TY - JOUR
AB - It is well known that special Kubo-Ando operator means admit divergence center interpretations, moreover, they are also mean squared error estimators for certain metrics on positive definite operators. In this paper we give a divergence center interpretation for every symmetric Kubo-Ando mean. This characterization of the symmetric means naturally leads to a definition of weighted and multivariate versions of a large class of symmetric Kubo-Ando means. We study elementary properties of these weighted multivariate means, and note in particular that in the special case of the geometric mean we recover the weighted A#H-mean introduced by Kim, Lawson, and Lim.
AU - Pitrik, József
AU - Virosztek, Daniel
ID - 8373
JF - Linear Algebra and its Applications
KW - Kubo-Ando mean
KW - weighted multivariate mean
KW - barycenter
SN - 0024-3795
TI - A divergence center interpretation of general symmetric Kubo-Ando means, and related weighted multivariate operator means
VL - 609
ER -
TY - THES
AB - 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.
AU - Cipolloni, Giorgio
ID - 9022
TI - Fluctuations in the spectrum of random matrices
ER -
TY - JOUR
AB - 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.
AU - Virosztek, Daniel
ID - 9036
IS - 3
JF - Advances in Mathematics
KW - General Mathematics
SN - 0001-8708
TI - The metric property of the quantum Jensen-Shannon divergence
VL - 380
ER -
TY - JOUR
AB - 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.
AU - Cipolloni, Giorgio
AU - Erdös, László
AU - Schröder, Dominik J
ID - 8601
JF - Probability Theory and Related Fields
SN - 01788051
TI - Edge universality for non-Hermitian random matrices
ER -
TY - JOUR
AB - 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)).
AU - Geher, Gyorgy Pal
AU - Titkos, Tamas
AU - Virosztek, Daniel
ID - 7389
IS - 8
JF - Transactions of the American Mathematical Society
KW - Wasserstein space
KW - isometric embeddings
KW - isometric rigidity
KW - exotic isometry flow
SN - 00029947
TI - Isometric study of Wasserstein spaces - the real line
VL - 373
ER -
TY - JOUR
AB - 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.
AU - Erdös, László
AU - Krüger, Torben H
AU - Nemish, Yuriy
ID - 7512
IS - 12
JF - Journal of Functional Analysis
SN - 00221236
TI - Local laws for polynomials of Wigner matrices
VL - 278
ER -
TY - JOUR
AB - 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.
AU - Pitrik, Jozsef
AU - Virosztek, Daniel
ID - 7618
IS - 8
JF - Letters in Mathematical Physics
SN - 0377-9017
TI - Quantum Hellinger distances revisited
VL - 110
ER -
TY - JOUR
AB - 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.
AU - Alt, Johannes
AU - Erdös, László
AU - Krüger, Torben H
AU - Schröder, Dominik J
ID - 6184
IS - 2
JF - Annals of Probability
TI - Correlated random matrices: Band rigidity and edge universality
VL - 48
ER -
TY - JOUR
AB - 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).
AU - Erdös, László
AU - Krüger, Torben H
AU - Schröder, Dominik J
ID - 6185
JF - Communications in Mathematical Physics
SN - 0010-3616
TI - Cusp universality for random matrices I: Local law and the complex Hermitian case
VL - 378
ER -
TY - JOUR
AB - 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.
AU - Cipolloni, Giorgio
AU - Erdös, László
ID - 6488
IS - 3
JF - Random Matrices: Theory and Application
SN - 20103263
TI - Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
VL - 9
ER -
TY - JOUR
AB - 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].
AU - Bao, Zhigang
AU - Erdös, László
AU - Schnelli, Kevin
ID - 9104
JF - Journal d'Analyse Mathematique
SN - 00217670
TI - On the support of the free additive convolution
VL - 142
ER -
TY - CONF
AB - We study edge asymptotics of poissonized Plancherel-type measures on skew Young diagrams (integer partitions). These measures can be seen as generalizations of those studied by Baik--Deift--Johansson and Baik--Rains in resolving Ulam's problem on longest increasing subsequences of random permutations and the last passage percolation (corner growth) discrete versions thereof. Moreover they interpolate between said measures and the uniform measure on partitions. In the new KPZ-like 1/3 exponent edge scaling limit with logarithmic corrections, we find new probability distributions generalizing the classical Tracy--Widom GUE, GOE and GSE distributions from the theory of random matrices.
AU - Betea, Dan
AU - Bouttier, Jérémie
AU - Nejjar, Peter
AU - Vuletíc, Mirjana
ID - 8175
T2 - Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics
TI - New edge asymptotics of skew Young diagrams via free boundaries
ER -
TY - JOUR
AB - We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density ρ on ℤ− and λ on ℤ+, and a second class particle initially at the origin. For ρ<λ, there is a shock and the second class particle moves with speed 1−λ−ρ. For large time t, we show that the position of the second class particle fluctuates on a t1/3 scale and determine its limiting law. We also obtain the limiting distribution of the number of steps made by the second class particle until time t.
AU - Ferrari, Patrick
AU - Ghosal, Promit
AU - Nejjar, Peter
ID - 72
IS - 3
JF - Annales de l'institut Henri Poincare (B) Probability and Statistics
SN - 02460203
TI - Limit law of a second class particle in TASEP with non-random initial condition
VL - 55
ER -
TY - JOUR
AB - We compare finite rank perturbations of the following three ensembles of complex rectangular random matrices: First, a generalised Wishart ensemble with one random and two fixed correlation matrices introduced by Borodin and Péché, second, the product of two independent random matrices where one has correlated entries, and third, the case when the two random matrices become also coupled through a fixed matrix. The singular value statistics of all three ensembles is shown to be determinantal and we derive double contour integral representations for their respective kernels. Three different kernels are found in the limit of infinite matrix dimension at the origin of the spectrum. They depend on finite rank perturbations of the correlation and coupling matrices and are shown to be integrable. The first kernel (I) is found for two independent matrices from the second, and two weakly coupled matrices from the third ensemble. It generalises the Meijer G-kernel for two independent and uncorrelated matrices. The third kernel (III) is obtained for the generalised Wishart ensemble and for two strongly coupled matrices. It further generalises the perturbed Bessel kernel of Desrosiers and Forrester. Finally, kernel (II), found for the ensemble of two coupled matrices, provides an interpolation between the kernels (I) and (III), generalising previous findings of part of the authors.
AU - Akemann, Gernot
AU - Checinski, Tomasz
AU - Liu, Dangzheng
AU - Strahov, Eugene
ID - 7423
IS - 1
JF - Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
SN - 0246-0203
TI - Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles
VL - 55
ER -
TY - JOUR
AB - We show that linear analytic cocycles where all Lyapunov exponents are negative infinite are nilpotent. For such one-frequency cocycles we show that they can be analytically conjugated to an upper triangular cocycle or a Jordan normal form. As a consequence, an arbitrarily small analytic perturbation leads to distinct Lyapunov exponents. Moreover, in the one-frequency case where the th Lyapunov exponent is finite and the st negative infinite, we obtain a simple criterion for domination in which case there is a splitting into a nilpotent part and an invertible part.
AU - Sadel, Christian
AU - Xu, Disheng
ID - 6086
IS - 4
JF - Ergodic Theory and Dynamical Systems
TI - Singular analytic linear cocycles with negative infinite Lyapunov exponents
VL - 39
ER -
TY - THES
AB - In the first part of this thesis we consider large random matrices with arbitrary expectation and a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent in the bulk and edge regime. The main novel tool is a systematic diagrammatic control of a multivariate cumulant expansion.
In the second part we consider Wigner-type matrices and show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are uni- versal 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. Our analysis holds not only for exact cusps, but approximate cusps as well, where an ex- tended Pearcey process emerges. As a main technical ingredient we prove an optimal local law at the cusp, and extend the fast relaxation to equilibrium of the Dyson Brow- nian motion to the cusp regime.
In the third and final part we explore the entrywise linear statistics of Wigner ma- trices and identify the fluctuations for a large class of test functions with little regularity. This enables us to study the rectangular Young diagram obtained from the interlacing eigenvalues of the random matrix and its minor, and we find that, despite having the same limit, the fluctuations differ from those of the algebraic Young tableaux equipped with the Plancharel measure.
AU - Schröder, Dominik J
ID - 6179
TI - From Dyson to Pearcey: Universal statistics in random matrix theory
ER -
TY - JOUR
AB - We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the recent result of Ajanki et al. [‘Stability of the matrix Dyson equation and random matrices with correlations’, Probab. Theory Related Fields 173(1–2) (2019), 293–373] to allow slow correlation decay and arbitrary expectation. The main novel tool is
a systematic diagrammatic control of a multivariate cumulant expansion.
AU - Erdös, László
AU - Krüger, Torben H
AU - Schröder, Dominik J
ID - 6182
JF - Forum of Mathematics, Sigma
TI - Random matrices with slow correlation decay
VL - 7
ER -
TY - JOUR
AB - We prove that the local eigenvalue statistics of real symmetric Wigner-type
matrices near the cusp points of the eigenvalue density are universal. Together
with the companion paper [arXiv:1809.03971], which proves the same result for
the complex Hermitian symmetry class, this completes the last remaining case of
the Wigner-Dyson-Mehta universality conjecture after bulk and edge
universalities have been established in the last years. We extend the recent
Dyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp
regime using the optimal local law from [arXiv:1809.03971] and the accurate
local shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752].
We also present a PDE-based method to improve the estimate on eigenvalue
rigidity via the maximum principle of the heat flow related to the Dyson
Brownian motion.
AU - Cipolloni, Giorgio
AU - Erdös, László
AU - Krüger, Torben H
AU - Schröder, Dominik J
ID - 6186
IS - 4
JF - Pure and Applied Analysis
SN - 2578-5893
TI - Cusp universality for random matrices, II: The real symmetric case
VL - 1
ER -
TY - JOUR
AB - For a general class of large non-Hermitian random block matrices X we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization of X as the self-consistent approximation of the pseudospectrum. We demonstrate that the analysis of the matrix Dyson equation from (Probab. Theory Related Fields (2018)) offers a unified treatment of many structured matrix ensembles.
AU - Alt, Johannes
AU - Erdös, László
AU - Krüger, Torben H
AU - Nemish, Yuriy
ID - 6240
IS - 2
JF - Annales de l'institut Henri Poincare
SN - 02460203
TI - Location of the spectrum of Kronecker random matrices
VL - 55
ER -
TY - JOUR
AB - Let U and V be two independent N by N random matrices that are distributed according to Haar measure on U(N). Let Σ be a nonnegative deterministic N by N matrix. The single ring theorem [Ann. of Math. (2) 174 (2011) 1189–1217] asserts that the empirical eigenvalue distribution of the matrix X:=UΣV∗ converges weakly, in the limit of large N, to a deterministic measure which is supported on a single ring centered at the origin in ℂ. Within the bulk regime, that is, in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order N−1/2+ε and establish the optimal convergence rate. The same results hold true when U and V are Haar distributed on O(N).
AU - Bao, Zhigang
AU - Erdös, László
AU - Schnelli, Kevin
ID - 6511
IS - 3
JF - Annals of Probability
SN - 00911798
TI - Local single ring theorem on optimal scale
VL - 47
ER -
TY - JOUR
AB - The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space Wp(X), where S is a countable discrete metric space and 0