--- _id: '15025' abstract: - lang: eng text: We consider quadratic forms of deterministic matrices A evaluated at the random eigenvectors of a large N×N GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove that, as long as the deterministic matrix has rank much smaller than √N, the distributions of the extrema of these quadratic forms are asymptotically the same as if the eigenvectors were independent Gaussians. This reduces the problem to Gaussian computations, which we carry out in several cases to illustrate our result, finding Gumbel or Weibull limiting distributions depending on the signature of A. Our result also naturally applies to the eigenvectors of any invariant ensemble. acknowledgement: The first author was supported by the ERC Advanced Grant “RMTBeyond” No. 101020331. The second author was supported by Fulbright Austria and the Austrian Marshall Plan Foundation. article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Benjamin full_name: McKenna, Benjamin id: b0cc634c-d549-11ee-96c8-87338c7ad808 last_name: McKenna orcid: 0000-0003-2625-495X citation: ama: Erdös L, McKenna B. Extremal statistics of quadratic forms of GOE/GUE eigenvectors. Annals of Applied Probability. 2024;34(1B):1623-1662. doi:10.1214/23-AAP2000 apa: Erdös, L., & McKenna, B. (2024). Extremal statistics of quadratic forms of GOE/GUE eigenvectors. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/23-AAP2000 chicago: Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic Forms of GOE/GUE Eigenvectors.” Annals of Applied Probability. Institute of Mathematical Statistics, 2024. https://doi.org/10.1214/23-AAP2000. ieee: L. Erdös and B. McKenna, “Extremal statistics of quadratic forms of GOE/GUE eigenvectors,” Annals of Applied Probability, vol. 34, no. 1B. Institute of Mathematical Statistics, pp. 1623–1662, 2024. ista: Erdös L, McKenna B. 2024. Extremal statistics of quadratic forms of GOE/GUE eigenvectors. Annals of Applied Probability. 34(1B), 1623–1662. mla: Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic Forms of GOE/GUE Eigenvectors.” Annals of Applied Probability, vol. 34, no. 1B, Institute of Mathematical Statistics, 2024, pp. 1623–62, doi:10.1214/23-AAP2000. short: L. Erdös, B. McKenna, Annals of Applied Probability 34 (2024) 1623–1662. date_created: 2024-02-25T23:00:56Z date_published: 2024-02-01T00:00:00Z date_updated: 2024-02-27T08:29:05Z day: '01' department: - _id: LaEr doi: 10.1214/23-AAP2000 ec_funded: 1 external_id: arxiv: - '2208.12206' intvolume: ' 34' issue: 1B language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.2208.12206 month: '02' oa: 1 oa_version: Preprint page: 1623-1662 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Annals of Applied Probability publication_identifier: issn: - 1050-5164 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Extremal statistics of quadratic forms of GOE/GUE eigenvectors type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 34 year: '2024' ... --- _id: '11741' abstract: - lang: eng text: Following E. Wigner’s original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix H yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability. Similarly, we prove universality for a monoparametric family of deformed Wigner matrices H+xA with a deterministic Hermitian matrix A and a fixed Wigner matrix H, just using the randomness of a single scalar real random variable x. Both results constitute quenched versions of bulk universality that has so far only been proven in annealed sense with respect to the probability space of the matrix ensemble. acknowledgement: "The authors are indebted to Sourav Chatterjee for forwarding the very inspiring question that Stephen Shenker originally addressed to him which initiated the current paper. They are also grateful that the authors of [23] kindly shared their preliminary numerical results in June 2021.\r\nOpen access funding provided by Institute of Science and Technology (IST Austria)." article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Quenched universality for deformed Wigner matrices. Probability Theory and Related Fields. 2023;185:1183–1218. doi:10.1007/s00440-022-01156-7 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Quenched universality for deformed Wigner matrices. Probability Theory and Related Fields. Springer Nature. https://doi.org/10.1007/s00440-022-01156-7 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Quenched Universality for Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer Nature, 2023. https://doi.org/10.1007/s00440-022-01156-7. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Quenched universality for deformed Wigner matrices,” Probability Theory and Related Fields, vol. 185. Springer Nature, pp. 1183–1218, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Quenched universality for deformed Wigner matrices. Probability Theory and Related Fields. 185, 1183–1218. mla: Cipolloni, Giorgio, et al. “Quenched Universality for Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 185, Springer Nature, 2023, pp. 1183–1218, doi:10.1007/s00440-022-01156-7. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields 185 (2023) 1183–1218. date_created: 2022-08-07T22:02:00Z date_published: 2023-04-01T00:00:00Z date_updated: 2023-08-14T12:48:09Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00440-022-01156-7 external_id: arxiv: - '2106.10200' isi: - '000830344500001' file: - access_level: open_access checksum: b9247827dae5544d1d19c37abe547abc content_type: application/pdf creator: dernst date_created: 2023-08-14T12:47:32Z date_updated: 2023-08-14T12:47:32Z file_id: '14054' file_name: 2023_ProbabilityTheory_Cipolloni.pdf file_size: 782278 relation: main_file success: 1 file_date_updated: 2023-08-14T12:47:32Z has_accepted_license: '1' intvolume: ' 185' isi: 1 language: - iso: eng license: https://creativecommons.org/licenses/by/4.0/ month: '04' oa: 1 oa_version: Published Version page: 1183–1218 publication: Probability Theory and Related Fields publication_identifier: eissn: - 1432-2064 issn: - 0178-8051 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Quenched universality for deformed Wigner matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 185 year: '2023' ... --- _id: '10405' abstract: - lang: eng text: 'We consider large non-Hermitian random matrices X with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having 2+ϵ derivatives. Previously this result was known only for a few special cases; either the test functions were required to be analytic [72], or the distribution of the matrix elements needed to be Gaussian [73], or at least match the Gaussian up to the first four moments [82, 56]. We find the exact dependence of the limiting variance on the fourth cumulant that was not known before. The proof relies on two novel ingredients: (i) a local law for a product of two resolvents of the Hermitisation of X with different spectral parameters and (ii) a coupling of several weakly dependent Dyson Brownian motions. These methods are also the key inputs for our analogous results on the linear eigenvalue statistics of real matrices X that are presented in the companion paper [32]. ' acknowledgement: L.E. would like to thank Nathanaël Berestycki and D.S.would like to thank Nina Holden for valuable discussions on the Gaussian freefield.G.C. and L.E. are partially supported by ERC Advanced Grant No. 338804.G.C. received funding from the European Union’s Horizon 2020 research and in-novation programme under the Marie Skłodowska-Curie Grant Agreement No.665385. D.S. is supported by Dr. Max Rössler, the Walter Haefner Foundation, and the ETH Zürich Foundation. article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. 2023;76(5):946-1034. doi:10.1002/cpa.22028 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22028 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Central Limit Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics. Wiley, 2023. https://doi.org/10.1002/cpa.22028. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices,” Communications on Pure and Applied Mathematics, vol. 76, no. 5. Wiley, pp. 946–1034, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. 76(5), 946–1034. mla: Cipolloni, Giorgio, et al. “Central Limit Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics, vol. 76, no. 5, Wiley, 2023, pp. 946–1034, doi:10.1002/cpa.22028. short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied Mathematics 76 (2023) 946–1034. date_created: 2021-12-05T23:01:41Z date_published: 2023-05-01T00:00:00Z date_updated: 2023-10-04T09:22:55Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1002/cpa.22028 ec_funded: 1 external_id: arxiv: - '1912.04100' isi: - '000724652500001' file: - access_level: open_access checksum: 8346bc2642afb4ccb7f38979f41df5d9 content_type: application/pdf creator: dernst date_created: 2023-10-04T09:21:48Z date_updated: 2023-10-04T09:21:48Z file_id: '14388' file_name: 2023_CommPureMathematics_Cipolloni.pdf file_size: 803440 relation: main_file success: 1 file_date_updated: 2023-10-04T09:21:48Z has_accepted_license: '1' intvolume: ' 76' isi: 1 issue: '5' language: - iso: eng license: https://creativecommons.org/licenses/by-nc-nd/4.0/ month: '05' oa: 1 oa_version: Published Version page: 946-1034 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: Communications on Pure and Applied Mathematics publication_identifier: eissn: - 1097-0312 issn: - 0010-3640 publication_status: published publisher: Wiley quality_controlled: '1' scopus_import: '1' status: public title: Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices tmp: image: /images/cc_by_nc_nd.png legal_code_url: https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode name: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) short: CC BY-NC-ND (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 76 year: '2023' ... --- _id: '12707' abstract: - lang: eng text: We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green function comparison along a continuous interpolating matrix flow for a long time. Less precise estimates are also obtained in the left tail. article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Yuanyuan full_name: Xu, Yuanyuan id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3 last_name: Xu orcid: 0000-0003-1559-1205 citation: ama: Erdös L, Xu Y. Small deviation estimates for the largest eigenvalue of Wigner matrices. Bernoulli. 2023;29(2):1063-1079. doi:10.3150/22-BEJ1490 apa: Erdös, L., & Xu, Y. (2023). Small deviation estimates for the largest eigenvalue of Wigner matrices. Bernoulli. Bernoulli Society for Mathematical Statistics and Probability. https://doi.org/10.3150/22-BEJ1490 chicago: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest Eigenvalue of Wigner Matrices.” Bernoulli. Bernoulli Society for Mathematical Statistics and Probability, 2023. https://doi.org/10.3150/22-BEJ1490. ieee: L. Erdös and Y. Xu, “Small deviation estimates for the largest eigenvalue of Wigner matrices,” Bernoulli, vol. 29, no. 2. Bernoulli Society for Mathematical Statistics and Probability, pp. 1063–1079, 2023. ista: Erdös L, Xu Y. 2023. Small deviation estimates for the largest eigenvalue of Wigner matrices. Bernoulli. 29(2), 1063–1079. mla: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest Eigenvalue of Wigner Matrices.” Bernoulli, vol. 29, no. 2, Bernoulli Society for Mathematical Statistics and Probability, 2023, pp. 1063–79, doi:10.3150/22-BEJ1490. short: L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079. date_created: 2023-03-05T23:01:05Z date_published: 2023-05-01T00:00:00Z date_updated: 2023-10-04T10:21:07Z day: '01' department: - _id: LaEr doi: 10.3150/22-BEJ1490 ec_funded: 1 external_id: arxiv: - '2112.12093 ' isi: - '000947270100008' intvolume: ' 29' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/2112.12093 month: '05' oa: 1 oa_version: Preprint page: 1063-1079 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Bernoulli publication_identifier: issn: - 1350-7265 publication_status: published publisher: Bernoulli Society for Mathematical Statistics and Probability quality_controlled: '1' scopus_import: '1' status: public title: Small deviation estimates for the largest eigenvalue of Wigner matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 29 year: '2023' ... --- _id: '12792' abstract: - lang: eng text: In the physics literature the spectral form factor (SFF), the squared Fourier transform of the empirical eigenvalue density, is the most common tool to test universality for disordered quantum systems, yet previous mathematical results have been restricted only to two exactly solvable models (Forrester in J Stat Phys 183:33, 2021. https://doi.org/10.1007/s10955-021-02767-5, Commun Math Phys 387:215–235, 2021. https://doi.org/10.1007/s00220-021-04193-w). We rigorously prove the physics prediction on SFF up to an intermediate time scale for a large class of random matrices using a robust method, the multi-resolvent local laws. Beyond Wigner matrices we also consider the monoparametric ensemble and prove that universality of SFF can already be triggered by a single random parameter, supplementing the recently proven Wigner–Dyson universality (Cipolloni et al. in Probab Theory Relat Fields, 2021. https://doi.org/10.1007/s00440-022-01156-7) to larger spectral scales. Remarkably, extensive numerics indicates that our formulas correctly predict the SFF in the entire slope-dip-ramp regime, as customarily called in physics. acknowledgement: "We are grateful to the authors of [25] for sharing with us their insights and preliminary numerical results. We are especially thankful to Stephen Shenker for very valuable advice over several email communications. Helpful comments on the manuscript from Peter Forrester and from the anonymous referees are also acknowledged.\r\nOpen access funding provided by Institute of Science and Technology (IST Austria).\r\nLászló Erdős: Partially supported by ERC Advanced Grant \"RMTBeyond\" No. 101020331. Dominik Schröder: Supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation." article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. On the spectral form factor for random matrices. Communications in Mathematical Physics. 2023;401:1665-1700. doi:10.1007/s00220-023-04692-y apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). On the spectral form factor for random matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-023-04692-y chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Spectral Form Factor for Random Matrices.” Communications in Mathematical Physics. Springer Nature, 2023. https://doi.org/10.1007/s00220-023-04692-y. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the spectral form factor for random matrices,” Communications in Mathematical Physics, vol. 401. Springer Nature, pp. 1665–1700, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. On the spectral form factor for random matrices. Communications in Mathematical Physics. 401, 1665–1700. mla: Cipolloni, Giorgio, et al. “On the Spectral Form Factor for Random Matrices.” Communications in Mathematical Physics, vol. 401, Springer Nature, 2023, pp. 1665–700, doi:10.1007/s00220-023-04692-y. short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 401 (2023) 1665–1700. date_created: 2023-04-02T22:01:11Z date_published: 2023-07-01T00:00:00Z date_updated: 2023-10-04T12:10:31Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00220-023-04692-y ec_funded: 1 external_id: isi: - '000957343500001' file: - access_level: open_access checksum: 72057940f76654050ca84a221f21786c content_type: application/pdf creator: dernst date_created: 2023-10-04T12:09:18Z date_updated: 2023-10-04T12:09:18Z file_id: '14397' file_name: 2023_CommMathPhysics_Cipolloni.pdf file_size: 859967 relation: main_file success: 1 file_date_updated: 2023-10-04T12:09:18Z has_accepted_license: '1' intvolume: ' 401' isi: 1 language: - iso: eng month: '07' oa: 1 oa_version: Published Version page: 1665-1700 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Communications in Mathematical Physics publication_identifier: eissn: - 1432-0916 issn: - 0010-3616 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: On the spectral form factor for random matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 401 year: '2023' ...