TY - JOUR AB - 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. AU - Alt, Johannes AU - Erdös, László AU - Krüger, Torben H ID - 14694 JF - Documenta Mathematica KW - General Mathematics SN - 1431-0635 TI - The Dyson equation with linear self-energy: Spectral bands, edges and cusps VL - 25 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 SN - 0091-1798 TI - Correlated random matrices: Band rigidity and edge universality VL - 48 ER - TY - JOUR AB - 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). AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 15063 IS - 1 JF - Probability and Mathematical Physics KW - General Medicine SN - 2690-1005 TI - Optimal lower bound on the least singular value of the shifted Ginibre ensemble VL - 1 ER - TY - JOUR AB - 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. AU - Erdös, László AU - Götze, Friedrich AU - Guionnet, Alice ID - 15079 IS - 4 JF - Oberwolfach Reports SN - 1660-8933 TI - Random matrices VL - 16 ER - TY - CONF AB - 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. AU - Geher, Gyorgy Pal AU - Titkos, Tamas AU - Virosztek, Daniel ID - 7035 T2 - Kyoto RIMS Kôkyûroku TI - Dirac masses and isometric rigidity VL - 2125 ER -