematically rigorous application of supersymmetric techniques (SUSY ) to give a lower tail estimate of the lowest singular value of X − z, with z ∈ C. More precisely, we use superbosonisation formula to give an integral representation of the resolvent of (X − z)(X − z)∗ which reduces to two and three contour integrals in the complex and real case, respectively. The rigorous analysis of these integrals is quite challenging since simple saddle point analysis cannot be applied (the main contribution comes from a non-trivial manifold). Our result improves classical smoothing inequalities in the regime |z| ≈ 1; this result is essential to prove edge universality for i.i.d. non-Hermitian matrices.}, author = {Cipolloni, Giorgio}, issn = {2663-337X}, pages = {380}, publisher = {Institute of Science and Technology Austria}, title = {{Fluctuations in the spectrum of random matrices}}, doi = {10.15479/AT:ISTA:9022}, year = {2021}, } @article{15013, abstract = {We consider random n×n matrices X with independent and centered entries and a general variance profile. We show that the spectral radius of X converges with very high probability to the square root of the spectral radius of the variance matrix of X when n tends to infinity. We also establish the optimal rate of convergence, that is a new result even for general i.i.d. matrices beyond the explicitly solvable Gaussian cases. The main ingredient is the proof of the local inhomogeneous circular law [arXiv:1612.07776] at the spectral edge.}, author = {Alt, Johannes and Erdös, László and Krüger, Torben H}, issn = {2690-1005}, journal = {Probability and Mathematical Physics}, number = {2}, pages = {221--280}, publisher = {Mathematical Sciences Publishers}, title = {{Spectral radius of random matrices with independent entries}}, doi = {10.2140/pmp.2021.2.221}, volume = {2}, year = {2021}, } @article{8601, abstract = {We consider large non-Hermitian real or complex random matrices X with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of the Ginibre ensemble, i.e. when the matrix elements of X are Gaussian. This result is the non-Hermitian counterpart of the universality of the Tracy–Widom distribution at the spectral edges of the Wigner ensemble.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {14322064}, journal = {Probability Theory and Related Fields}, publisher = {Springer Nature}, title = {{Edge universality for non-Hermitian random matrices}}, doi = {10.1007/s00440-020-01003-7}, year = {2021}, } @article{7389, abstract = {Recently Kloeckner described the structure of the isometry group of the quadratic Wasserstein space W_2(R^n). It turned out that the case of the real line is exceptional in the sense that there exists an exotic isometry flow. Following this line of investigation, we compute Isom(W_p(R)), the isometry group of the Wasserstein space W_p(R) for all p \in [1,\infty) \setminus {2}. We show that W_2(R) is also exceptional regarding the parameter p: W_p(R) is isometrically rigid if and only if p is not equal to 2. Regarding the underlying space, we prove that the exceptionality of p = 2 disappears if we replace R by the compact interval [0,1]. Surprisingly, in that case, W_p([0,1]) is isometrically rigid if and only if p is not equal to 1. Moreover, W_1([0,1]) admits isometries that split mass, and Isom(W_1([0,1])) cannot be embedded into Isom(W_1(R)).}, author = {Geher, Gyorgy Pal and Titkos, Tamas and Virosztek, Daniel}, issn = {10886850}, journal = {Transactions of the American Mathematical Society}, keywords = {Wasserstein space, isometric embeddings, isometric rigidity, exotic isometry flow}, number = {8}, pages = {5855--5883}, publisher = {American Mathematical Society}, title = {{Isometric study of Wasserstein spaces - the real line}}, doi = {10.1090/tran/8113}, volume = {373}, year = {2020}, } @article{7512, abstract = {We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the eigenvalue density on scales just above the eigenvalue spacing follows the global density of states which is determined by free probability theory. We prove that these conditions hold for general homogeneous polynomials of degree two and for symmetrized products of independent matrices with i.i.d. entries, thus establishing the optimal bulk local law for these classes of ensembles. In particular, we generalize a similar result of Anderson for anticommutator. For more general polynomials our conditions are effectively checkable numerically.}, author = {Erdös, László and Krüger, Torben H and Nemish, Yuriy}, issn = {10960783}, journal = {Journal of Functional Analysis}, number = {12}, publisher = {Elsevier}, title = {{Local laws for polynomials of Wigner matrices}}, doi = {10.1016/j.jfa.2020.108507}, volume = {278}, year = {2020}, } @article{7618, abstract = {This short note aims to study quantum Hellinger distances investigated recently by Bhatia et al. (Lett Math Phys 109:1777–1804, 2019) with a particular emphasis on barycenters. We introduce the family of generalized quantum Hellinger divergences that are of the form ϕ(A,B)=Tr((1−c)A+cB−AσB), where σ is an arbitrary Kubo–Ando mean, and c∈(0,1) is the weight of σ. We note that these divergences belong to the family of maximal quantum f-divergences, and hence are jointly convex, and satisfy the data processing inequality. We derive a characterization of the barycenter of finitely many positive definite operators for these generalized quantum Hellinger divergences. We note that the characterization of the barycenter as the weighted multivariate 1/2-power mean, that was claimed in Bhatia et al. (2019), is true in the case of commuting operators, but it is not correct in the general case. }, author = {Pitrik, Jozsef and Virosztek, Daniel}, issn = {1573-0530}, journal = {Letters in Mathematical Physics}, number = {8}, pages = {2039--2052}, publisher = {Springer Nature}, title = {{Quantum Hellinger distances revisited}}, doi = {10.1007/s11005-020-01282-0}, volume = {110}, year = {2020}, } @article{9104, abstract = {We consider the free additive convolution of two probability measures μ and ν on the real line and show that μ ⊞ v is supported on a single interval if μ and ν each has single interval support. Moreover, the density of μ ⊞ ν is proven to vanish as a square root near the edges of its support if both μ and ν have power law behavior with exponents between −1 and 1 near their edges. In particular, these results show the ubiquity of the conditions in our recent work on optimal local law at the spectral edges for addition of random matrices [5].}, author = {Bao, Zhigang and Erdös, László and Schnelli, Kevin}, issn = {15658538}, journal = {Journal d'Analyse Mathematique}, pages = {323--348}, publisher = {Springer Nature}, title = {{On the support of the free additive convolution}}, doi = {10.1007/s11854-020-0135-2}, volume = {142}, year = {2020}, } @article{10862, abstract = {We consider the sum of two large Hermitian matrices A and B with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is asymptotically given by the free additive convolution of the laws of A and B as the dimension of the matrix increases. This implies optimal rigidity of the eigenvalues and optimal rate of convergence in Voiculescu's theorem. Our previous works [4], [5] established these results in the bulk spectrum, the current paper completely settles the problem at the spectral edges provided they have the typical square-root behavior. The key element of our proof is to compensate the deterioration of the stability of the subordination equations by sharp error estimates that properly account for the local density near the edge. Our results also hold if the Haar unitary matrix is replaced by the Haar orthogonal matrix.}, author = {Bao, Zhigang and Erdös, László and Schnelli, Kevin}, issn = {0022-1236}, journal = {Journal of Functional Analysis}, keywords = {Analysis}, number = {7}, publisher = {Elsevier}, title = {{Spectral rigidity for addition of random matrices at the regular edge}}, doi = {10.1016/j.jfa.2020.108639}, volume = {279}, year = {2020}, } @article{6488, abstract = {We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix W˜ and its minor W. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of W˜ and W. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices, the fluctuation may entirely vanish.}, author = {Cipolloni, Giorgio and Erdös, László}, issn = {20103271}, journal = {Random Matrices: Theory and Application}, number = {3}, publisher = {World Scientific Publishing}, title = {{Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices}}, doi = {10.1142/S2010326320500069}, volume = {9}, year = {2020}, } @article{6185, abstract = {For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are universal and form a Pearcey process. Since the density of states typically exhibits only square root or cubic root cusp singularities, our work complements previous results on the bulk and edge universality and it thus completes the resolution of the Wigner–Dyson–Mehta universality conjecture for the last remaining universality type in the complex Hermitian class. Our analysis holds not only for exact cusps, but approximate cusps as well, where an extended Pearcey process emerges. As a main technical ingredient we prove an optimal local law at the cusp for both symmetry classes. This result is also the key input in the companion paper (Cipolloni et al. in Pure Appl Anal, 2018. arXiv:1811.04055) where the cusp universality for real symmetric Wigner-type matrices is proven. The novel cusp fluctuation mechanism is also essential for the recent results on the spectral radius of non-Hermitian random matrices (Alt et al. in Spectral radius of random matrices with independent entries, 2019. arXiv:1907.13631), and the non-Hermitian edge universality (Cipolloni et al. in Edge universality for non-Hermitian random matrices, 2019. arXiv:1908.00969).}, author = {Erdös, László and Krüger, Torben H and Schröder, Dominik J}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, pages = {1203--1278}, publisher = {Springer Nature}, title = {{Cusp universality for random matrices I: Local law and the complex Hermitian case}}, doi = {10.1007/s00220-019-03657-4}, volume = {378}, year = {2020}, } @article{14694, abstract = {We study the unique solution m of the Dyson equation \( -m(z)^{-1} = z\1 - a + S[m(z)] \) on a von Neumann algebra A with the constraint Imm≥0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of A and S is a positivity-preserving linear operator on A. We show that m is the Stieltjes transform of a compactly supported A-valued measure on R. Under suitable assumptions, we establish that this measure has a uniformly 1/3-Hölder continuous density with respect to the Lebesgue measure, which is supported on finitely many intervals, called bands. In fact, the density is analytic inside the bands with a square-root growth at the edges and internal cubic root cusps whenever the gap between two bands vanishes. The shape of these singularities is universal and no other singularity may occur. We give a precise asymptotic description of m near the singular points. These asymptotics generalize the analysis at the regular edges given in the companion paper on the Tracy-Widom universality for the edge eigenvalue statistics for correlated random matrices [the first author et al., Ann. Probab. 48, No. 2, 963--1001 (2020; Zbl 1434.60017)] and they play a key role in the proof of the Pearcey universality at the cusp for Wigner-type matrices [G. Cipolloni et al., Pure Appl. Anal. 1, No. 4, 615--707 (2019; Zbl 07142203); the second author et al., Commun. Math. Phys. 378, No. 2, 1203--1278 (2020; Zbl 07236118)]. We also extend the finite dimensional band mass formula from [the first author et al., loc. cit.] to the von Neumann algebra setting by showing that the spectral mass of the bands is topologically rigid under deformations and we conclude that these masses are quantized in some important cases.}, author = {Alt, Johannes and Erdös, László and Krüger, Torben H}, issn = {1431-0643}, journal = {Documenta Mathematica}, keywords = {General Mathematics}, pages = {1421--1539}, publisher = {EMS Press}, title = {{The Dyson equation with linear self-energy: Spectral bands, edges and cusps}}, doi = {10.4171/dm/780}, volume = {25}, year = {2020}, } @article{6184, abstract = {We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.}, author = {Alt, Johannes and Erdös, László and Krüger, Torben H and Schröder, Dominik J}, issn = {0091-1798}, journal = {Annals of Probability}, number = {2}, pages = {963--1001}, publisher = {Institute of Mathematical Statistics}, title = {{Correlated random matrices: Band rigidity and edge universality}}, doi = {10.1214/19-AOP1379}, volume = {48}, year = {2020}, } @article{15063, abstract = {We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal lower tail estimate on this singular value in the critical regime where z is around the spectral edge, thus improving the classical bound of Sankar, Spielman and Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395).}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {2690-1005}, journal = {Probability and Mathematical Physics}, keywords = {General Medicine}, number = {1}, pages = {101--146}, publisher = {Mathematical Sciences Publishers}, title = {{Optimal lower bound on the least singular value of the shifted Ginibre ensemble}}, doi = {10.2140/pmp.2020.1.101}, volume = {1}, year = {2020}, } @article{15079, abstract = {Large complex systems tend to develop universal patterns that often represent their essential characteristics. For example, the cumulative effects of independent or weakly dependent random variables often yield the Gaussian universality class via the central limit theorem. For non-commutative random variables, e.g. matrices, the Gaussian behavior is often replaced by another universality class, commonly called random matrix statistics. Nearby eigenvalues are strongly correlated, and, remarkably, their correlation structure is universal, depending only on the symmetry type of the matrix. Even more surprisingly, this feature is not restricted to matrices; in fact Eugene Wigner, the pioneer of the field, discovered in the 1950s that distributions of the gaps between energy levels of complicated quantum systems universally follow the same random matrix statistics. This claim has never been rigorously proved for any realistic physical system but experimental data and extensive numerics leave no doubt as to its correctness. Since then random matrices have proved to be extremely useful phenomenological models in a wide range of applications beyond quantum physics that include number theory, statistics, neuroscience, population dynamics, wireless communication and mathematical finance. The ubiquity of random matrices in natural sciences is still a mystery, but recent years have witnessed a breakthrough in the mathematical description of the statistical structure of their spectrum. Random matrices and closely related areas such as log-gases have become an extremely active research area in probability theory. This workshop brought together outstanding researchers from a variety of mathematical backgrounds whose areas of research are linked to random matrices. While there are strong links between their motivations, the techniques used by these researchers span a large swath of mathematics, ranging from purely algebraic techniques to stochastic analysis, classical probability theory, operator algebra, supersymmetry, orthogonal polynomials, etc.}, author = {Erdös, László and Götze, Friedrich and Guionnet, Alice}, issn = {1660-8933}, journal = {Oberwolfach Reports}, number = {4}, pages = {3459--3527}, publisher = {European Mathematical Society}, title = {{Random matrices}}, doi = {10.4171/owr/2019/56}, volume = {16}, year = {2020}, } @inproceedings{7035, abstract = {The aim of this short note is to expound one particular issue that was discussed during the talk [10] given at the symposium ”Researches on isometries as preserver problems and related topics” at Kyoto RIMS. That is, the role of Dirac masses by describing the isometry group of various metric spaces of probability measures. This article is of survey character, and it does not contain any essentially new results.From an isometric point of view, in some cases, metric spaces of measures are similar to C(K)-type function spaces. Similarity means here that their isometries are driven by some nice transformations of the underlying space. Of course, it depends on the particular choice of the metric how nice these transformations should be. Sometimes, as we will see, being a homeomorphism is enough to generate an isometry. But sometimes we need more: the transformation must preserve the underlying distance as well. Statements claiming that isometries in questions are necessarily induced by homeomorphisms are called Banach-Stone-type results, while results asserting that the underlying transformation is necessarily an isometry are termed as isometric rigidity results.As Dirac masses can be considered as building bricks of the set of all Borel measures, a natural question arises:Is it enough to understand how an isometry acts on the set of Dirac masses? Does this action extend uniquely to all measures?In what follows, we will thoroughly investigate this question.}, author = {Geher, Gyorgy Pal and Titkos, Tamas and Virosztek, Daniel}, booktitle = {Kyoto RIMS Kôkyûroku}, location = {Kyoto, Japan}, pages = {34--41}, publisher = {Research Institute for Mathematical Sciences, Kyoto University}, title = {{Dirac masses and isometric rigidity}}, volume = {2125}, year = {2019}, }