TY - JOUR AB - We establish a quantitative version of the Tracy–Widom law for the largest eigenvalue of high-dimensional sample covariance matrices. To be precise, we show that the fluctuations of the largest eigenvalue of a sample covariance matrix X∗X converge to its Tracy–Widom limit at a rate nearly N−1/3, where X is an M×N random matrix whose entries are independent real or complex random variables, assuming that both M and N tend to infinity at a constant rate. This result improves the previous estimate N−2/9 obtained by Wang (2019). Our proof relies on a Green function comparison method (Adv. Math. 229 (2012) 1435–1515) using iterative cumulant expansions, the local laws for the Green function and asymptotic properties of the correlation kernel of the white Wishart ensemble. AU - Schnelli, Kevin AU - Xu, Yuanyuan ID - 14775 IS - 1 JF - The Annals of Applied Probability KW - Statistics KW - Probability and Uncertainty KW - Statistics and Probability SN - 1050-5164 TI - Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices VL - 33 ER - TY - JOUR AB - In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the outlier eigenvalues λˆi and the generalized components (⟨v,uˆi⟩ for any deterministic vector v) of the outlier eigenvectors uˆi with optimal convergence rates. Moreover, we prove that the non-outlier eigenvalues stick with those of the unspiked matrices and the non-outlier eigenvectors are delocalized. The results also hold near the so-called BBP transition and for degenerate spikes. On one hand, our results can be regarded as a refinement of the counterparts of [12] under additional regularity conditions. On the other hand, they can be viewed as an analog of [34] by replacing the random matrix with i.i.d. entries with Haar random matrix. AU - Ding, Xiucai AU - Ji, Hong Chang ID - 14780 JF - Stochastic Processes and their Applications KW - Applied Mathematics KW - Modeling and Simulation KW - Statistics and Probability SN - 0304-4149 TI - Spiked multiplicative random matrices and principal components VL - 163 ER - TY - JOUR AB - We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an n×n random matrix with independent identically distributed complex entries as n tends to infinity. All terms in the expansion are universal. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J AU - Xu, Yuanyuan ID - 14849 IS - 6 JF - The Annals of Probability KW - Statistics KW - Probability and Uncertainty KW - Statistics and Probability SN - 0091-1798 TI - On the rightmost eigenvalue of non-Hermitian random matrices VL - 51 ER - TY - GEN AB - We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel ingredient is an optimal local law for the two-point function $T(z,\zeta)$ and a general class of related quantities involving two resolvents at nearby spectral parameters. AU - Riabov, Volodymyr ID - 15128 T2 - arXiv TI - Mesoscopic eigenvalue statistics for Wigner-type matrices ER - TY - JOUR AB - We derive an accurate lower tail estimate on the lowest singular value σ1(X−z) of a real Gaussian (Ginibre) random matrix X shifted by a complex parameter z. Such shift effectively changes the upper tail behavior of the condition number κ(X−z) from the slower (κ(X−z)≥t)≲1/t decay typical for real Ginibre matrices to the faster 1/t2 decay seen for complex Ginibre matrices as long as z is away from the real axis. This sharpens and resolves a recent conjecture in [J. Banks et al., https://arxiv.org/abs/2005.08930, 2020] on the regularizing effect of the real Ginibre ensemble with a genuinely complex shift. As a consequence we obtain an improved upper bound on the eigenvalue condition numbers (known also as the eigenvector overlaps) for real Ginibre matrices. The main technical tool is a rigorous supersymmetric analysis from our earlier work [Probab. Math. Phys., 1 (2020), pp. 101--146]. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12179 IS - 3 JF - SIAM Journal on Matrix Analysis and Applications KW - Analysis SN - 0895-4798 TI - On the condition number of the shifted real Ginibre ensemble VL - 43 ER - TY - JOUR AB - We show that recent results on adiabatic theory for interacting gapped many-body systems on finite lattices remain valid in the thermodynamic limit. More precisely, we prove a generalized super-adiabatic theorem for the automorphism group describing the infinite volume dynamics on the quasi-local algebra of observables. The key assumption is the existence of a sequence of gapped finite volume Hamiltonians, which generates the same infinite volume dynamics in the thermodynamic limit. Our adiabatic theorem also holds for certain perturbations of gapped ground states that close the spectral gap (so it is also an adiabatic theorem for resonances and, in this sense, “generalized”), and it provides an adiabatic approximation to all orders in the adiabatic parameter (a property often called “super-adiabatic”). In addition to the existing results for finite lattices, we also perform a resummation of the adiabatic expansion and allow for observables that are not strictly local. Finally, as an application, we prove the validity of linear and higher order response theory for our class of perturbations for infinite systems. While we consider the result and its proof as new and interesting in itself, we also lay the foundation for the proof of an adiabatic theorem for systems with a gap only in the bulk, which will be presented in a follow-up article. AU - Henheik, Sven Joscha AU - Teufel, Stefan ID - 10600 IS - 1 JF - Journal of Mathematical Physics KW - mathematical physics KW - statistical and nonlinear physics SN - 0022-2488 TI - Adiabatic theorem in the thermodynamic limit: Systems with a uniform gap VL - 63 ER - TY - JOUR AB - Based on a result by Yarotsky (J Stat Phys 118, 2005), we prove that localized but otherwise arbitrary perturbations of weakly interacting quantum spin systems with uniformly gapped on-site terms change the ground state of such a system only locally, even if they close the spectral gap. We call this a strong version of the local perturbations perturb locally (LPPL) principle which is known to hold for much more general gapped systems, but only for perturbations that do not close the spectral gap of the Hamiltonian. We also extend this strong LPPL-principle to Hamiltonians that have the appropriate structure of gapped on-site terms and weak interactions only locally in some region of space. While our results are technically corollaries to a theorem of Yarotsky, we expect that the paradigm of systems with a locally gapped ground state that is completely insensitive to the form of the Hamiltonian elsewhere extends to other situations and has important physical consequences. AU - Henheik, Sven Joscha AU - Teufel, Stefan AU - Wessel, Tom ID - 10642 IS - 1 JF - Letters in Mathematical Physics KW - mathematical physics KW - statistical and nonlinear physics SN - 0377-9017 TI - Local stability of ground states in locally gapped and weakly interacting quantum spin systems VL - 112 ER - TY - JOUR AB - We prove a generalised super-adiabatic theorem for extended fermionic systems assuming a spectral gap only in the bulk. More precisely, we assume that the infinite system has a unique ground state and that the corresponding Gelfand–Naimark–Segal Hamiltonian has a spectral gap above its eigenvalue zero. Moreover, we show that a similar adiabatic theorem also holds in the bulk of finite systems up to errors that vanish faster than any inverse power of the system size, although the corresponding finite-volume Hamiltonians need not have a spectral gap. AU - Henheik, Sven Joscha AU - Teufel, Stefan ID - 10643 JF - Forum of Mathematics, Sigma KW - computational mathematics KW - discrete mathematics and combinatorics KW - geometry and topology KW - mathematical physics KW - statistics and probability KW - algebra and number theory KW - theoretical computer science KW - analysis TI - Adiabatic theorem in the thermodynamic limit: Systems with a gap in the bulk VL - 10 ER - TY - JOUR AB - We investigate the BCS critical temperature Tc in the high-density limit and derive an asymptotic formula, which strongly depends on the behavior of the interaction potential V on the Fermi-surface. Our results include a rigorous confirmation for the behavior of Tc at high densities proposed by Langmann et al. (Phys Rev Lett 122:157001, 2019) and identify precise conditions under which superconducting domes arise in BCS theory. AU - Henheik, Sven Joscha ID - 10623 IS - 1 JF - Mathematical Physics, Analysis and Geometry KW - geometry and topology KW - mathematical physics SN - 1385-0172 TI - The BCS critical temperature at high density VL - 25 ER - TY - JOUR AB - We compute the deterministic approximation of products of Sobolev functions of large Wigner matrices W and provide an optimal error bound on their fluctuation with very high probability. This generalizes Voiculescu's seminal theorem from polynomials to general Sobolev functions, as well as from tracial quantities to individual matrix elements. Applying the result to eitW for large t, we obtain a precise decay rate for the overlaps of several deterministic matrices with temporally well separated Heisenberg time evolutions; thus we demonstrate the thermalisation effect of the unitary group generated by Wigner matrices. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 10732 IS - 8 JF - Journal of Functional Analysis SN - 0022-1236 TI - Thermalisation for Wigner matrices VL - 282 ER - TY - JOUR AB - We consider a correlated NxN Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one. AU - Reker, Jana ID - 11135 IS - 4 JF - Random Matrices: Theory and Applications KW - Discrete Mathematics and Combinatorics KW - Statistics KW - Probability and Uncertainty KW - Statistics and Probability KW - Algebra and Number Theory SN - 2010-3263 TI - On the operator norm of a Hermitian random matrix with correlated entries VL - 11 ER - TY - JOUR AB - We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws at a rate O(N^{-1/3+\omega }), as N tends to infinity. For Wigner matrices this improves the previous rate O(N^{-2/9+\omega }) obtained by Bourgade (J Eur Math Soc, 2021) for generalized Wigner matrices. Our result follows from a Green function comparison theorem, originally introduced by Erdős et al. (Adv Math 229(3):1435–1515, 2012) to prove edge universality, on a finer spectral parameter scale with improved error estimates. The proof relies on the continuous Green function flow induced by a matrix-valued Ornstein–Uhlenbeck process. Precise estimates on leading contributions from the third and fourth order moments of the matrix entries are obtained using iterative cumulant expansions and recursive comparisons for correlation functions, along with uniform convergence estimates for correlation kernels of the Gaussian invariant ensembles. AU - Schnelli, Kevin AU - Xu, Yuanyuan ID - 11332 JF - Communications in Mathematical Physics SN - 0010-3616 TI - Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices VL - 393 ER - TY - JOUR AB - We consider the quadratic form of a general high-rank deterministic matrix on the eigenvectors of an N×N Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large N limit. The proof is a combination of the energy method for the Dyson Brownian motion inspired by Marcinek and Yau (2021) and our recent multiresolvent local laws (Comm. Math. Phys. 388 (2021) 1005–1048). AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 11418 IS - 3 JF - Annals of Probability SN - 0091-1798 TI - Normal fluctuation in quantum ergodicity for Wigner matrices VL - 50 ER - TY - JOUR AB - A recently proposed approach for avoiding the ultraviolet divergence of Hamiltonians with particle creation is based on interior-boundary conditions (IBCs). The approach works well in the non-relativistic case, i.e., for the Laplacian operator. Here, we study how the approach can be applied to Dirac operators. While this has successfully been done already in one space dimension, and more generally for codimension-1 boundaries, the situation of point sources in three dimensions corresponds to a codimension-3 boundary. One would expect that, for such a boundary, Dirac operators do not allow for boundary conditions because they are known not to allow for point interactions in 3D, which also correspond to a boundary condition. Indeed, we confirm this expectation here by proving that there is no self-adjoint operator on a (truncated) Fock space that would correspond to a Dirac operator with an IBC at configurations with a particle at the origin. However, we also present a positive result showing that there are self-adjoint operators with an IBC (on the boundary consisting of configurations with a particle at the origin) that are away from those configurations, given by a Dirac operator plus a sufficiently strong Coulomb potential. AU - Henheik, Sven Joscha AU - Tumulka, Roderich ID - 12110 IS - 12 JF - Journal of Mathematical Physics SN - 0022-2488 TI - Interior-boundary conditions for the Dirac equation at point sources in three dimensions VL - 63 ER - TY - JOUR AB - We prove a general local law for Wigner matrices that optimally handles observables of arbitrary rank and thus unifies the well-known averaged and isotropic local laws. As an application, we prove a central limit theorem in quantum unique ergodicity (QUE): that is, we show that the quadratic forms of a general deterministic matrix A on the bulk eigenvectors of a Wigner matrix have approximately Gaussian fluctuation. For the bulk spectrum, we thus generalise our previous result [17] as valid for test matrices A of large rank as well as the result of Benigni and Lopatto [7] as valid for specific small-rank observables. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12148 JF - Forum of Mathematics, Sigma KW - Computational Mathematics KW - Discrete Mathematics and Combinatorics KW - Geometry and Topology KW - Mathematical Physics KW - Statistics and Probability KW - Algebra and Number Theory KW - Theoretical Computer Science KW - Analysis SN - 2050-5094 TI - Rank-uniform local law for Wigner matrices VL - 10 ER - TY - JOUR AB - We review recent results on adiabatic theory for ground states of extended gapped fermionic lattice systems under several different assumptions. More precisely, we present generalized super-adiabatic theorems for extended but finite and infinite systems, assuming either a uniform gap or a gap in the bulk above the unperturbed ground state. The goal of this Review is to provide an overview of these adiabatic theorems and briefly outline the main ideas and techniques required in their proofs. AU - Henheik, Sven Joscha AU - Wessel, Tom ID - 12184 IS - 12 JF - Journal of Mathematical Physics SN - 0022-2488 TI - On adiabatic theory for extended fermionic lattice systems VL - 63 ER - TY - JOUR AB - Motivated by Kloeckner’s result on the isometry group of the quadratic Wasserstein space W2(Rn), we describe the isometry group Isom(Wp(E)) for all parameters 0 < p < ∞ and for all separable real Hilbert spaces E. In particular, we show that Wp(X) is isometrically rigid for all Polish space X whenever 0 < p < 1. This is a consequence of our more general result: we prove that W1(X) is isometrically rigid if X is a complete separable metric space that satisfies the strict triangle inequality. Furthermore, we show that this latter rigidity result does not generalise to parameters p > 1, by solving Kloeckner’s problem affirmatively on the existence of mass-splitting isometries. AU - Gehér, György Pál AU - Titkos, Tamás AU - Virosztek, Daniel ID - 12214 IS - 4 JF - Journal of the London Mathematical Society KW - General Mathematics SN - 0024-6107 TI - The isometry group of Wasserstein spaces: The Hilbertian case VL - 106 ER - TY - JOUR AB - We derive a precise asymptotic formula for the density of the small singular values of the real Ginibre matrix ensemble shifted by a complex parameter z as the dimension tends to infinity. For z away from the real axis the formula coincides with that for the complex Ginibre ensemble we derived earlier in Cipolloni et al. (Prob Math Phys 1:101–146, 2020). On the level of the one-point function of the low lying singular values we thus confirm the transition from real to complex Ginibre ensembles as the shift parameter z becomes genuinely complex; the analogous phenomenon has been well known for eigenvalues. We use the superbosonization formula (Littelmann et al. in Comm Math Phys 283:343–395, 2008) in a regime where the main contribution comes from a three dimensional saddle manifold. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12232 IS - 11 JF - Annales Henri Poincaré KW - Mathematical Physics KW - Nuclear and High Energy Physics KW - Statistical and Nonlinear Physics SN - 1424-0637 TI - Density of small singular values of the shifted real Ginibre ensemble VL - 23 ER - TY - JOUR AB - We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme eigenvalues form a Poisson point process as the dimension asymptotically tends to infinity. In the complex case, these facts have already been established by Bender [Probab. Theory Relat. Fields 147, 241 (2010)] and in the real case by Akemann and Phillips [J. Stat. Phys. 155, 421 (2014)] even for the more general elliptic ensemble with a sophisticated saddle point analysis. The purpose of this article is to give a very short direct proof in the Ginibre case with an effective error term. Moreover, our estimates on the correlation kernel in this regime serve as a key input for accurately locating [Formula: see text] for any large matrix X with i.i.d. entries in the companion paper [G. Cipolloni et al., arXiv:2206.04448 (2022)]. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J AU - Xu, Yuanyuan ID - 12243 IS - 10 JF - Journal of Mathematical Physics KW - Mathematical Physics KW - Statistical and Nonlinear Physics SN - 0022-2488 TI - Directional extremal statistics for Ginibre eigenvalues VL - 63 ER - TY - JOUR AB - We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the deterministic matrices are traceless. Our estimates correctly account for this dependence and they hold optimally down to the smallest possible spectral scale. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12290 JF - Electronic Journal of Probability KW - Statistics KW - Probability and Uncertainty KW - Statistics and Probability TI - Optimal multi-resolvent local laws for Wigner matrices VL - 27 ER - TY - JOUR AB - We study the BCS energy gap Ξ in the high–density limit and derive an asymptotic formula, which strongly depends on the strength of the interaction potential V on the Fermi surface. In combination with the recent result by one of us (Math. Phys. Anal. Geom. 25, 3, 2022) on the critical temperature Tc at high densities, we prove the universality of the ratio of the energy gap and the critical temperature. AU - Henheik, Sven Joscha AU - Lauritsen, Asbjørn Bækgaard ID - 11732 JF - Journal of Statistical Physics KW - Mathematical Physics KW - Statistical and Nonlinear Physics SN - 0022-4715 TI - The BCS energy gap at high density VL - 189 ER - TY - JOUR AB - We study the overlaps between right and left eigenvectors for random matrices of the spherical ensemble, as well as truncated unitary ensembles in the regime where half of the matrix at least is truncated. These two integrable models exhibit a form of duality, and the essential steps of our investigation can therefore be performed in parallel. In every case, conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent random variables with explicit distributions. This enables us to prove that the scaled diagonal overlaps, conditionally on one eigenvalue, converge in distribution to a heavy-tail limit, namely, the inverse of a γ2 distribution. We also provide formulae for the conditional expectation of diagonal and off-diagonal overlaps, either with respect to one eigenvalue, or with respect to the whole spectrum. These results, analogous to what is known for the complex Ginibre ensemble, can be obtained in these cases thanks to integration techniques inspired from a previous work by Forrester & Krishnapur. AU - Dubach, Guillaume ID - 10285 JF - Electronic Journal of Probability TI - On eigenvector statistics in the spherical and truncated unitary ensembles VL - 26 ER - TY - GEN AB - We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length (log T)θ, where θ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic level of the maximum interpolates smoothly between the ones of log-correlated variables and of i.i.d. random variables, exhibiting a smooth transition ‘from 3/4 to 1/4’ in the second order. This provides a natural context where extreme value statistics of log-correlated variables with time-dependent variance and rate occur. A key ingredient of the proof is a precise upper tail tightness estimate for the maximum of the model on intervals of size one, that includes a Gaussian correction. This correction is expected to be present for the Riemann zeta function and pertains to the question of the correct order of the maximum of the zeta function in large intervals. AU - Arguin, Louis-Pierre AU - Dubach, Guillaume AU - Hartung, Lisa ID - 9230 T2 - arXiv TI - Maxima of a random model of the Riemann zeta function over intervals of varying length ER - TY - GEN AB - We comment on two formal proofs of Fermat's sum of two squares theorem, written using the Mathematical Components libraries of the Coq proof assistant. The first one follows Zagier's celebrated one-sentence proof; the second follows David Christopher's recent new proof relying on partition-theoretic arguments. Both formal proofs rely on a general property of involutions of finite sets, of independent interest. The proof technique consists for the most part of automating recurrent tasks (such as case distinctions and computations on natural numbers) via ad hoc tactics. AU - Dubach, Guillaume AU - Mühlböck, Fabian ID - 9281 T2 - arXiv TI - Formal verification of Zagier's one-sentence proof ER - 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 - 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 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. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 9412 JF - Electronic Journal of Probability TI - Fluctuation around the circular law for random matrices with real entries VL - 26 ER - TY - JOUR AB - 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. AU - Bao, Zhigang AU - Erdös, László AU - Schnelli, Kevin ID - 9550 JF - Forum of Mathematics, Sigma TI - Equipartition principle for Wigner matrices VL - 9 ER - TY - JOUR AB - 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. AU - Erdös, László AU - Krüger, Torben H AU - Nemish, Yuriy ID - 9912 JF - Annales Henri Poincaré SN - 1424-0637 TI - Scattering in quantum dots via noncommutative rational functions VL - 22 ER - TY - JOUR AB - 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). AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 10221 IS - 2 JF - Communications in Mathematical Physics SN - 0010-3616 TI - Eigenstate thermalization hypothesis for Wigner matrices VL - 388 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 SN - 2663-337X TI - Fluctuations in the spectrum of random matrices ER - TY - JOUR AB - 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. AU - Alt, Johannes AU - Erdös, László AU - Krüger, Torben H ID - 15013 IS - 2 JF - Probability and Mathematical Physics SN - 2690-0998 TI - Spectral radius of random matrices with independent entries VL - 2 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 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 - JOUR AB - 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. AU - Bao, Zhigang AU - Erdös, László AU - Schnelli, Kevin ID - 10862 IS - 7 JF - Journal of Functional Analysis KW - Analysis SN - 0022-1236 TI - Spectral rigidity for addition of random matrices at the regular edge VL - 279 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 - 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 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 - 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 investigate the quantum Jensen divergences from the viewpoint of joint convexity. It turns out that the set of the functions which generate jointly convex quantum Jensen divergences on positive matrices coincides with the Matrix Entropy Class which has been introduced by Chen and Tropp quite recently. AU - Virosztek, Daniel ID - 405 JF - Linear Algebra and Its Applications TI - Jointly convex quantum Jensen divergences VL - 576 ER - TY - JOUR AB - We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay but are otherwise of general form. The key novelty is the detailed stability analysis of the corresponding matrix valued Dyson equation whose solution is the deterministic limit of the resolvent. AU - Ajanki, Oskari H AU - Erdös, László AU - Krüger, Torben H ID - 429 IS - 1-2 JF - Probability Theory and Related Fields SN - 01788051 TI - Stability of the matrix Dyson equation and random matrices with correlations VL - 173 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 - 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 -