--- _id: '7618' abstract: - lang: eng text: '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. ' acknowledgement: "J. Pitrik was supported by the Hungarian Academy of Sciences Lendület-Momentum Grant for Quantum\r\nInformation Theory, No. 96 141, and by the Hungarian National Research, Development and Innovation\r\nOffice (NKFIH) via Grants Nos. K119442, K124152 and KH129601. D. Virosztek was supported by the\r\nISTFELLOW program of the Institute of Science and Technology Austria (Project Code IC1027FELL01),\r\nby the European Union’s Horizon 2020 research and innovation program under the Marie\r\nSklodowska-Curie Grant Agreement No. 846294, and partially supported by the Hungarian National\r\nResearch, Development and Innovation Office (NKFIH) via Grants Nos. K124152 and KH129601.\r\nWe are grateful to Milán Mosonyi for drawing our attention to Ref.’s [6,14,15,17,\r\n20,21], for comments on earlier versions of this paper, and for several discussions on the topic. We are\r\nalso grateful to Miklós Pálfia for several discussions; to László Erdös for his essential suggestions on the\r\nstructure and highlights of this paper, and for his comments on earlier versions; and to the anonymous\r\nreferee for his/her valuable comments and suggestions." article_processing_charge: No article_type: original author: - first_name: Jozsef full_name: Pitrik, Jozsef last_name: Pitrik - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Pitrik J, Virosztek D. Quantum Hellinger distances revisited. Letters in Mathematical Physics. 2020;110(8):2039-2052. doi:10.1007/s11005-020-01282-0 apa: Pitrik, J., & Virosztek, D. (2020). Quantum Hellinger distances revisited. Letters in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s11005-020-01282-0 chicago: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.” Letters in Mathematical Physics. Springer Nature, 2020. https://doi.org/10.1007/s11005-020-01282-0. ieee: J. Pitrik and D. Virosztek, “Quantum Hellinger distances revisited,” Letters in Mathematical Physics, vol. 110, no. 8. Springer Nature, pp. 2039–2052, 2020. ista: Pitrik J, Virosztek D. 2020. Quantum Hellinger distances revisited. Letters in Mathematical Physics. 110(8), 2039–2052. mla: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.” Letters in Mathematical Physics, vol. 110, no. 8, Springer Nature, 2020, pp. 2039–52, doi:10.1007/s11005-020-01282-0. short: J. Pitrik, D. Virosztek, Letters in Mathematical Physics 110 (2020) 2039–2052. date_created: 2020-03-25T15:57:48Z date_published: 2020-08-01T00:00:00Z date_updated: 2023-08-18T10:17:26Z day: '01' department: - _id: LaEr doi: 10.1007/s11005-020-01282-0 ec_funded: 1 external_id: arxiv: - '1903.10455' isi: - '000551556000002' intvolume: ' 110' isi: 1 issue: '8' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1903.10455 month: '08' oa: 1 oa_version: Preprint page: 2039-2052 project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Letters in Mathematical Physics publication_identifier: eissn: - 1573-0530 issn: - 0377-9017 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Quantum Hellinger distances revisited type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 110 year: '2020' ... --- _id: '9104' abstract: - lang: eng text: 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]. acknowledgement: "Supported in part by Hong Kong RGC Grant ECS 26301517.\r\nSupported in part by ERC Advanced Grant RANMAT No. 338804.\r\nSupported in part by the Knut and Alice Wallenberg Foundation and the Swedish Research Council Grant VR-2017-05195." article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. On the support of the free additive convolution. Journal d’Analyse Mathematique. 2020;142:323-348. doi:10.1007/s11854-020-0135-2 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). On the support of the free additive convolution. Journal d’Analyse Mathematique. Springer Nature. https://doi.org/10.1007/s11854-020-0135-2 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique. Springer Nature, 2020. https://doi.org/10.1007/s11854-020-0135-2. ieee: Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,” Journal d’Analyse Mathematique, vol. 142. Springer Nature, pp. 323–348, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. On the support of the free additive convolution. Journal d’Analyse Mathematique. 142, 323–348. mla: Bao, Zhigang, et al. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique, vol. 142, Springer Nature, 2020, pp. 323–48, doi:10.1007/s11854-020-0135-2. short: Z. Bao, L. Erdös, K. Schnelli, Journal d’Analyse Mathematique 142 (2020) 323–348. date_created: 2021-02-07T23:01:15Z date_published: 2020-11-01T00:00:00Z date_updated: 2023-08-24T11:16:03Z day: '01' department: - _id: LaEr doi: 10.1007/s11854-020-0135-2 ec_funded: 1 external_id: arxiv: - '1804.11199' isi: - '000611879400008' intvolume: ' 142' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.11199 month: '11' oa: 1 oa_version: Preprint page: 323-348 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal d'Analyse Mathematique publication_identifier: eissn: - '15658538' issn: - '00217670' publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: On the support of the free additive convolution type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 142 year: '2020' ... --- _id: '10862' abstract: - lang: eng text: 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. acknowledgement: Partially supported by ERC Advanced Grant RANMAT No. 338804. article_number: '108639' article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin last_name: Schnelli citation: ama: Bao Z, Erdös L, Schnelli K. Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. 2020;279(7). doi:10.1016/j.jfa.2020.108639 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2020.108639 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Spectral Rigidity for Addition of Random Matrices at the Regular Edge.” Journal of Functional Analysis. Elsevier, 2020. https://doi.org/10.1016/j.jfa.2020.108639. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Spectral rigidity for addition of random matrices at the regular edge,” Journal of Functional Analysis, vol. 279, no. 7. Elsevier, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. 279(7), 108639. mla: Bao, Zhigang, et al. “Spectral Rigidity for Addition of Random Matrices at the Regular Edge.” Journal of Functional Analysis, vol. 279, no. 7, 108639, Elsevier, 2020, doi:10.1016/j.jfa.2020.108639. short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 279 (2020). date_created: 2022-03-18T10:18:59Z date_published: 2020-10-15T00:00:00Z date_updated: 2023-08-24T14:08:42Z day: '15' department: - _id: LaEr doi: 10.1016/j.jfa.2020.108639 ec_funded: 1 external_id: arxiv: - '1708.01597' isi: - '000559623200009' intvolume: ' 279' isi: 1 issue: '7' keyword: - Analysis language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1708.01597 month: '10' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal of Functional Analysis publication_identifier: issn: - 0022-1236 publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: Spectral rigidity for addition of random matrices at the regular edge type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 279 year: '2020' ... --- _id: '6488' abstract: - lang: eng text: 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. article_number: '2050006' article_processing_charge: No 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 citation: ama: 'Cipolloni G, Erdös L. Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. 2020;9(3). doi:10.1142/S2010326320500069' apa: 'Cipolloni, G., & Erdös, L. (2020). Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. World Scientific Publishing. https://doi.org/10.1142/S2010326320500069' chicago: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application. World Scientific Publishing, 2020. https://doi.org/10.1142/S2010326320500069.' ieee: 'G. Cipolloni and L. Erdös, “Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices,” Random Matrices: Theory and Application, vol. 9, no. 3. World Scientific Publishing, 2020.' ista: 'Cipolloni G, Erdös L. 2020. Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. 9(3), 2050006.' mla: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application, vol. 9, no. 3, 2050006, World Scientific Publishing, 2020, doi:10.1142/S2010326320500069.' short: 'G. Cipolloni, L. Erdös, Random Matrices: Theory and Application 9 (2020).' date_created: 2019-05-26T21:59:14Z date_published: 2020-07-01T00:00:00Z date_updated: 2023-08-28T08:38:48Z day: '01' department: - _id: LaEr doi: 10.1142/S2010326320500069 ec_funded: 1 external_id: arxiv: - '1806.08751' isi: - '000547464400001' intvolume: ' 9' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1806.08751 month: '07' oa: 1 oa_version: Preprint 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: 'Random Matrices: Theory and Application' publication_identifier: eissn: - '20103271' issn: - '20103263' publication_status: published publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 9 year: '2020' ... --- _id: '6185' abstract: - lang: eng text: 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). acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). The authors are very grateful to Johannes Alt for numerous discussions on the Dyson equation and for his invaluable help in adjusting [10] to the needs of the present work. article_processing_charge: Yes (via OA deal) 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: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: 'Erdös L, Krüger TH, Schröder DJ. Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. 2020;378:1203-1278. doi:10.1007/s00220-019-03657-4' apa: 'Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-019-03657-4' chicago: 'Erdös, László, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” Communications in Mathematical Physics. Springer Nature, 2020. https://doi.org/10.1007/s00220-019-03657-4.' ieee: 'L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random matrices I: Local law and the complex Hermitian case,” Communications in Mathematical Physics, vol. 378. Springer Nature, pp. 1203–1278, 2020.' ista: 'Erdös L, Krüger TH, Schröder DJ. 2020. Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. 378, 1203–1278.' mla: 'Erdös, László, et al. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” Communications in Mathematical Physics, vol. 378, Springer Nature, 2020, pp. 1203–78, doi:10.1007/s00220-019-03657-4.' short: L. Erdös, T.H. Krüger, D.J. Schröder, Communications in Mathematical Physics 378 (2020) 1203–1278. date_created: 2019-03-28T10:21:15Z date_published: 2020-09-01T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '01' ddc: - '530' - '510' department: - _id: LaEr doi: 10.1007/s00220-019-03657-4 ec_funded: 1 external_id: arxiv: - '1809.03971' isi: - '000529483000001' file: - access_level: open_access checksum: c3a683e2afdcea27afa6880b01e53dc2 content_type: application/pdf creator: dernst date_created: 2020-11-18T11:14:37Z date_updated: 2020-11-18T11:14:37Z file_id: '8771' file_name: 2020_CommMathPhysics_Erdoes.pdf file_size: 2904574 relation: main_file success: 1 file_date_updated: 2020-11-18T11:14:37Z has_accepted_license: '1' intvolume: ' 378' isi: 1 language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1203-1278 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Communications in Mathematical Physics publication_identifier: eissn: - 1432-0916 issn: - 0010-3616 publication_status: published publisher: Springer Nature quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: 'Cusp universality for random matrices I: Local law and the complex Hermitian case' 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 378 year: '2020' ... --- _id: '14694' abstract: - lang: eng text: 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. article_processing_charge: Yes article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. 2020;25:1421-1539. doi:10.4171/dm/780' apa: 'Alt, J., Erdös, L., & Krüger, T. H. (2020). The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. EMS Press. https://doi.org/10.4171/dm/780' chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica. EMS Press, 2020. https://doi.org/10.4171/dm/780.' ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and cusps,” Documenta Mathematica, vol. 25. EMS Press, pp. 1421–1539, 2020.' ista: 'Alt J, Erdös L, Krüger TH. 2020. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. 25, 1421–1539.' mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica, vol. 25, EMS Press, 2020, pp. 1421–539, doi:10.4171/dm/780.' short: J. Alt, L. Erdös, T.H. Krüger, Documenta Mathematica 25 (2020) 1421–1539. date_created: 2023-12-18T10:37:43Z date_published: 2020-09-01T00:00:00Z date_updated: 2023-12-18T10:46:09Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.4171/dm/780 external_id: arxiv: - '1804.07752' file: - access_level: open_access checksum: 12aacc1d63b852ff9a51c1f6b218d4a6 content_type: application/pdf creator: dernst date_created: 2023-12-18T10:42:32Z date_updated: 2023-12-18T10:42:32Z file_id: '14695' file_name: 2020_DocumentaMathematica_Alt.pdf file_size: 1374708 relation: main_file success: 1 file_date_updated: 2023-12-18T10:42:32Z has_accepted_license: '1' intvolume: ' 25' keyword: - General Mathematics language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1421-1539 publication: Documenta Mathematica publication_identifier: eissn: - 1431-0643 issn: - 1431-0635 publication_status: published publisher: EMS Press quality_controlled: '1' related_material: record: - id: '6183' relation: earlier_version status: public status: public title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps' 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: 25 year: '2020' ... --- _id: '6184' abstract: - lang: eng text: 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. article_processing_charge: No article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: 'Alt J, Erdös L, Krüger TH, Schröder DJ. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 2020;48(2):963-1001. doi:10.1214/19-AOP1379' apa: 'Alt, J., Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Correlated random matrices: Band rigidity and edge universality. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/19-AOP1379' chicago: 'Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/19-AOP1379.' ieee: 'J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices: Band rigidity and edge universality,” Annals of Probability, vol. 48, no. 2. Institute of Mathematical Statistics, pp. 963–1001, 2020.' ista: 'Alt J, Erdös L, Krüger TH, Schröder DJ. 2020. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 48(2), 963–1001.' mla: 'Alt, Johannes, et al. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability, vol. 48, no. 2, Institute of Mathematical Statistics, 2020, pp. 963–1001, doi:10.1214/19-AOP1379.' short: J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, Annals of Probability 48 (2020) 963–1001. date_created: 2019-03-28T09:20:08Z date_published: 2020-03-01T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '01' department: - _id: LaEr doi: 10.1214/19-AOP1379 ec_funded: 1 external_id: arxiv: - '1804.07744' isi: - '000528269100013' intvolume: ' 48' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.07744 month: '03' oa: 1 oa_version: Preprint page: 963-1001 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_identifier: issn: - 0091-1798 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: 'Correlated random matrices: Band rigidity and edge universality' type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 48 year: '2020' ... --- _id: '15063' abstract: - lang: eng text: 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). acknowledgement: Partially supported by ERC Advanced Grant No. 338804. This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No. 66538 article_processing_charge: No 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. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 2020;1(1):101-146. doi:10.2140/pmp.2020.1.101 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2020). Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2020.1.101 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics. Mathematical Sciences Publishers, 2020. https://doi.org/10.2140/pmp.2020.1.101. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least singular value of the shifted Ginibre ensemble,” Probability and Mathematical Physics, vol. 1, no. 1. Mathematical Sciences Publishers, pp. 101–146, 2020. ista: Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 1(1), 101–146. mla: Cipolloni, Giorgio, et al. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics, vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:10.2140/pmp.2020.1.101. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability and Mathematical Physics 1 (2020) 101–146. date_created: 2024-03-04T10:27:57Z date_published: 2020-11-16T00:00:00Z date_updated: 2024-03-04T10:33:15Z day: '16' department: - _id: LaEr doi: 10.2140/pmp.2020.1.101 ec_funded: 1 external_id: arxiv: - '1908.01653' intvolume: ' 1' issue: '1' keyword: - General Medicine language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.1908.01653 month: '11' oa: 1 oa_version: Preprint page: 101-146 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: Probability and Mathematical Physics publication_identifier: issn: - 2690-1005 - 2690-0998 publication_status: published publisher: Mathematical Sciences Publishers quality_controlled: '1' scopus_import: '1' status: public title: Optimal lower bound on the least singular value of the shifted Ginibre ensemble type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 1 year: '2020' ... --- _id: '15079' abstract: - lang: eng text: "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.\r\nThis 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." 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: Friedrich full_name: Götze, Friedrich last_name: Götze - first_name: Alice full_name: Guionnet, Alice last_name: Guionnet citation: ama: Erdös L, Götze F, Guionnet A. Random matrices. Oberwolfach Reports. 2020;16(4):3459-3527. doi:10.4171/owr/2019/56 apa: Erdös, L., Götze, F., & Guionnet, A. (2020). Random matrices. Oberwolfach Reports. European Mathematical Society. https://doi.org/10.4171/owr/2019/56 chicago: Erdös, László, Friedrich Götze, and Alice Guionnet. “Random Matrices.” Oberwolfach Reports. European Mathematical Society, 2020. https://doi.org/10.4171/owr/2019/56. ieee: L. Erdös, F. Götze, and A. Guionnet, “Random matrices,” Oberwolfach Reports, vol. 16, no. 4. European Mathematical Society, pp. 3459–3527, 2020. ista: Erdös L, Götze F, Guionnet A. 2020. Random matrices. Oberwolfach Reports. 16(4), 3459–3527. mla: Erdös, László, et al. “Random Matrices.” Oberwolfach Reports, vol. 16, no. 4, European Mathematical Society, 2020, pp. 3459–527, doi:10.4171/owr/2019/56. short: L. Erdös, F. Götze, A. Guionnet, Oberwolfach Reports 16 (2020) 3459–3527. date_created: 2024-03-05T07:54:44Z date_published: 2020-11-19T00:00:00Z date_updated: 2024-03-12T12:25:18Z day: '19' department: - _id: LaEr doi: 10.4171/owr/2019/56 intvolume: ' 16' issue: '4' language: - iso: eng month: '11' oa_version: None page: 3459-3527 publication: Oberwolfach Reports publication_identifier: issn: - 1660-8933 publication_status: published publisher: European Mathematical Society quality_controlled: '1' status: public title: Random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 16 year: '2020' ... --- _id: '7035' abstract: - lang: eng text: '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.' article_processing_charge: No author: - first_name: Gyorgy Pal full_name: Geher, Gyorgy Pal last_name: Geher - first_name: Tamas full_name: Titkos, Tamas last_name: Titkos - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: 'Geher GP, Titkos T, Virosztek D. Dirac masses and isometric rigidity. In: Kyoto RIMS Kôkyûroku. Vol 2125. Research Institute for Mathematical Sciences, Kyoto University; 2019:34-41.' apa: 'Geher, G. P., Titkos, T., & Virosztek, D. (2019). Dirac masses and isometric rigidity. In Kyoto RIMS Kôkyûroku (Vol. 2125, pp. 34–41). Kyoto, Japan: Research Institute for Mathematical Sciences, Kyoto University.' chicago: Geher, Gyorgy Pal, Tamas Titkos, and Daniel Virosztek. “Dirac Masses and Isometric Rigidity.” In Kyoto RIMS Kôkyûroku, 2125:34–41. Research Institute for Mathematical Sciences, Kyoto University, 2019. ieee: G. P. Geher, T. Titkos, and D. Virosztek, “Dirac masses and isometric rigidity,” in Kyoto RIMS Kôkyûroku, Kyoto, Japan, 2019, vol. 2125, pp. 34–41. ista: Geher GP, Titkos T, Virosztek D. 2019. Dirac masses and isometric rigidity. Kyoto RIMS Kôkyûroku. Research on isometries as preserver problems and related topics vol. 2125, 34–41. mla: Geher, Gyorgy Pal, et al. “Dirac Masses and Isometric Rigidity.” Kyoto RIMS Kôkyûroku, vol. 2125, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41. short: G.P. Geher, T. Titkos, D. Virosztek, in:, Kyoto RIMS Kôkyûroku, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41. conference: end_date: 2019-01-30 location: Kyoto, Japan name: Research on isometries as preserver problems and related topics start_date: 2019-01-28 date_created: 2019-11-18T15:39:53Z date_published: 2019-01-30T00:00:00Z date_updated: 2021-01-12T08:11:33Z day: '30' department: - _id: LaEr intvolume: ' 2125' language: - iso: eng main_file_link: - open_access: '1' url: http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku/contents/2125.html month: '01' oa: 1 oa_version: Submitted Version page: 34-41 publication: Kyoto RIMS Kôkyûroku publication_status: published publisher: Research Institute for Mathematical Sciences, Kyoto University quality_controlled: '1' status: public title: Dirac masses and isometric rigidity type: conference user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 2125 year: '2019' ... --- _id: '8175' abstract: - lang: eng text: 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. acknowledgement: "D.B. is especially grateful to Patrik Ferrari for suggesting simplifications in Section 3 and\r\nto Alessandra Occelli for suggesting the name for the models of Section 2.\r\n" article_number: '34' article_processing_charge: No author: - first_name: Dan full_name: Betea, Dan last_name: Betea - first_name: Jérémie full_name: Bouttier, Jérémie last_name: Bouttier - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar - first_name: Mirjana full_name: Vuletíc, Mirjana last_name: Vuletíc citation: ama: 'Betea D, Bouttier J, Nejjar P, Vuletíc M. New edge asymptotics of skew Young diagrams via free boundaries. In: Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. Formal Power Series and Algebraic Combinatorics; 2019.' apa: 'Betea, D., Bouttier, J., Nejjar, P., & Vuletíc, M. (2019). New edge asymptotics of skew Young diagrams via free boundaries. In Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. Ljubljana, Slovenia: Formal Power Series and Algebraic Combinatorics.' chicago: Betea, Dan, Jérémie Bouttier, Peter Nejjar, and Mirjana Vuletíc. “New Edge Asymptotics of Skew Young Diagrams via Free Boundaries.” In Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. Formal Power Series and Algebraic Combinatorics, 2019. ieee: D. Betea, J. Bouttier, P. Nejjar, and M. Vuletíc, “New edge asymptotics of skew Young diagrams via free boundaries,” in Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics, Ljubljana, Slovenia, 2019. ista: 'Betea D, Bouttier J, Nejjar P, Vuletíc M. 2019. New edge asymptotics of skew Young diagrams via free boundaries. Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics. FPSAC: International Conference on Formal Power Series and Algebraic Combinatorics, 34.' mla: Betea, Dan, et al. “New Edge Asymptotics of Skew Young Diagrams via Free Boundaries.” Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics, 34, Formal Power Series and Algebraic Combinatorics, 2019. short: D. Betea, J. Bouttier, P. Nejjar, M. Vuletíc, in:, Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics, Formal Power Series and Algebraic Combinatorics, 2019. conference: end_date: 2019-07-05 location: Ljubljana, Slovenia name: 'FPSAC: International Conference on Formal Power Series and Algebraic Combinatorics' start_date: 2019-07-01 date_created: 2020-07-26T22:01:04Z date_published: 2019-07-01T00:00:00Z date_updated: 2021-01-12T08:17:18Z day: '01' department: - _id: LaEr ec_funded: 1 external_id: arxiv: - '1902.08750' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1902.08750 month: '07' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics publication_status: published publisher: Formal Power Series and Algebraic Combinatorics quality_controlled: '1' scopus_import: '1' status: public title: New edge asymptotics of skew Young diagrams via free boundaries type: conference user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 year: '2019' ... --- _id: '405' abstract: - lang: eng text: 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. acknowledgement: The author was supported by the ISTFELLOW program of the Institute of Science and Technology Austria (project code IC1027FELL01) and partially supported by the Hungarian National Research, Development and Innovation Office – NKFIH (grant no. K124152) article_processing_charge: No article_type: original author: - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Virosztek D. Jointly convex quantum Jensen divergences. Linear Algebra and Its Applications. 2019;576:67-78. doi:10.1016/j.laa.2018.03.002 apa: Virosztek, D. (2019). Jointly convex quantum Jensen divergences. Linear Algebra and Its Applications. Elsevier. https://doi.org/10.1016/j.laa.2018.03.002 chicago: Virosztek, Daniel. “Jointly Convex Quantum Jensen Divergences.” Linear Algebra and Its Applications. Elsevier, 2019. https://doi.org/10.1016/j.laa.2018.03.002. ieee: D. Virosztek, “Jointly convex quantum Jensen divergences,” Linear Algebra and Its Applications, vol. 576. Elsevier, pp. 67–78, 2019. ista: Virosztek D. 2019. Jointly convex quantum Jensen divergences. Linear Algebra and Its Applications. 576, 67–78. mla: Virosztek, Daniel. “Jointly Convex Quantum Jensen Divergences.” Linear Algebra and Its Applications, vol. 576, Elsevier, 2019, pp. 67–78, doi:10.1016/j.laa.2018.03.002. short: D. Virosztek, Linear Algebra and Its Applications 576 (2019) 67–78. date_created: 2018-12-11T11:46:17Z date_published: 2019-09-01T00:00:00Z date_updated: 2023-08-24T14:31:47Z day: '01' department: - _id: LaEr doi: 10.1016/j.laa.2018.03.002 ec_funded: 1 external_id: arxiv: - '1712.05324' isi: - '000470955300005' intvolume: ' 576' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1712.05324 month: '09' oa: 1 oa_version: Preprint page: 67-78 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Linear Algebra and Its Applications publication_status: published publisher: Elsevier publist_id: '7424' quality_controlled: '1' scopus_import: '1' status: public title: Jointly convex quantum Jensen divergences type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 576 year: '2019' ... --- _id: '429' abstract: - lang: eng text: 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. acknowledgement: "Open access funding provided by Institute of Science and Technology (IST Austria).\r\n" article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Ajanki OH, Erdös L, Krüger TH. Stability of the matrix Dyson equation and random matrices with correlations. Probability Theory and Related Fields. 2019;173(1-2):293–373. doi:10.1007/s00440-018-0835-z apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2019). Stability of the matrix Dyson equation and random matrices with correlations. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-018-0835-z chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Stability of the Matrix Dyson Equation and Random Matrices with Correlations.” Probability Theory and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0835-z. ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Stability of the matrix Dyson equation and random matrices with correlations,” Probability Theory and Related Fields, vol. 173, no. 1–2. Springer, pp. 293–373, 2019. ista: Ajanki OH, Erdös L, Krüger TH. 2019. Stability of the matrix Dyson equation and random matrices with correlations. Probability Theory and Related Fields. 173(1–2), 293–373. mla: Ajanki, Oskari H., et al. “Stability of the Matrix Dyson Equation and Random Matrices with Correlations.” Probability Theory and Related Fields, vol. 173, no. 1–2, Springer, 2019, pp. 293–373, doi:10.1007/s00440-018-0835-z. short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 173 (2019) 293–373. date_created: 2018-12-11T11:46:25Z date_published: 2019-02-01T00:00:00Z date_updated: 2023-08-24T14:39:00Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00440-018-0835-z ec_funded: 1 external_id: isi: - '000459396500007' file: - access_level: open_access checksum: f9354fa5c71f9edd17132588f0dc7d01 content_type: application/pdf creator: dernst date_created: 2018-12-17T16:12:08Z date_updated: 2020-07-14T12:46:26Z file_id: '5720' file_name: 2018_ProbTheory_Ajanki.pdf file_size: 1201840 relation: main_file file_date_updated: 2020-07-14T12:46:26Z has_accepted_license: '1' intvolume: ' 173' isi: 1 issue: 1-2 language: - iso: eng month: '02' oa: 1 oa_version: Published Version page: 293–373 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Probability Theory and Related Fields publication_identifier: eissn: - '14322064' issn: - '01788051' publication_status: published publisher: Springer publist_id: '7394' quality_controlled: '1' scopus_import: '1' status: public title: Stability of the matrix Dyson equation and random matrices with correlations 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 173 year: '2019' ... --- _id: '6086' abstract: - lang: eng text: 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. article_processing_charge: No author: - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 - first_name: Disheng full_name: Xu, Disheng last_name: Xu citation: ama: Sadel C, Xu D. Singular analytic linear cocycles with negative infinite Lyapunov exponents. Ergodic Theory and Dynamical Systems. 2019;39(4):1082-1098. doi:10.1017/etds.2017.52 apa: Sadel, C., & Xu, D. (2019). Singular analytic linear cocycles with negative infinite Lyapunov exponents. Ergodic Theory and Dynamical Systems. Cambridge University Press. https://doi.org/10.1017/etds.2017.52 chicago: Sadel, Christian, and Disheng Xu. “Singular Analytic Linear Cocycles with Negative Infinite Lyapunov Exponents.” Ergodic Theory and Dynamical Systems. Cambridge University Press, 2019. https://doi.org/10.1017/etds.2017.52. ieee: C. Sadel and D. Xu, “Singular analytic linear cocycles with negative infinite Lyapunov exponents,” Ergodic Theory and Dynamical Systems, vol. 39, no. 4. Cambridge University Press, pp. 1082–1098, 2019. ista: Sadel C, Xu D. 2019. Singular analytic linear cocycles with negative infinite Lyapunov exponents. Ergodic Theory and Dynamical Systems. 39(4), 1082–1098. mla: Sadel, Christian, and Disheng Xu. “Singular Analytic Linear Cocycles with Negative Infinite Lyapunov Exponents.” Ergodic Theory and Dynamical Systems, vol. 39, no. 4, Cambridge University Press, 2019, pp. 1082–98, doi:10.1017/etds.2017.52. short: C. Sadel, D. Xu, Ergodic Theory and Dynamical Systems 39 (2019) 1082–1098. date_created: 2019-03-10T22:59:18Z date_published: 2019-04-01T00:00:00Z date_updated: 2023-08-25T08:03:30Z day: '01' department: - _id: LaEr doi: 10.1017/etds.2017.52 ec_funded: 1 external_id: arxiv: - '1601.06118' isi: - '000459725600012' intvolume: ' 39' isi: 1 issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1601.06118 month: '04' oa: 1 oa_version: Preprint page: 1082-1098 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Ergodic Theory and Dynamical Systems publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: Singular analytic linear cocycles with negative infinite Lyapunov exponents type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 39 year: '2019' ... --- _id: '6511' abstract: - lang: eng text: 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). article_processing_charge: No author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local single ring theorem on optimal scale. Annals of Probability. 2019;47(3):1270-1334. doi:10.1214/18-AOP1284 apa: Bao, Z., Erdös, L., & Schnelli, K. (2019). Local single ring theorem on optimal scale. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1284 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1284. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,” Annals of Probability, vol. 47, no. 3. Institute of Mathematical Statistics, pp. 1270–1334, 2019. ista: Bao Z, Erdös L, Schnelli K. 2019. Local single ring theorem on optimal scale. Annals of Probability. 47(3), 1270–1334. mla: Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Institute of Mathematical Statistics, 2019, pp. 1270–334, doi:10.1214/18-AOP1284. short: Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334. date_created: 2019-06-02T21:59:13Z date_published: 2019-05-01T00:00:00Z date_updated: 2023-08-28T09:32:29Z day: '01' department: - _id: LaEr doi: 10.1214/18-AOP1284 ec_funded: 1 external_id: arxiv: - '1612.05920' isi: - '000466616100003' intvolume: ' 47' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1612.05920 month: '05' oa: 1 oa_version: Preprint page: 1270-1334 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_identifier: issn: - '00911798' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Local single ring theorem on optimal scale type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 47 year: '2019' ... --- _id: '6843' abstract: - lang: eng text: 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 0Journal of Mathematical Analysis and Applications. 2019;480(2). doi:10.1016/j.jmaa.2019.123435 apa: Gehér, G. P., Titkos, T., & Virosztek, D. (2019). On isometric embeddings of Wasserstein spaces – the discrete case. Journal of Mathematical Analysis and Applications. Elsevier. https://doi.org/10.1016/j.jmaa.2019.123435 chicago: Gehér, György Pál, Tamás Titkos, and Daniel Virosztek. “On Isometric Embeddings of Wasserstein Spaces – the Discrete Case.” Journal of Mathematical Analysis and Applications. Elsevier, 2019. https://doi.org/10.1016/j.jmaa.2019.123435. ieee: G. P. Gehér, T. Titkos, and D. Virosztek, “On isometric embeddings of Wasserstein spaces – the discrete case,” Journal of Mathematical Analysis and Applications, vol. 480, no. 2. Elsevier, 2019. ista: Gehér GP, Titkos T, Virosztek D. 2019. On isometric embeddings of Wasserstein spaces – the discrete case. Journal of Mathematical Analysis and Applications. 480(2), 123435. mla: Gehér, György Pál, et al. “On Isometric Embeddings of Wasserstein Spaces – the Discrete Case.” Journal of Mathematical Analysis and Applications, vol. 480, no. 2, 123435, Elsevier, 2019, doi:10.1016/j.jmaa.2019.123435. short: G.P. Gehér, T. Titkos, D. Virosztek, Journal of Mathematical Analysis and Applications 480 (2019). date_created: 2019-09-01T22:01:01Z date_published: 2019-12-15T00:00:00Z date_updated: 2023-08-29T07:18:50Z day: '15' department: - _id: LaEr doi: 10.1016/j.jmaa.2019.123435 ec_funded: 1 external_id: arxiv: - '1809.01101' isi: - '000486563900031' intvolume: ' 480' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1809.01101 month: '12' oa: 1 oa_version: Preprint project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Journal of Mathematical Analysis and Applications publication_identifier: eissn: - '10960813' issn: - 0022247X publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: On isometric embeddings of Wasserstein spaces – the discrete case type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 480 year: '2019' ... --- _id: '7423' abstract: - lang: eng text: '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.' article_processing_charge: No article_type: original author: - first_name: Gernot full_name: Akemann, Gernot last_name: Akemann - first_name: Tomasz full_name: Checinski, Tomasz last_name: Checinski - first_name: Dangzheng full_name: Liu, Dangzheng id: 2F947E34-F248-11E8-B48F-1D18A9856A87 last_name: Liu - first_name: Eugene full_name: Strahov, Eugene last_name: Strahov citation: ama: 'Akemann G, Checinski T, Liu D, Strahov E. Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. 2019;55(1):441-479. doi:10.1214/18-aihp888' apa: 'Akemann, G., Checinski, T., Liu, D., & Strahov, E. (2019). Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. Institute of Mathematical Statistics. https://doi.org/10.1214/18-aihp888' chicago: 'Akemann, Gernot, Tomasz Checinski, Dangzheng Liu, and Eugene Strahov. “Finite Rank Perturbations in Products of Coupled Random Matrices: From One Correlated to Two Wishart Ensembles.” Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-aihp888.' ieee: 'G. Akemann, T. Checinski, D. Liu, and E. Strahov, “Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles,” Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, vol. 55, no. 1. Institute of Mathematical Statistics, pp. 441–479, 2019.' ista: 'Akemann G, Checinski T, Liu D, Strahov E. 2019. Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. 55(1), 441–479.' mla: 'Akemann, Gernot, et al. “Finite Rank Perturbations in Products of Coupled Random Matrices: From One Correlated to Two Wishart Ensembles.” Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, vol. 55, no. 1, Institute of Mathematical Statistics, 2019, pp. 441–79, doi:10.1214/18-aihp888.' short: G. Akemann, T. Checinski, D. Liu, E. Strahov, Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 55 (2019) 441–479. date_created: 2020-01-30T10:36:50Z date_published: 2019-02-01T00:00:00Z date_updated: 2023-09-06T14:58:39Z day: '01' department: - _id: LaEr doi: 10.1214/18-aihp888 external_id: arxiv: - '1704.05224' isi: - '000456070200013' intvolume: ' 55' isi: 1 issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1704.05224 month: '02' oa: 1 oa_version: Preprint page: 441-479 publication: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' status: public title: 'Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles' type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 55 year: '2019' ... --- _id: '6182' abstract: - lang: eng text: "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\r\na systematic diagrammatic control of a multivariate cumulant expansion." article_number: e8 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: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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: Erdös L, Krüger TH, Schröder DJ. Random matrices with slow correlation decay. Forum of Mathematics, Sigma. 2019;7. doi:10.1017/fms.2019.2 apa: Erdös, L., Krüger, T. H., & Schröder, D. J. (2019). Random matrices with slow correlation decay. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2019.2 chicago: Erdös, László, Torben H Krüger, and Dominik J Schröder. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma. Cambridge University Press, 2019. https://doi.org/10.1017/fms.2019.2. ieee: L. Erdös, T. H. Krüger, and D. J. Schröder, “Random matrices with slow correlation decay,” Forum of Mathematics, Sigma, vol. 7. Cambridge University Press, 2019. ista: Erdös L, Krüger TH, Schröder DJ. 2019. Random matrices with slow correlation decay. Forum of Mathematics, Sigma. 7, e8. mla: Erdös, László, et al. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma, vol. 7, e8, Cambridge University Press, 2019, doi:10.1017/fms.2019.2. short: L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma 7 (2019). date_created: 2019-03-28T09:05:23Z date_published: 2019-03-26T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '26' ddc: - '510' department: - _id: LaEr doi: 10.1017/fms.2019.2 ec_funded: 1 external_id: arxiv: - '1705.10661' isi: - '000488847100001' file: - access_level: open_access checksum: 933a472568221c73b2c3ce8c87bf6d15 content_type: application/pdf creator: dernst date_created: 2019-09-17T14:24:13Z date_updated: 2020-07-14T12:47:22Z file_id: '6883' file_name: 2019_Forum_Erdoes.pdf file_size: 1520344 relation: main_file file_date_updated: 2020-07-14T12:47:22Z has_accepted_license: '1' intvolume: ' 7' isi: 1 language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Forum of Mathematics, Sigma publication_identifier: eissn: - '20505094' publication_status: published publisher: Cambridge University Press quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: Random matrices with slow correlation decay 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 7 year: '2019' ... --- _id: '6186' abstract: - lang: eng text: "We prove that the local eigenvalue statistics of real symmetric Wigner-type\r\nmatrices near the cusp points of the eigenvalue density are universal. Together\r\nwith the companion paper [arXiv:1809.03971], which proves the same result for\r\nthe complex Hermitian symmetry class, this completes the last remaining case of\r\nthe Wigner-Dyson-Mehta universality conjecture after bulk and edge\r\nuniversalities have been established in the last years. We extend the recent\r\nDyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp\r\nregime using the optimal local law from [arXiv:1809.03971] and the accurate\r\nlocal shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752].\r\nWe also present a PDE-based method to improve the estimate on eigenvalue\r\nrigidity via the maximum principle of the heat flow related to the Dyson\r\nBrownian motion." article_processing_charge: No 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: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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, Krüger TH, Schröder DJ. Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . 2019;1(4):615–707. doi:10.2140/paa.2019.1.615' apa: 'Cipolloni, G., Erdös, L., Krüger, T. H., & Schröder, D. J. (2019). Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . MSP. https://doi.org/10.2140/paa.2019.1.615' chicago: 'Cipolloni, Giorgio, László Erdös, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis . MSP, 2019. https://doi.org/10.2140/paa.2019.1.615.' ieee: 'G. Cipolloni, L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random matrices, II: The real symmetric case,” Pure and Applied Analysis , vol. 1, no. 4. MSP, pp. 615–707, 2019.' ista: 'Cipolloni G, Erdös L, Krüger TH, Schröder DJ. 2019. Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . 1(4), 615–707.' mla: 'Cipolloni, Giorgio, et al. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis , vol. 1, no. 4, MSP, 2019, pp. 615–707, doi:10.2140/paa.2019.1.615.' short: G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, Pure and Applied Analysis 1 (2019) 615–707. date_created: 2019-03-28T10:21:17Z date_published: 2019-10-12T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '12' department: - _id: LaEr doi: 10.2140/paa.2019.1.615 ec_funded: 1 external_id: arxiv: - '1811.04055' intvolume: ' 1' issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1811.04055 month: '10' oa: 1 oa_version: Preprint page: 615–707 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: 'Pure and Applied Analysis ' publication_identifier: eissn: - 2578-5885 issn: - 2578-5893 publication_status: published publisher: MSP quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public status: public title: 'Cusp universality for random matrices, II: The real symmetric case' type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 1 year: '2019' ... --- _id: '10879' abstract: - lang: eng text: We study effects of a bounded and compactly supported perturbation on multidimensional continuum random Schrödinger operators in the region of complete localisation. Our main emphasis is on Anderson orthogonality for random Schrödinger operators. Among others, we prove that Anderson orthogonality does occur for Fermi energies in the region of complete localisation with a non-zero probability. This partially confirms recent non-rigorous findings [V. Khemani et al., Nature Phys. 11 (2015), 560–565]. The spectral shift function plays an important role in our analysis of Anderson orthogonality. We identify it with the index of the corresponding pair of spectral projections and explore the consequences thereof. All our results rely on the main technical estimate of this paper which guarantees separate exponential decay of the disorder-averaged Schatten p-norm of χa(f(H)−f(Hτ))χb in a and b. Here, Hτ is a perturbation of the random Schrödinger operator H, χa is the multiplication operator corresponding to the indicator function of a unit cube centred about a∈Rd, and f is in a suitable class of functions of bounded variation with distributional derivative supported in the region of complete localisation for H. acknowledgement: M.G. was supported by the DFG under grant GE 2871/1-1. article_processing_charge: No article_type: original author: - first_name: Adrian M full_name: Dietlein, Adrian M id: 317CB464-F248-11E8-B48F-1D18A9856A87 last_name: Dietlein - first_name: Martin full_name: Gebert, Martin last_name: Gebert - first_name: Peter full_name: Müller, Peter last_name: Müller citation: ama: Dietlein AM, Gebert M, Müller P. Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function. Journal of Spectral Theory. 2019;9(3):921-965. doi:10.4171/jst/267 apa: Dietlein, A. M., Gebert, M., & Müller, P. (2019). Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function. Journal of Spectral Theory. European Mathematical Society Publishing House. https://doi.org/10.4171/jst/267 chicago: Dietlein, Adrian M, Martin Gebert, and Peter Müller. “Perturbations of Continuum Random Schrödinger Operators with Applications to Anderson Orthogonality and the Spectral Shift Function.” Journal of Spectral Theory. European Mathematical Society Publishing House, 2019. https://doi.org/10.4171/jst/267. ieee: A. M. Dietlein, M. Gebert, and P. Müller, “Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function,” Journal of Spectral Theory, vol. 9, no. 3. European Mathematical Society Publishing House, pp. 921–965, 2019. ista: Dietlein AM, Gebert M, Müller P. 2019. Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function. Journal of Spectral Theory. 9(3), 921–965. mla: Dietlein, Adrian M., et al. “Perturbations of Continuum Random Schrödinger Operators with Applications to Anderson Orthogonality and the Spectral Shift Function.” Journal of Spectral Theory, vol. 9, no. 3, European Mathematical Society Publishing House, 2019, pp. 921–65, doi:10.4171/jst/267. short: A.M. Dietlein, M. Gebert, P. Müller, Journal of Spectral Theory 9 (2019) 921–965. date_created: 2022-03-18T12:36:42Z date_published: 2019-03-01T00:00:00Z date_updated: 2023-09-08T11:35:31Z day: '01' department: - _id: LaEr doi: 10.4171/jst/267 external_id: arxiv: - '1701.02956' isi: - '000484709400006' intvolume: ' 9' isi: 1 issue: '3' keyword: - Random Schrödinger operators - spectral shift function - Anderson orthogonality language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1701.02956 month: '03' oa: 1 oa_version: Preprint page: 921-965 publication: Journal of Spectral Theory publication_identifier: issn: - 1664-039X publication_status: published publisher: European Mathematical Society Publishing House quality_controlled: '1' scopus_import: '1' status: public title: Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 9 year: '2019' ... --- _id: '72' abstract: - lang: eng text: 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. article_processing_charge: No article_type: original author: - first_name: Patrick full_name: Ferrari, Patrick last_name: Ferrari - first_name: Promit full_name: Ghosal, Promit last_name: Ghosal - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar citation: ama: Ferrari P, Ghosal P, Nejjar P. Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. 2019;55(3):1203-1225. doi:10.1214/18-AIHP916 apa: Ferrari, P., Ghosal, P., & Nejjar, P. (2019). Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AIHP916 chicago: Ferrari, Patrick, Promit Ghosal, and Peter Nejjar. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AIHP916. ieee: P. Ferrari, P. Ghosal, and P. Nejjar, “Limit law of a second class particle in TASEP with non-random initial condition,” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 55, no. 3. Institute of Mathematical Statistics, pp. 1203–1225, 2019. ista: Ferrari P, Ghosal P, Nejjar P. 2019. Limit law of a second class particle in TASEP with non-random initial condition. Annales de l’institut Henri Poincare (B) Probability and Statistics. 55(3), 1203–1225. mla: Ferrari, Patrick, et al. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 55, no. 3, Institute of Mathematical Statistics, 2019, pp. 1203–25, doi:10.1214/18-AIHP916. short: P. Ferrari, P. Ghosal, P. Nejjar, Annales de l’institut Henri Poincare (B) Probability and Statistics 55 (2019) 1203–1225. date_created: 2018-12-11T11:44:29Z date_published: 2019-09-25T00:00:00Z date_updated: 2023-10-17T08:53:45Z day: '25' department: - _id: LaEr - _id: JaMa doi: 10.1214/18-AIHP916 ec_funded: 1 external_id: arxiv: - '1710.02323' isi: - '000487763200001' intvolume: ' 55' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1710.02323 month: '09' oa: 1 oa_version: Preprint page: 1203-1225 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Annales de l'institut Henri Poincare (B) Probability and Statistics publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Limit law of a second class particle in TASEP with non-random initial condition type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 55 year: '2019' ... --- _id: '6240' abstract: - lang: eng text: 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. article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Alt J, Erdös L, Krüger TH, Nemish Y. Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. 2019;55(2):661-696. doi:10.1214/18-AIHP894 apa: Alt, J., Erdös, L., Krüger, T. H., & Nemish, Y. (2019). Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. Institut Henri Poincaré. https://doi.org/10.1214/18-AIHP894 chicago: Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare. Institut Henri Poincaré, 2019. https://doi.org/10.1214/18-AIHP894. ieee: J. Alt, L. Erdös, T. H. Krüger, and Y. Nemish, “Location of the spectrum of Kronecker random matrices,” Annales de l’institut Henri Poincare, vol. 55, no. 2. Institut Henri Poincaré, pp. 661–696, 2019. ista: Alt J, Erdös L, Krüger TH, Nemish Y. 2019. Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. 55(2), 661–696. mla: Alt, Johannes, et al. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare, vol. 55, no. 2, Institut Henri Poincaré, 2019, pp. 661–96, doi:10.1214/18-AIHP894. short: J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’institut Henri Poincare 55 (2019) 661–696. date_created: 2019-04-08T14:05:04Z date_published: 2019-05-01T00:00:00Z date_updated: 2023-10-17T12:20:20Z day: '01' department: - _id: LaEr doi: 10.1214/18-AIHP894 ec_funded: 1 external_id: arxiv: - '1706.08343' isi: - '000467793600003' intvolume: ' 55' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1706.08343 month: '05' oa: 1 oa_version: Preprint page: 661-696 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annales de l'institut Henri Poincare publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institut Henri Poincaré quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: '1' status: public title: Location of the spectrum of Kronecker random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 55 year: '2019' ... --- _id: '6179' abstract: - lang: eng text: "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.\r\nIn 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.\r\nIn 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." alternative_title: - ISTA Thesis article_processing_charge: No author: - 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: 'Schröder DJ. From Dyson to Pearcey: Universal statistics in random matrix theory. 2019. doi:10.15479/AT:ISTA:th6179' apa: 'Schröder, D. J. (2019). From Dyson to Pearcey: Universal statistics in random matrix theory. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:th6179' chicago: 'Schröder, Dominik J. “From Dyson to Pearcey: Universal Statistics in Random Matrix Theory.” Institute of Science and Technology Austria, 2019. https://doi.org/10.15479/AT:ISTA:th6179.' ieee: 'D. J. Schröder, “From Dyson to Pearcey: Universal statistics in random matrix theory,” Institute of Science and Technology Austria, 2019.' ista: 'Schröder DJ. 2019. From Dyson to Pearcey: Universal statistics in random matrix theory. Institute of Science and Technology Austria.' mla: 'Schröder, Dominik J. From Dyson to Pearcey: Universal Statistics in Random Matrix Theory. Institute of Science and Technology Austria, 2019, doi:10.15479/AT:ISTA:th6179.' short: 'D.J. Schröder, From Dyson to Pearcey: Universal Statistics in Random Matrix Theory, Institute of Science and Technology Austria, 2019.' date_created: 2019-03-28T08:58:59Z date_published: 2019-03-18T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '18' ddc: - '515' - '519' degree_awarded: PhD department: - _id: LaEr doi: 10.15479/AT:ISTA:th6179 ec_funded: 1 file: - access_level: closed checksum: 6926f66f28079a81c4937e3764be00fc content_type: application/x-gzip creator: dernst date_created: 2019-03-28T08:53:52Z date_updated: 2020-07-14T12:47:21Z file_id: '6180' file_name: 2019_Schroeder_Thesis.tar.gz file_size: 7104482 relation: source_file - access_level: open_access checksum: 7d0ebb8d1207e89768cdd497a5bf80fb content_type: application/pdf creator: dernst date_created: 2019-03-28T08:53:52Z date_updated: 2020-07-14T12:47:21Z file_id: '6181' file_name: 2019_Schroeder_Thesis.pdf file_size: 4228794 relation: main_file file_date_updated: 2020-07-14T12:47:21Z has_accepted_license: '1' language: - iso: eng month: '03' oa: 1 oa_version: Published Version page: '375' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: issn: - 2663-337X publication_status: published publisher: Institute of Science and Technology Austria related_material: record: - id: '1144' relation: part_of_dissertation status: public - id: '6186' relation: part_of_dissertation status: public - id: '6185' relation: part_of_dissertation status: public - id: '6182' relation: part_of_dissertation status: public - id: '1012' relation: part_of_dissertation status: public - id: '6184' relation: part_of_dissertation status: public status: public supervisor: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 title: 'From Dyson to Pearcey: Universal statistics in random matrix theory' type: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2019' ... --- _id: '690' abstract: - lang: eng text: We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdős–Rényi graph model G(N, p). We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy–Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the Erdős–Rényi graph this establishes the Tracy–Widom fluctuations of the second largest eigenvalue when p is much larger than N−2/3 with a deterministic shift of order (Np)−1. article_number: 543-616 author: - first_name: Jii full_name: Lee, Jii last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 2018;171(1-2). doi:10.1007/s00440-017-0787-8 apa: Lee, J., & Schnelli, K. (2018). Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-017-0787-8 chicago: Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields. Springer, 2018. https://doi.org/10.1007/s00440-017-0787-8. ieee: J. Lee and K. Schnelli, “Local law and Tracy–Widom limit for sparse random matrices,” Probability Theory and Related Fields, vol. 171, no. 1–2. Springer, 2018. ista: Lee J, Schnelli K. 2018. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 171(1–2), 543–616. mla: Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields, vol. 171, no. 1–2, 543–616, Springer, 2018, doi:10.1007/s00440-017-0787-8. short: J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018). date_created: 2018-12-11T11:47:56Z date_published: 2018-06-14T00:00:00Z date_updated: 2021-01-12T08:09:33Z day: '14' department: - _id: LaEr doi: 10.1007/s00440-017-0787-8 ec_funded: 1 external_id: arxiv: - '1605.08767' intvolume: ' 171' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1605.08767 month: '06' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_status: published publisher: Springer publist_id: '7017' quality_controlled: '1' scopus_import: 1 status: public title: Local law and Tracy–Widom limit for sparse random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 171 year: '2018' ... --- _id: '566' abstract: - lang: eng text: "We consider large random matrices X with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical variances, the limiting density is uniform. In this special case, the local circular law by Bourgade et. al. [11,12] shows that the empirical density converges even locally on scales slightly above the typical eigenvalue spacing. In the general case, the limiting density is typically inhomogeneous and it is obtained via solving a system of deterministic equations. Our main result is the local inhomogeneous circular law in the bulk spectrum on the optimal scale for a general variance profile of the entries of X. \r\n\r\n" article_processing_charge: No article_type: original author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Alt J, Erdös L, Krüger TH. Local inhomogeneous circular law. Annals Applied Probability . 2018;28(1):148-203. doi:10.1214/17-AAP1302 apa: Alt, J., Erdös, L., & Krüger, T. H. (2018). Local inhomogeneous circular law. Annals Applied Probability . Institute of Mathematical Statistics. https://doi.org/10.1214/17-AAP1302 chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Inhomogeneous Circular Law.” Annals Applied Probability . Institute of Mathematical Statistics, 2018. https://doi.org/10.1214/17-AAP1302. ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local inhomogeneous circular law,” Annals Applied Probability , vol. 28, no. 1. Institute of Mathematical Statistics, pp. 148–203, 2018. ista: Alt J, Erdös L, Krüger TH. 2018. Local inhomogeneous circular law. Annals Applied Probability . 28(1), 148–203. mla: Alt, Johannes, et al. “Local Inhomogeneous Circular Law.” Annals Applied Probability , vol. 28, no. 1, Institute of Mathematical Statistics, 2018, pp. 148–203, doi:10.1214/17-AAP1302. short: J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability 28 (2018) 148–203. date_created: 2018-12-11T11:47:13Z date_published: 2018-03-03T00:00:00Z date_updated: 2023-09-13T08:47:52Z day: '03' department: - _id: LaEr doi: 10.1214/17-AAP1302 ec_funded: 1 external_id: arxiv: - '1612.07776 ' isi: - '000431721800005' intvolume: ' 28' isi: 1 issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: 'https://arxiv.org/abs/1612.07776 ' month: '03' oa: 1 oa_version: Preprint page: 148-203 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: 'Annals Applied Probability ' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: '1' status: public title: Local inhomogeneous circular law type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 28 year: '2018' ... --- _id: '181' abstract: - lang: eng text: We consider large random matrices X with centered, independent entries but possibly di erent variances. We compute the normalized trace of f(X)g(X∗) for f, g functions analytic on the spectrum of X. We use these results to compute the long time asymptotics for systems of coupled di erential equations with random coe cients. We show that when the coupling is critical, the norm squared of the solution decays like t−1/2. acknowledgement: The work of the second author was also partially supported by the Hausdorff Center of Mathematics. article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: David T full_name: Renfrew, David T id: 4845BF6A-F248-11E8-B48F-1D18A9856A87 last_name: Renfrew orcid: 0000-0003-3493-121X citation: ama: Erdös L, Krüger TH, Renfrew DT. Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. 2018;50(3):3271-3290. doi:10.1137/17M1143125 apa: Erdös, L., Krüger, T. H., & Renfrew, D. T. (2018). Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics . https://doi.org/10.1137/17M1143125 chicago: Erdös, László, Torben H Krüger, and David T Renfrew. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics , 2018. https://doi.org/10.1137/17M1143125. ieee: L. Erdös, T. H. Krüger, and D. T. Renfrew, “Power law decay for systems of randomly coupled differential equations,” SIAM Journal on Mathematical Analysis, vol. 50, no. 3. Society for Industrial and Applied Mathematics , pp. 3271–3290, 2018. ista: Erdös L, Krüger TH, Renfrew DT. 2018. Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. 50(3), 3271–3290. mla: Erdös, László, et al. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis, vol. 50, no. 3, Society for Industrial and Applied Mathematics , 2018, pp. 3271–90, doi:10.1137/17M1143125. short: L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis 50 (2018) 3271–3290. date_created: 2018-12-11T11:45:03Z date_published: 2018-01-01T00:00:00Z date_updated: 2023-09-15T12:05:52Z day: '01' department: - _id: LaEr doi: 10.1137/17M1143125 ec_funded: 1 external_id: arxiv: - '1708.01546' isi: - '000437018500032' intvolume: ' 50' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1708.01546 month: '01' oa: 1 oa_version: Published Version page: 3271 - 3290 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 258F40A4-B435-11E9-9278-68D0E5697425 call_identifier: FWF grant_number: M02080 name: Structured Non-Hermitian Random Matrices publication: SIAM Journal on Mathematical Analysis publication_status: published publisher: 'Society for Industrial and Applied Mathematics ' publist_id: '7740' quality_controlled: '1' scopus_import: '1' status: public title: Power law decay for systems of randomly coupled differential equations type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 50 year: '2018' ... --- _id: '5971' abstract: - lang: eng text: "We consider a Wigner-type ensemble, i.e. large hermitian N×N random matrices H=H∗ with centered independent entries and with a general matrix of variances Sxy=\U0001D53C∣∣Hxy∣∣2. The norm of H is asymptotically given by the maximum of the support of the self-consistent density of states. We establish a bound on this maximum in terms of norms of powers of S that substantially improves the earlier bound 2∥S∥1/2∞ given in [O. Ajanki, L. Erdős and T. Krüger, Universality for general Wigner-type matrices, Prob. Theor. Rel. Fields169 (2017) 667–727]. The key element of the proof is an effective Markov chain approximation for the contributions of the weighted Dyck paths appearing in the iterative solution of the corresponding Dyson equation." article_number: '1950009' article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Peter full_name: Mühlbacher, Peter last_name: Mühlbacher citation: ama: 'Erdös L, Mühlbacher P. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications. 2018. doi:10.1142/s2010326319500096' apa: 'Erdös, L., & Mühlbacher, P. (2018). Bounds on the norm of Wigner-type random matrices. Random Matrices: Theory and Applications. World Scientific Publishing. https://doi.org/10.1142/s2010326319500096' chicago: 'Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications. World Scientific Publishing, 2018. https://doi.org/10.1142/s2010326319500096.' ieee: 'L. Erdös and P. Mühlbacher, “Bounds on the norm of Wigner-type random matrices,” Random matrices: Theory and applications. World Scientific Publishing, 2018.' ista: 'Erdös L, Mühlbacher P. 2018. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications., 1950009.' mla: 'Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications, 1950009, World Scientific Publishing, 2018, doi:10.1142/s2010326319500096.' short: 'L. Erdös, P. Mühlbacher, Random Matrices: Theory and Applications (2018).' date_created: 2019-02-13T10:40:54Z date_published: 2018-09-26T00:00:00Z date_updated: 2023-09-19T14:24:05Z day: '26' department: - _id: LaEr doi: 10.1142/s2010326319500096 ec_funded: 1 external_id: arxiv: - '1802.05175' isi: - '000477677200002' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1802.05175 month: '09' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: 'Random matrices: Theory and applications' publication_identifier: eissn: - 2010-3271 issn: - 2010-3263 publication_status: published publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Bounds on the norm of Wigner-type random matrices type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ... --- _id: '1012' abstract: - lang: eng text: We prove a new central limit theorem (CLT) for the difference of linear eigenvalue statistics of a Wigner random matrix H and its minor H and find that the fluctuation is much smaller than the fluctuations of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of H and H. In particular, our theorem identifies the fluctuation of Kerov's rectangular Young diagrams, defined by the interlacing eigenvalues ofH and H, around their asymptotic shape, the Vershik'Kerov'Logan'Shepp curve. Young diagrams equipped with the Plancherel measure follow the same limiting shape. For this, algebraically motivated, ensemble a CLT has been obtained in Ivanov and Olshanski [20] which is structurally similar to our result but the variance is different, indicating that the analogy between the two models has its limitations. Moreover, our theorem shows that Borodin's result [7] on the convergence of the spectral distribution of Wigner matrices to a Gaussian free field also holds in derivative sense. article_processing_charge: No author: - 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: Erdös L, Schröder DJ. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018;2018(10):3255-3298. doi:10.1093/imrn/rnw330 apa: Erdös, L., & Schröder, D. J. (2018). Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. Oxford University Press. https://doi.org/10.1093/imrn/rnw330 chicago: Erdös, László, and Dominik J Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices. Oxford University Press, 2018. https://doi.org/10.1093/imrn/rnw330. ieee: L. Erdös and D. J. Schröder, “Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues,” International Mathematics Research Notices, vol. 2018, no. 10. Oxford University Press, pp. 3255–3298, 2018. ista: Erdös L, Schröder DJ. 2018. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018(10), 3255–3298. mla: Erdös, László, and Dominik J. Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices, vol. 2018, no. 10, Oxford University Press, 2018, pp. 3255–98, doi:10.1093/imrn/rnw330. short: L. Erdös, D.J. Schröder, International Mathematics Research Notices 2018 (2018) 3255–3298. date_created: 2018-12-11T11:49:41Z date_published: 2018-05-18T00:00:00Z date_updated: 2023-09-22T09:44:21Z day: '18' department: - _id: LaEr doi: 10.1093/imrn/rnw330 ec_funded: 1 external_id: arxiv: - '1608.05163' isi: - '000441668300009' intvolume: ' 2018' isi: 1 issue: '10' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1608.05163 month: '05' oa: 1 oa_version: Preprint page: 3255-3298 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: International Mathematics Research Notices publication_identifier: issn: - '10737928' publication_status: published publisher: Oxford University Press publist_id: '6383' quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 2018 year: '2018' ... --- _id: '70' abstract: - lang: eng text: We consider the totally asymmetric simple exclusion process in a critical scaling parametrized by a≥0, which creates a shock in the particle density of order aT−1/3, T the observation time. When starting from step initial data, we provide bounds on the limiting law which in particular imply that in the double limit lima→∞limT→∞ one recovers the product limit law and the degeneration of the correlation length observed at shocks of order 1. This result is shown to apply to a general last-passage percolation model. We also obtain bounds on the two-point functions of several airy processes. article_processing_charge: No article_type: original author: - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar citation: ama: Nejjar P. Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. 2018;15(2):1311-1334. doi:10.30757/ALEA.v15-49 apa: Nejjar, P. (2018). Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada. https://doi.org/10.30757/ALEA.v15-49 chicago: Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada, 2018. https://doi.org/10.30757/ALEA.v15-49. ieee: P. Nejjar, “Transition to shocks in TASEP and decoupling of last passage times,” Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 2. Instituto Nacional de Matematica Pura e Aplicada, pp. 1311–1334, 2018. ista: Nejjar P. 2018. Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. 15(2), 1311–1334. mla: Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 2, Instituto Nacional de Matematica Pura e Aplicada, 2018, pp. 1311–34, doi:10.30757/ALEA.v15-49. short: P. Nejjar, Latin American Journal of Probability and Mathematical Statistics 15 (2018) 1311–1334. date_created: 2018-12-11T11:44:28Z date_published: 2018-10-01T00:00:00Z date_updated: 2023-10-10T13:11:29Z day: '01' ddc: - '510' department: - _id: LaEr - _id: JaMa doi: 10.30757/ALEA.v15-49 ec_funded: 1 external_id: arxiv: - '1705.08836' isi: - '000460475800022' file: - access_level: open_access checksum: 2ded46aa284a836a8cbb34133a64f1cb content_type: application/pdf creator: kschuh date_created: 2019-02-14T09:44:10Z date_updated: 2020-07-14T12:47:46Z file_id: '5981' file_name: 2018_ALEA_Nejjar.pdf file_size: 394851 relation: main_file file_date_updated: 2020-07-14T12:47:46Z has_accepted_license: '1' intvolume: ' 15' isi: 1 issue: '2' language: - iso: eng month: '10' oa: 1 oa_version: Published Version page: 1311-1334 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Latin American Journal of Probability and Mathematical Statistics publication_identifier: issn: - 1980-0436 publication_status: published publisher: Instituto Nacional de Matematica Pura e Aplicada quality_controlled: '1' scopus_import: '1' status: public title: Transition to shocks in TASEP and decoupling of last passage times type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 15 year: '2018' ... --- _id: '284' abstract: - lang: eng text: "Borel probability measures living on metric spaces are fundamental\r\nmathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are interested in the description of the structure of the isometries of such metric spaces. We overview some of the recent results of the topic and we also provide some new ones concerning the Wasserstein distance. More specifically, we consider the space of all Borel probability measures on the unit sphere of a Euclidean space endowed with the Wasserstein metric W_p for arbitrary p >= 1, and we show that the action of a Wasserstein isometry on the set of Dirac measures is induced by an isometry of the underlying unit sphere." acknowledgement: The author was supported by the ISTFELLOW program of the Institute of Science and Technol- ogy Austria (project code IC1027FELL01) and partially supported by the Hungarian National Research, Development and Innovation Office, NKFIH (grant no. K124152). article_processing_charge: No article_type: original author: - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Virosztek D. Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. 2018;84(1-2):65-80. doi:10.14232/actasm-018-753-y apa: Virosztek, D. (2018). Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. Springer Nature. https://doi.org/10.14232/actasm-018-753-y chicago: Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum. Springer Nature, 2018. https://doi.org/10.14232/actasm-018-753-y. ieee: D. Virosztek, “Maps on probability measures preserving certain distances - a survey and some new results,” Acta Scientiarum Mathematicarum, vol. 84, no. 1–2. Springer Nature, pp. 65–80, 2018. ista: Virosztek D. 2018. Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. 84(1–2), 65–80. mla: Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum, vol. 84, no. 1–2, Springer Nature, 2018, pp. 65–80, doi:10.14232/actasm-018-753-y. short: D. Virosztek, Acta Scientiarum Mathematicarum 84 (2018) 65–80. date_created: 2018-12-11T11:45:36Z date_published: 2018-06-04T00:00:00Z date_updated: 2023-10-16T10:29:22Z day: '04' department: - _id: LaEr doi: 10.14232/actasm-018-753-y ec_funded: 1 external_id: arxiv: - '1802.03305' intvolume: ' 84' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1802.03305 month: '06' oa: 1 oa_version: Preprint page: 65 - 80 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Acta Scientiarum Mathematicarum publication_identifier: eissn: - 2064-8316 issn: - 0001-6969 publication_status: published publisher: Springer Nature publist_id: '7615' quality_controlled: '1' scopus_import: '1' status: public title: Maps on probability measures preserving certain distances - a survey and some new results type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 84 year: '2018' ... --- _id: '6183' abstract: - lang: eng text: "We study the unique solution $m$ of the Dyson equation \\[ -m(z)^{-1} = z - a\r\n+ S[m(z)] \\] on a von Neumann algebra $\\mathcal{A}$ with the constraint\r\n$\\mathrm{Im}\\,m\\geq 0$. Here, $z$ lies in the complex upper half-plane, $a$ is\r\na self-adjoint element of $\\mathcal{A}$ and $S$ is a positivity-preserving\r\nlinear operator on $\\mathcal{A}$. We show that $m$ is the Stieltjes transform\r\nof a compactly supported $\\mathcal{A}$-valued measure on $\\mathbb{R}$. Under\r\nsuitable assumptions, we establish that this measure has a uniformly\r\n$1/3$-H\\\"{o}lder continuous density with respect to the Lebesgue measure, which\r\nis supported on finitely many intervals, called bands. In fact, the density is\r\nanalytic inside the bands with a square-root growth at the edges and internal\r\ncubic root cusps whenever the gap between two bands vanishes. The shape of\r\nthese singularities is universal and no other singularity may occur. We give a\r\nprecise asymptotic description of $m$ near the singular points. These\r\nasymptotics generalize the analysis at the regular edges given in the companion\r\npaper on the Tracy-Widom universality for the edge eigenvalue statistics for\r\ncorrelated random matrices [arXiv:1804.07744] and they play a key role in the\r\nproof of the Pearcey universality at the cusp for Wigner-type matrices\r\n[arXiv:1809.03971,arXiv:1811.04055]. We also extend the finite dimensional band\r\nmass formula from [arXiv:1804.07744] to the von Neumann algebra setting by\r\nshowing that the spectral mass of the bands is topologically rigid under\r\ndeformations and we conclude that these masses are quantized in some important\r\ncases." article_number: '1804.07752' article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv.' apa: 'Alt, J., Erdös, L., & Krüger, T. H. (n.d.). The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv.' chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, n.d.' ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and  cusps,” arXiv. .' ista: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv, 1804.07752.' mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, 1804.07752.' short: J. Alt, L. Erdös, T.H. Krüger, ArXiv (n.d.). date_created: 2019-03-28T09:20:06Z date_published: 2018-04-20T00:00:00Z date_updated: 2023-12-18T10:46:08Z day: '20' department: - _id: LaEr external_id: arxiv: - '1804.07752' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.07752 month: '04' oa: 1 oa_version: Preprint publication: arXiv publication_status: submitted related_material: record: - id: '149' relation: dissertation_contains status: public - id: '14694' relation: later_version status: public status: public title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps' type: preprint user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 year: '2018' ... --- _id: '556' abstract: - lang: eng text: 'We investigate the free boundary Schur process, a variant of the Schur process introduced by Okounkov and Reshetikhin, where we allow the first and the last partitions to be arbitrary (instead of empty in the original setting). The pfaffian Schur process, previously studied by several authors, is recovered when just one of the boundary partitions is left free. We compute the correlation functions of the process in all generality via the free fermion formalism, which we extend with the thorough treatment of “free boundary states.” For the case of one free boundary, our approach yields a new proof that the process is pfaffian. For the case of two free boundaries, we find that the process is not pfaffian, but a closely related process is. We also study three different applications of the Schur process with one free boundary: fluctuations of symmetrized last passage percolation models, limit shapes and processes for symmetric plane partitions and for plane overpartitions.' article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Dan full_name: Betea, Dan last_name: Betea - first_name: Jeremie full_name: Bouttier, Jeremie last_name: Bouttier - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar - first_name: Mirjana full_name: Vuletic, Mirjana last_name: Vuletic citation: ama: Betea D, Bouttier J, Nejjar P, Vuletic M. The free boundary Schur process and applications I. Annales Henri Poincare. 2018;19(12):3663-3742. doi:10.1007/s00023-018-0723-1 apa: Betea, D., Bouttier, J., Nejjar, P., & Vuletic, M. (2018). The free boundary Schur process and applications I. Annales Henri Poincare. Springer Nature. https://doi.org/10.1007/s00023-018-0723-1 chicago: Betea, Dan, Jeremie Bouttier, Peter Nejjar, and Mirjana Vuletic. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare. Springer Nature, 2018. https://doi.org/10.1007/s00023-018-0723-1. ieee: D. Betea, J. Bouttier, P. Nejjar, and M. Vuletic, “The free boundary Schur process and applications I,” Annales Henri Poincare, vol. 19, no. 12. Springer Nature, pp. 3663–3742, 2018. ista: Betea D, Bouttier J, Nejjar P, Vuletic M. 2018. The free boundary Schur process and applications I. Annales Henri Poincare. 19(12), 3663–3742. mla: Betea, Dan, et al. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare, vol. 19, no. 12, Springer Nature, 2018, pp. 3663–742, doi:10.1007/s00023-018-0723-1. short: D. Betea, J. Bouttier, P. Nejjar, M. Vuletic, Annales Henri Poincare 19 (2018) 3663–3742. date_created: 2018-12-11T11:47:09Z date_published: 2018-11-13T00:00:00Z date_updated: 2024-02-20T10:48:17Z day: '13' ddc: - '500' department: - _id: LaEr - _id: JaMa doi: 10.1007/s00023-018-0723-1 ec_funded: 1 external_id: arxiv: - '1704.05809' file: - access_level: open_access checksum: 0c38abe73569b7166b7487ad5d23cc68 content_type: application/pdf creator: dernst date_created: 2019-01-21T15:18:55Z date_updated: 2020-07-14T12:47:03Z file_id: '5866' file_name: 2018_Annales_Betea.pdf file_size: 3084674 relation: main_file file_date_updated: 2020-07-14T12:47:03Z has_accepted_license: '1' intvolume: ' 19' issue: '12' language: - iso: eng month: '11' oa: 1 oa_version: Published Version page: 3663-3742 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Annales Henri Poincare publication_identifier: issn: - 1424-0637 publication_status: published publisher: Springer Nature publist_id: '7258' quality_controlled: '1' scopus_import: '1' status: public title: The free boundary Schur process and applications I 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: 19 year: '2018' ... --- _id: '149' abstract: - lang: eng text: The eigenvalue density of many large random matrices is well approximated by a deterministic measure, the self-consistent density of states. In the present work, we show this behaviour for several classes of random matrices. In fact, we establish that, in each of these classes, the self-consistent density of states approximates the eigenvalue density of the random matrix on all scales slightly above the typical eigenvalue spacing. For large classes of random matrices, the self-consistent density of states exhibits several universal features. We prove that, under suitable assumptions, random Gram matrices and Hermitian random matrices with decaying correlations have a 1/3-Hölder continuous self-consistent density of states ρ on R, which is analytic, where it is positive, and has either a square root edge or a cubic root cusp, where it vanishes. We, thus, extend the validity of the corresponding result for Wigner-type matrices from [4, 5, 7]. We show that ρ is determined as the inverse Stieltjes transform of the normalized trace of the unique solution m(z) to the Dyson equation −m(z) −1 = z − a + S[m(z)] on C N×N with the constraint Im m(z) ≥ 0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of C N×N and S is a positivity-preserving operator on C N×N encoding the first two moments of the random matrix. In order to analyze a possible limit of ρ for N → ∞ and address some applications in free probability theory, we also consider the Dyson equation on infinite dimensional von Neumann algebras. We present two applications to random matrices. We first establish that, under certain assumptions, large random matrices with independent entries have a rotationally symmetric self-consistent density of states which is supported on a centered disk in C. Moreover, it is infinitely often differentiable apart from a jump on the boundary of this disk. Second, we show edge universality at all regular (not necessarily extreme) spectral edges for Hermitian random matrices with decaying correlations. alternative_title: - ISTA Thesis article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt citation: ama: Alt J. Dyson equation and eigenvalue statistics of random matrices. 2018. doi:10.15479/AT:ISTA:TH_1040 apa: Alt, J. (2018). Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:TH_1040 chicago: Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.” Institute of Science and Technology Austria, 2018. https://doi.org/10.15479/AT:ISTA:TH_1040. ieee: J. Alt, “Dyson equation and eigenvalue statistics of random matrices,” Institute of Science and Technology Austria, 2018. ista: Alt J. 2018. Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. mla: Alt, Johannes. Dyson Equation and Eigenvalue Statistics of Random Matrices. Institute of Science and Technology Austria, 2018, doi:10.15479/AT:ISTA:TH_1040. short: J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute of Science and Technology Austria, 2018. date_created: 2018-12-11T11:44:53Z date_published: 2018-07-12T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '12' ddc: - '515' - '519' degree_awarded: PhD department: - _id: LaEr doi: 10.15479/AT:ISTA:TH_1040 ec_funded: 1 file: - access_level: open_access checksum: d4dad55a7513f345706aaaba90cb1bb8 content_type: application/pdf creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6241' file_name: 2018_thesis_Alt.pdf file_size: 5801709 relation: main_file - access_level: closed checksum: d73fcf46300dce74c403f2b491148ab4 content_type: application/zip creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6242' file_name: 2018_thesis_Alt_source.zip file_size: 3802059 relation: source_file file_date_updated: 2020-07-14T12:44:57Z has_accepted_license: '1' language: - iso: eng month: '07' oa: 1 oa_version: Published Version page: '456' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: issn: - 2663-337X publication_status: published publisher: Institute of Science and Technology Austria publist_id: '7772' pubrep_id: '1040' related_material: record: - id: '1677' relation: part_of_dissertation status: public - id: '550' relation: part_of_dissertation status: public - id: '6183' relation: part_of_dissertation status: public - id: '566' relation: part_of_dissertation status: public - id: '1010' relation: part_of_dissertation status: public - id: '6240' relation: part_of_dissertation status: public - id: '6184' relation: part_of_dissertation status: public status: public supervisor: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 title: Dyson equation and eigenvalue statistics of 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: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ... --- _id: '483' abstract: - lang: eng text: We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, W ~ N. All previous results concerning universality of non-Gaussian random matrices are for mean-field models. By relying on a new mean-field reduction technique, we deduce universality from quantum unique ergodicity for band matrices. author: - first_name: Paul full_name: Bourgade, Paul last_name: Bourgade - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau - first_name: Jun full_name: Yin, Jun last_name: Yin citation: ama: Bourgade P, Erdös L, Yau H, Yin J. Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. 2017;21(3):739-800. doi:10.4310/ATMP.2017.v21.n3.a5 apa: Bourgade, P., Erdös, L., Yau, H., & Yin, J. (2017). Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. International Press. https://doi.org/10.4310/ATMP.2017.v21.n3.a5 chicago: Bourgade, Paul, László Erdös, Horng Yau, and Jun Yin. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics. International Press, 2017. https://doi.org/10.4310/ATMP.2017.v21.n3.a5. ieee: P. Bourgade, L. Erdös, H. Yau, and J. Yin, “Universality for a class of random band matrices,” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3. International Press, pp. 739–800, 2017. ista: Bourgade P, Erdös L, Yau H, Yin J. 2017. Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. 21(3), 739–800. mla: Bourgade, Paul, et al. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3, International Press, 2017, pp. 739–800, doi:10.4310/ATMP.2017.v21.n3.a5. short: P. Bourgade, L. Erdös, H. Yau, J. Yin, Advances in Theoretical and Mathematical Physics 21 (2017) 739–800. date_created: 2018-12-11T11:46:43Z date_published: 2017-08-25T00:00:00Z date_updated: 2021-01-12T08:00:57Z day: '25' department: - _id: LaEr doi: 10.4310/ATMP.2017.v21.n3.a5 ec_funded: 1 intvolume: ' 21' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1602.02312 month: '08' oa: 1 oa_version: Submitted Version page: 739 - 800 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Advances in Theoretical and Mathematical Physics publication_identifier: issn: - '10950761' publication_status: published publisher: International Press publist_id: '7337' quality_controlled: '1' scopus_import: 1 status: public title: Universality for a class of random band matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 21 year: '2017' ... --- _id: '567' abstract: - lang: eng text: "This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.\r\n" alternative_title: - Courant Lecture Notes article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau citation: ama: Erdös L, Yau H. A Dynamical Approach to Random Matrix Theory. Vol 28. American Mathematical Society; 2017. doi:10.1090/cln/028 apa: Erdös, L., & Yau, H. (2017). A Dynamical Approach to Random Matrix Theory (Vol. 28). American Mathematical Society. https://doi.org/10.1090/cln/028 chicago: Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28. Courant Lecture Notes. American Mathematical Society, 2017. https://doi.org/10.1090/cln/028. ieee: L. Erdös and H. Yau, A Dynamical Approach to Random Matrix Theory, vol. 28. American Mathematical Society, 2017. ista: Erdös L, Yau H. 2017. A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 226p. mla: Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28, American Mathematical Society, 2017, doi:10.1090/cln/028. short: L. Erdös, H. Yau, A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 2017. date_created: 2018-12-11T11:47:13Z date_published: 2017-01-01T00:00:00Z date_updated: 2022-05-24T06:57:28Z day: '01' department: - _id: LaEr doi: 10.1090/cln/028 ec_funded: 1 intvolume: ' 28' language: - iso: eng month: '01' oa_version: None page: '226' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: eisbn: - 978-1-4704-4194-4 isbn: - 9-781-4704-3648-3 publication_status: published publisher: American Mathematical Society publist_id: '7247' quality_controlled: '1' series_title: Courant Lecture Notes status: public title: A Dynamical Approach to Random Matrix Theory type: book user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 28 year: '2017' ... --- _id: '615' abstract: - lang: eng text: We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion of the eigenvalues hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from Wigner's semicircle law. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Erdös L, Schnelli K. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 2017;53(4):1606-1656. doi:10.1214/16-AIHP765 apa: Erdös, L., & Schnelli, K. (2017). Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AIHP765 chicago: Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-AIHP765. ieee: L. Erdös and K. Schnelli, “Universality for random matrix flows with time dependent density,” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4. Institute of Mathematical Statistics, pp. 1606–1656, 2017. ista: Erdös L, Schnelli K. 2017. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 53(4), 1606–1656. mla: Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4, Institute of Mathematical Statistics, 2017, pp. 1606–56, doi:10.1214/16-AIHP765. short: L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656. date_created: 2018-12-11T11:47:30Z date_published: 2017-11-01T00:00:00Z date_updated: 2021-01-12T08:06:22Z day: '01' department: - _id: LaEr doi: 10.1214/16-AIHP765 ec_funded: 1 intvolume: ' 53' issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1504.00650 month: '11' oa: 1 oa_version: Submitted Version page: 1606 - 1656 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annales de l'institut Henri Poincare (B) Probability and Statistics publication_identifier: issn: - '02460203' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '7189' quality_controlled: '1' scopus_import: 1 status: public title: Universality for random matrix flows with time dependent density type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 53 year: '2017' ... --- _id: '721' abstract: - lang: eng text: 'Let S be a positivity-preserving symmetric linear operator acting on bounded functions. The nonlinear equation -1/m=z+Sm with a parameter z in the complex upper half-plane ℍ has a unique solution m with values in ℍ. We show that the z-dependence of this solution can be represented as the Stieltjes transforms of a family of probability measures v on ℝ. Under suitable conditions on S, we show that v has a real analytic density apart from finitely many algebraic singularities of degree at most 3. Our motivation comes from large random matrices. The solution m determines the density of eigenvalues of two prominent matrix ensembles: (i) matrices with centered independent entries whose variances are given by S and (ii) matrices with correlated entries with a translation-invariant correlation structure. Our analysis shows that the limiting eigenvalue density has only square root singularities or cubic root cusps; no other singularities occur.' author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: Ajanki OH, Krüger TH, Erdös L. Singularities of solutions to quadratic vector equations on the complex upper half plane. Communications on Pure and Applied Mathematics. 2017;70(9):1672-1705. doi:10.1002/cpa.21639 apa: Ajanki, O. H., Krüger, T. H., & Erdös, L. (2017). Singularities of solutions to quadratic vector equations on the complex upper half plane. Communications on Pure and Applied Mathematics. Wiley-Blackwell. https://doi.org/10.1002/cpa.21639 chicago: Ajanki, Oskari H, Torben H Krüger, and László Erdös. “Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics. Wiley-Blackwell, 2017. https://doi.org/10.1002/cpa.21639. ieee: O. H. Ajanki, T. H. Krüger, and L. Erdös, “Singularities of solutions to quadratic vector equations on the complex upper half plane,” Communications on Pure and Applied Mathematics, vol. 70, no. 9. Wiley-Blackwell, pp. 1672–1705, 2017. ista: Ajanki OH, Krüger TH, Erdös L. 2017. Singularities of solutions to quadratic vector equations on the complex upper half plane. Communications on Pure and Applied Mathematics. 70(9), 1672–1705. mla: Ajanki, Oskari H., et al. “Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics, vol. 70, no. 9, Wiley-Blackwell, 2017, pp. 1672–705, doi:10.1002/cpa.21639. short: O.H. Ajanki, T.H. Krüger, L. Erdös, Communications on Pure and Applied Mathematics 70 (2017) 1672–1705. date_created: 2018-12-11T11:48:08Z date_published: 2017-09-01T00:00:00Z date_updated: 2021-01-12T08:12:24Z day: '01' department: - _id: LaEr doi: 10.1002/cpa.21639 ec_funded: 1 intvolume: ' 70' issue: '9' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1512.03703 month: '09' oa: 1 oa_version: Submitted Version page: 1672 - 1705 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Communications on Pure and Applied Mathematics publication_identifier: issn: - '00103640' publication_status: published publisher: Wiley-Blackwell publist_id: '6959' quality_controlled: '1' scopus_import: 1 status: public title: Singularities of solutions to quadratic vector equations on the complex upper half plane type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 70 year: '2017' ... --- _id: '550' abstract: - lang: eng text: For large random matrices X with independent, centered entries but not necessarily identical variances, the eigenvalue density of XX* is well-approximated by a deterministic measure on ℝ. We show that the density of this measure has only square and cubic-root singularities away from zero. We also extend the bulk local law in [5] to the vicinity of these singularities. article_number: '63' author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt citation: ama: Alt J. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 2017;22. doi:10.1214/17-ECP97 apa: Alt, J. (2017). Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-ECP97 chicago: Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-ECP97. ieee: J. Alt, “Singularities of the density of states of random Gram matrices,” Electronic Communications in Probability, vol. 22. Institute of Mathematical Statistics, 2017. ista: Alt J. 2017. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 22, 63. mla: Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability, vol. 22, 63, Institute of Mathematical Statistics, 2017, doi:10.1214/17-ECP97. short: J. Alt, Electronic Communications in Probability 22 (2017). date_created: 2018-12-11T11:47:07Z date_published: 2017-11-21T00:00:00Z date_updated: 2023-09-07T12:38:08Z day: '21' ddc: - '539' department: - _id: LaEr doi: 10.1214/17-ECP97 ec_funded: 1 file: - access_level: open_access checksum: 0ec05303a0de190de145654237984c79 content_type: application/pdf creator: system date_created: 2018-12-12T10:08:04Z date_updated: 2020-07-14T12:47:00Z file_id: '4663' file_name: IST-2018-926-v1+1_euclid.ecp.1511233247.pdf file_size: 470876 relation: main_file file_date_updated: 2020-07-14T12:47:00Z has_accepted_license: '1' intvolume: ' 22' language: - iso: eng month: '11' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Communications in Probability publication_identifier: issn: - 1083589X publication_status: published publisher: Institute of Mathematical Statistics publist_id: '7265' pubrep_id: '926' quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: 1 status: public title: Singularities of the density of states of random Gram 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: 22 year: '2017' ... --- _id: '1144' abstract: - lang: eng text: We show that matrix elements of functions of N × N Wigner matrices fluctuate on a scale of order N−1/2 and we identify the limiting fluctuation. Our result holds for any function f of the matrix that has bounded variation thus considerably relaxing the regularity requirement imposed in [7, 11]. acknowledgement: Partially supported by the IST Austria Excellence Scholarship. article_number: '86' author: - 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: Erdös L, Schröder DJ. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 2017;21. doi:10.1214/16-ECP38 apa: Erdös, L., & Schröder, D. J. (2017). Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-ECP38 chicago: Erdös, László, and Dominik J Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-ECP38. ieee: L. Erdös and D. J. Schröder, “Fluctuations of functions of Wigner matrices,” Electronic Communications in Probability, vol. 21. Institute of Mathematical Statistics, 2017. ista: Erdös L, Schröder DJ. 2017. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 21, 86. mla: Erdös, László, and Dominik J. Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability, vol. 21, 86, Institute of Mathematical Statistics, 2017, doi:10.1214/16-ECP38. short: L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017). date_created: 2018-12-11T11:50:23Z date_published: 2017-01-02T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '02' ddc: - '510' department: - _id: LaEr doi: 10.1214/16-ECP38 ec_funded: 1 file: - access_level: open_access content_type: application/pdf creator: system date_created: 2018-12-12T10:18:10Z date_updated: 2018-12-12T10:18:10Z file_id: '5329' file_name: IST-2017-747-v1+1_euclid.ecp.1483347665.pdf file_size: 440770 relation: main_file file_date_updated: 2018-12-12T10:18:10Z has_accepted_license: '1' intvolume: ' 21' language: - iso: eng month: '01' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Communications in Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6214' pubrep_id: '747' quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: 1 status: public title: Fluctuations of functions of 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: 21 year: '2017' ... --- _id: '1528' abstract: - lang: eng text: 'We consider N×N Hermitian random matrices H consisting of blocks of size M≥N6/7. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from block to block to form a block-band structure, with an essential band width M. We show that the entries of the Green’s function G(z)=(H−z)−1 satisfy the local semicircle law with spectral parameter z=E+iη down to the real axis for any η≫N−1, using a combination of the supersymmetry method inspired by Shcherbina (J Stat Phys 155(3): 466–499, 2014) and the Green’s function comparison strategy. Previous estimates were valid only for η≫M−1. The new estimate also implies that the eigenvectors in the middle of the spectrum are fully delocalized.' acknowledgement: "Z. Bao was supported by ERC Advanced Grant RANMAT No. 338804; L. Erdős was partially supported by ERC Advanced Grant RANMAT No. 338804.\r\nOpen access funding provided by Institute of Science and Technology (IST Austria). The authors are very grateful to the anonymous referees for careful reading and valuable comments, which helped to improve the organization." article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: Bao Z, Erdös L. Delocalization for a class of random block band matrices. Probability Theory and Related Fields. 2017;167(3-4):673-776. doi:10.1007/s00440-015-0692-y apa: Bao, Z., & Erdös, L. (2017). Delocalization for a class of random block band matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-015-0692-y chicago: Bao, Zhigang, and László Erdös. “Delocalization for a Class of Random Block Band Matrices.” Probability Theory and Related Fields. Springer, 2017. https://doi.org/10.1007/s00440-015-0692-y. ieee: Z. Bao and L. Erdös, “Delocalization for a class of random block band matrices,” Probability Theory and Related Fields, vol. 167, no. 3–4. Springer, pp. 673–776, 2017. ista: Bao Z, Erdös L. 2017. Delocalization for a class of random block band matrices. Probability Theory and Related Fields. 167(3–4), 673–776. mla: Bao, Zhigang, and László Erdös. “Delocalization for a Class of Random Block Band Matrices.” Probability Theory and Related Fields, vol. 167, no. 3–4, Springer, 2017, pp. 673–776, doi:10.1007/s00440-015-0692-y. short: Z. Bao, L. Erdös, Probability Theory and Related Fields 167 (2017) 673–776. date_created: 2018-12-11T11:52:32Z date_published: 2017-04-01T00:00:00Z date_updated: 2023-09-20T09:42:12Z day: '01' ddc: - '530' department: - _id: LaEr doi: 10.1007/s00440-015-0692-y ec_funded: 1 external_id: isi: - '000398842700004' file: - access_level: open_access checksum: 67afa85ff1e220cbc1f9f477a828513c content_type: application/pdf creator: system date_created: 2018-12-12T10:08:05Z date_updated: 2020-07-14T12:45:00Z file_id: '4665' file_name: IST-2016-489-v1+1_s00440-015-0692-y.pdf file_size: 1615755 relation: main_file file_date_updated: 2020-07-14T12:45:00Z has_accepted_license: '1' intvolume: ' 167' isi: 1 issue: 3-4 language: - iso: eng month: '04' oa: 1 oa_version: Published Version page: 673 - 776 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_identifier: issn: - '01788051' publication_status: published publisher: Springer publist_id: '5644' pubrep_id: '489' quality_controlled: '1' scopus_import: '1' status: public title: Delocalization for a class of random block band 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: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 167 year: '2017' ... --- _id: '1337' abstract: - lang: eng text: We consider the local eigenvalue distribution of large self-adjoint N×N random matrices H=H∗ with centered independent entries. In contrast to previous works the matrix of variances sij=\mathbbmE|hij|2 is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper (Ajanki et al. in Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We show that as N grows, the resolvent, G(z)=(H−z)−1, converges to a diagonal matrix, diag(m(z)), where m(z)=(m1(z),…,mN(z)) solves the vector equation −1/mi(z)=z+∑jsijmj(z) that has been analyzed in Ajanki et al. (Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes. acknowledgement: 'Open access funding provided by Institute of Science and Technology (IST Austria). ' article_processing_charge: Yes (via OA deal) author: - first_name: Oskari H full_name: Ajanki, Oskari H id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87 last_name: Ajanki - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Ajanki OH, Erdös L, Krüger TH. Universality for general Wigner-type matrices. Probability Theory and Related Fields. 2017;169(3-4):667-727. doi:10.1007/s00440-016-0740-2 apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2017). Universality for general Wigner-type matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-016-0740-2 chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Universality for General Wigner-Type Matrices.” Probability Theory and Related Fields. Springer, 2017. https://doi.org/10.1007/s00440-016-0740-2. ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Universality for general Wigner-type matrices,” Probability Theory and Related Fields, vol. 169, no. 3–4. Springer, pp. 667–727, 2017. ista: Ajanki OH, Erdös L, Krüger TH. 2017. Universality for general Wigner-type matrices. Probability Theory and Related Fields. 169(3–4), 667–727. mla: Ajanki, Oskari H., et al. “Universality for General Wigner-Type Matrices.” Probability Theory and Related Fields, vol. 169, no. 3–4, Springer, 2017, pp. 667–727, doi:10.1007/s00440-016-0740-2. short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 169 (2017) 667–727. date_created: 2018-12-11T11:51:27Z date_published: 2017-12-01T00:00:00Z date_updated: 2023-09-20T11:14:17Z day: '01' ddc: - '510' - '530' department: - _id: LaEr doi: 10.1007/s00440-016-0740-2 ec_funded: 1 external_id: isi: - '000414358400002' file: - access_level: open_access checksum: 29f5a72c3f91e408aeb9e78344973803 content_type: application/pdf creator: system date_created: 2018-12-12T10:08:25Z date_updated: 2020-07-14T12:44:44Z file_id: '4686' file_name: IST-2017-657-v1+2_s00440-016-0740-2.pdf file_size: 988843 relation: main_file file_date_updated: 2020-07-14T12:44:44Z has_accepted_license: '1' intvolume: ' 169' isi: 1 issue: 3-4 language: - iso: eng month: '12' oa: 1 oa_version: Published Version page: 667 - 727 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Probability Theory and Related Fields publication_identifier: issn: - '01788051' publication_status: published publisher: Springer publist_id: '5930' pubrep_id: '657' quality_controlled: '1' scopus_import: '1' status: public title: Universality for general Wigner-type 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: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 169 year: '2017' ... --- _id: '1207' abstract: - lang: eng text: The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix. article_processing_charge: Yes (via OA deal) author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 2017;349(3):947-990. doi:10.1007/s00220-016-2805-6 apa: Bao, Z., Erdös, L., & Schnelli, K. (2017). Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2805-6 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics. Springer, 2017. https://doi.org/10.1007/s00220-016-2805-6. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local law of addition of random matrices on optimal scale,” Communications in Mathematical Physics, vol. 349, no. 3. Springer, pp. 947–990, 2017. ista: Bao Z, Erdös L, Schnelli K. 2017. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 349(3), 947–990. mla: Bao, Zhigang, et al. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics, vol. 349, no. 3, Springer, 2017, pp. 947–90, doi:10.1007/s00220-016-2805-6. short: Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990. date_created: 2018-12-11T11:50:43Z date_published: 2017-02-01T00:00:00Z date_updated: 2023-09-20T11:16:57Z day: '01' ddc: - '530' department: - _id: LaEr doi: 10.1007/s00220-016-2805-6 ec_funded: 1 external_id: isi: - '000393696700005' file: - access_level: open_access checksum: ddff79154c3daf27237de5383b1264a9 content_type: application/pdf creator: system date_created: 2018-12-12T10:14:47Z date_updated: 2020-07-14T12:44:39Z file_id: '5102' file_name: IST-2016-722-v1+1_s00220-016-2805-6.pdf file_size: 1033743 relation: main_file file_date_updated: 2020-07-14T12:44:39Z has_accepted_license: '1' intvolume: ' 349' isi: 1 issue: '3' language: - iso: eng month: '02' oa: 1 oa_version: Published Version page: 947 - 990 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Communications in Mathematical Physics publication_identifier: issn: - '00103616' publication_status: published publisher: Springer publist_id: '6141' pubrep_id: '722' quality_controlled: '1' scopus_import: '1' status: public title: Local law of addition of random matrices on optimal scale 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: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 349 year: '2017' ... --- _id: '1023' abstract: - lang: eng text: We consider products of independent square non-Hermitian random matrices. More precisely, let X1,…, Xn be independent N × N random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance 1/N. Soshnikov-O’Rourke [19] and Götze-Tikhomirov [15] showed that the empirical spectral distribution of the product of n random matrices with iid entries converges to (equation found). We prove that if the entries of the matrices X1,…, Xn are independent (but not necessarily identically distributed) and satisfy uniform subexponential decay condition, then in the bulk the convergence of the ESD of X1,…, Xn to (0.1) holds up to the scale N–1/2+ε. article_number: '22' article_processing_charge: No author: - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Nemish Y. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 2017;22. doi:10.1214/17-EJP38 apa: Nemish, Y. (2017). Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-EJP38 chicago: Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP38. ieee: Y. Nemish, “Local law for the product of independent non-Hermitian random matrices with independent entries,” Electronic Journal of Probability, vol. 22. Institute of Mathematical Statistics, 2017. ista: Nemish Y. 2017. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 22, 22. mla: Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability, vol. 22, 22, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP38. short: Y. Nemish, Electronic Journal of Probability 22 (2017). date_created: 2018-12-11T11:49:44Z date_published: 2017-02-06T00:00:00Z date_updated: 2023-09-22T09:27:51Z day: '06' ddc: - '510' department: - _id: LaEr doi: 10.1214/17-EJP38 external_id: isi: - '000396611900022' file: - access_level: open_access content_type: application/pdf creator: system date_created: 2018-12-12T10:15:29Z date_updated: 2018-12-12T10:15:29Z file_id: '5149' file_name: IST-2017-802-v1+1_euclid.ejp.1487991681.pdf file_size: 742275 relation: main_file file_date_updated: 2018-12-12T10:15:29Z has_accepted_license: '1' intvolume: ' 22' isi: 1 language: - iso: eng month: '02' oa: 1 oa_version: Published Version publication: Electronic Journal of Probability publication_identifier: issn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6370' pubrep_id: '802' quality_controlled: '1' scopus_import: '1' status: public title: Local law for the product of independent non-Hermitian random matrices with independent entries 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: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 22 year: '2017' ... --- _id: '1010' abstract: - lang: eng text: 'We prove a local law in the bulk of the spectrum for random Gram matrices XX∗, a generalization of sample covariance matrices, where X is a large matrix with independent, centered entries with arbitrary variances. The limiting eigenvalue density that generalizes the Marchenko-Pastur law is determined by solving a system of nonlinear equations. Our entrywise and averaged local laws are on the optimal scale with the optimal error bounds. They hold both in the square case (hard edge) and in the properly rectangular case (soft edge). In the latter case we also establish a macroscopic gap away from zero in the spectrum of XX∗. ' article_number: '25' article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: Alt J, Erdös L, Krüger TH. Local law for random Gram matrices. Electronic Journal of Probability. 2017;22. doi:10.1214/17-EJP42 apa: Alt, J., Erdös, L., & Krüger, T. H. (2017). Local law for random Gram matrices. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-EJP42 chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Law for Random Gram Matrices.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP42. ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local law for random Gram matrices,” Electronic Journal of Probability, vol. 22. Institute of Mathematical Statistics, 2017. ista: Alt J, Erdös L, Krüger TH. 2017. Local law for random Gram matrices. Electronic Journal of Probability. 22, 25. mla: Alt, Johannes, et al. “Local Law for Random Gram Matrices.” Electronic Journal of Probability, vol. 22, 25, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP42. short: J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017). date_created: 2018-12-11T11:49:40Z date_published: 2017-03-08T00:00:00Z date_updated: 2023-09-22T09:45:23Z day: '08' ddc: - '510' - '539' department: - _id: LaEr doi: 10.1214/17-EJP42 ec_funded: 1 external_id: arxiv: - '1606.07353' isi: - '000396611900025' file: - access_level: open_access content_type: application/pdf creator: system date_created: 2018-12-12T10:13:39Z date_updated: 2018-12-12T10:13:39Z file_id: '5024' file_name: IST-2017-807-v1+1_euclid.ejp.1488942016.pdf file_size: 639384 relation: main_file file_date_updated: 2018-12-12T10:13:39Z has_accepted_license: '1' intvolume: ' 22' isi: 1 language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Electronic Journal of Probability publication_identifier: issn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6386' pubrep_id: '807' quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public scopus_import: '1' status: public title: Local law for random Gram 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: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 22 year: '2017' ... --- _id: '733' abstract: - lang: eng text: Let A and B be two N by N deterministic Hermitian matrices and let U be an N by N Haar distributed unitary matrix. It is well known that the spectral distribution of the sum H = A + UBU∗ converges weakly to the free additive convolution of the spectral distributions of A and B, as N tends to infinity. We establish the optimal convergence rate in the bulk of the spectrum. acknowledgement: Partially supported by ERC Advanced Grant RANMAT No. 338804, Hong Kong RGC grant ECS 26301517, and the Göran Gustafsson Foundation article_processing_charge: No author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 2017;319:251-291. doi:10.1016/j.aim.2017.08.028 apa: Bao, Z., Erdös, L., & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. Academic Press. https://doi.org/10.1016/j.aim.2017.08.028 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Convergence rate for spectral distribution of addition of random matrices,” Advances in Mathematics, vol. 319. Academic Press, pp. 251–291, 2017. ista: Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291. mla: Bao, Zhigang, et al. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics, vol. 319, Academic Press, 2017, pp. 251–91, doi:10.1016/j.aim.2017.08.028. short: Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291. date_created: 2018-12-11T11:48:13Z date_published: 2017-10-15T00:00:00Z date_updated: 2023-09-28T11:30:42Z day: '15' department: - _id: LaEr doi: 10.1016/j.aim.2017.08.028 ec_funded: 1 external_id: isi: - '000412150400010' intvolume: ' 319' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1606.03076 month: '10' oa: 1 oa_version: Submitted Version page: 251 - 291 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Advances in Mathematics publication_status: published publisher: Academic Press publist_id: '6935' quality_controlled: '1' scopus_import: '1' status: public title: Convergence rate for spectral distribution of addition of random matrices type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 319 year: '2017' ... --- _id: '447' abstract: - lang: eng text: We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied in Ferrari and Pimentel (2005a) for cases where the corresponding exclusion process had a rarefaction fan. Here we consider situations with a shock and determine the law of the fluctuations of the competition interface around its deter- ministic law of large number position. We also study the multipoint distribution of the LPP around the shock, extending our one-point result of Ferrari and Nejjar (2015). article_processing_charge: No article_type: original author: - first_name: Patrik full_name: Ferrari, Patrik last_name: Ferrari - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar citation: ama: Ferrari P, Nejjar P. Fluctuations of the competition interface in presence of shocks. Revista Latino-Americana de Probabilidade e Estatística. 2017;9:299-325. doi:10.30757/ALEA.v14-17 apa: Ferrari, P., & Nejjar, P. (2017). Fluctuations of the competition interface in presence of shocks. Revista Latino-Americana de Probabilidade e Estatística. Instituto Nacional de Matematica Pura e Aplicada. https://doi.org/10.30757/ALEA.v14-17 chicago: Ferrari, Patrik, and Peter Nejjar. “Fluctuations of the Competition Interface in Presence of Shocks.” Revista Latino-Americana de Probabilidade e Estatística. Instituto Nacional de Matematica Pura e Aplicada, 2017. https://doi.org/10.30757/ALEA.v14-17. ieee: P. Ferrari and P. Nejjar, “Fluctuations of the competition interface in presence of shocks,” Revista Latino-Americana de Probabilidade e Estatística, vol. 9. Instituto Nacional de Matematica Pura e Aplicada, pp. 299–325, 2017. ista: Ferrari P, Nejjar P. 2017. Fluctuations of the competition interface in presence of shocks. Revista Latino-Americana de Probabilidade e Estatística. 9, 299–325. mla: Ferrari, Patrik, and Peter Nejjar. “Fluctuations of the Competition Interface in Presence of Shocks.” Revista Latino-Americana de Probabilidade e Estatística, vol. 9, Instituto Nacional de Matematica Pura e Aplicada, 2017, pp. 299–325, doi:10.30757/ALEA.v14-17. short: P. Ferrari, P. Nejjar, Revista Latino-Americana de Probabilidade e Estatística 9 (2017) 299–325. date_created: 2018-12-11T11:46:31Z date_published: 2017-03-23T00:00:00Z date_updated: 2023-10-10T13:10:32Z day: '23' department: - _id: LaEr - _id: JaMa doi: 10.30757/ALEA.v14-17 ec_funded: 1 intvolume: ' 9' language: - iso: eng main_file_link: - open_access: '1' url: http://alea.impa.br/articles/v14/14-17.pdf month: '03' oa: 1 oa_version: Submitted Version page: 299 - 325 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Revista Latino-Americana de Probabilidade e Estatística publication_status: published publisher: Instituto Nacional de Matematica Pura e Aplicada publist_id: '7376' quality_controlled: '1' scopus_import: '1' status: public title: Fluctuations of the competition interface in presence of shocks type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 9 year: '2017' ... --- _id: '1157' abstract: - lang: eng text: We consider sample covariance matrices of the form Q = ( σ1/2X)(σ1/2X)∗, where the sample X is an M ×N random matrix whose entries are real independent random variables with variance 1/N and whereσ is an M × M positive-definite deterministic matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue of Q when both M and N tend to infinity with N/M →d ϵ (0,∞). For a large class of populations σ in the sub-critical regime, we show that the distribution of the largest rescaled eigenvalue of Q is given by the type-1 Tracy-Widom distribution under the additional assumptions that (1) either the entries of X are i.i.d. Gaussians or (2) that σ is diagonal and that the entries of X have a sub-exponential decay. acknowledgement: "We thank Horng-Tzer Yau for numerous discussions and remarks. We are grateful to Ben Adlam, Jinho Baik, Zhigang Bao, Paul Bourgade, László Erd ̋os, Iain Johnstone and Antti Knowles for comments. We are also grate-\r\nful to the anonymous referee for carefully reading our manuscript and suggesting several improvements." author: - first_name: Ji full_name: Lee, Ji last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 2016;26(6):3786-3839. doi:10.1214/16-AAP1193 apa: Lee, J., & Schnelli, K. (2016). Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AAP1193 chicago: Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/16-AAP1193. ieee: J. Lee and K. Schnelli, “Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population,” Annals of Applied Probability, vol. 26, no. 6. Institute of Mathematical Statistics, pp. 3786–3839, 2016. ista: Lee J, Schnelli K. 2016. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 26(6), 3786–3839. mla: Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability, vol. 26, no. 6, Institute of Mathematical Statistics, 2016, pp. 3786–839, doi:10.1214/16-AAP1193. short: J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839. date_created: 2018-12-11T11:50:27Z date_published: 2016-12-15T00:00:00Z date_updated: 2021-01-12T06:48:43Z day: '15' department: - _id: LaEr doi: 10.1214/16-AAP1193 ec_funded: 1 intvolume: ' 26' issue: '6' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1409.4979 month: '12' oa: 1 oa_version: Preprint page: 3786 - 3839 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Applied Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6201' quality_controlled: '1' scopus_import: 1 status: public title: Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 26 year: '2016' ... --- _id: '1219' abstract: - lang: eng text: We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues ofW and V are typically of the same order. For a large class of diagonal matrices V , we show that the local statistics in the bulk of the spectrum are universal in the limit of large N. acknowledgement: "J.C. was supported in part by National Research Foundation of Korea Grant 2011-0013474 and TJ Park Junior Faculty Fellowship.\r\nK.S. was supported by ERC Advanced Grant RANMAT, No. 338804, and the \"Fund for Math.\"\r\nB.S. was supported by NSF GRFP Fellowship DGE-1144152.\r\nH.Y. was supported in part by NSF Grant DMS-13-07444 and Simons investigator fellowship. We thank Paul Bourgade, László Erd ̋os and Antti Knowles for helpful comments. We are grateful to the Taida Institute for Mathematical\r\nSciences and National Taiwan Universality for their hospitality during part of this\r\nresearch. We thank Thomas Spencer and the Institute for Advanced Study for their\r\nhospitality during the academic year 2013–2014. " author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 - first_name: Ben full_name: Stetler, Ben last_name: Stetler - first_name: Horngtzer full_name: Yau, Horngtzer last_name: Yau citation: ama: Lee J, Schnelli K, Stetler B, Yau H. Bulk universality for deformed wigner matrices. Annals of Probability. 2016;44(3):2349-2425. doi:10.1214/15-AOP1023 apa: Lee, J., Schnelli, K., Stetler, B., & Yau, H. (2016). Bulk universality for deformed wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/15-AOP1023 chicago: Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023. ieee: J. Lee, K. Schnelli, B. Stetler, and H. Yau, “Bulk universality for deformed wigner matrices,” Annals of Probability, vol. 44, no. 3. Institute of Mathematical Statistics, pp. 2349–2425, 2016. ista: Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425. mla: Lee, Jioon, et al. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability, vol. 44, no. 3, Institute of Mathematical Statistics, 2016, pp. 2349–425, doi:10.1214/15-AOP1023. short: J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425. date_created: 2018-12-11T11:50:47Z date_published: 2016-01-01T00:00:00Z date_updated: 2021-01-12T06:49:10Z day: '01' department: - _id: LaEr doi: 10.1214/15-AOP1023 ec_funded: 1 intvolume: ' 44' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1405.6634 month: '01' oa: 1 oa_version: Preprint page: 2349 - 2425 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6115' quality_controlled: '1' scopus_import: 1 status: public title: Bulk universality for deformed wigner matrices type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 44 year: '2016' ... --- _id: '1223' abstract: - lang: eng text: We consider a random Schrödinger operator on the binary tree with a random potential which is the sum of a random radially symmetric potential, Qr, and a random transversally periodic potential, κQt, with coupling constant κ. Using a new one-dimensional dynamical systems approach combined with Jensen's inequality in hyperbolic space (our key estimate) we obtain a fractional moment estimate proving localization for small and large κ. Together with a previous result we therefore obtain a model with two Anderson transitions, from localization to delocalization and back to localization, when increasing κ. As a by-product we also have a partially new proof of one-dimensional Anderson localization at any disorder. author: - first_name: Richard full_name: Froese, Richard last_name: Froese - first_name: Darrick full_name: Lee, Darrick last_name: Lee - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 - first_name: Wolfgang full_name: Spitzer, Wolfgang last_name: Spitzer - first_name: Günter full_name: Stolz, Günter last_name: Stolz citation: ama: Froese R, Lee D, Sadel C, Spitzer W, Stolz G. Localization for transversally periodic random potentials on binary trees. Journal of Spectral Theory. 2016;6(3):557-600. doi:10.4171/JST/132 apa: Froese, R., Lee, D., Sadel, C., Spitzer, W., & Stolz, G. (2016). Localization for transversally periodic random potentials on binary trees. Journal of Spectral Theory. European Mathematical Society. https://doi.org/10.4171/JST/132 chicago: Froese, Richard, Darrick Lee, Christian Sadel, Wolfgang Spitzer, and Günter Stolz. “Localization for Transversally Periodic Random Potentials on Binary Trees.” Journal of Spectral Theory. European Mathematical Society, 2016. https://doi.org/10.4171/JST/132. ieee: R. Froese, D. Lee, C. Sadel, W. Spitzer, and G. Stolz, “Localization for transversally periodic random potentials on binary trees,” Journal of Spectral Theory, vol. 6, no. 3. European Mathematical Society, pp. 557–600, 2016. ista: Froese R, Lee D, Sadel C, Spitzer W, Stolz G. 2016. Localization for transversally periodic random potentials on binary trees. Journal of Spectral Theory. 6(3), 557–600. mla: Froese, Richard, et al. “Localization for Transversally Periodic Random Potentials on Binary Trees.” Journal of Spectral Theory, vol. 6, no. 3, European Mathematical Society, 2016, pp. 557–600, doi:10.4171/JST/132. short: R. Froese, D. Lee, C. Sadel, W. Spitzer, G. Stolz, Journal of Spectral Theory 6 (2016) 557–600. date_created: 2018-12-11T11:50:48Z date_published: 2016-01-01T00:00:00Z date_updated: 2021-01-12T06:49:12Z day: '01' department: - _id: LaEr doi: 10.4171/JST/132 intvolume: ' 6' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1408.3961 month: '01' oa: 1 oa_version: Preprint page: 557 - 600 publication: Journal of Spectral Theory publication_status: published publisher: European Mathematical Society publist_id: '6112' quality_controlled: '1' scopus_import: 1 status: public title: Localization for transversally periodic random potentials on binary trees type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 6 year: '2016' ... --- _id: '1257' abstract: - lang: eng text: We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix (Formula presented.). Focusing on the eigenvalues of (Formula presented.) of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required (Formula presented.) to be a (conjugated) unitary matrix so it could not have eigenvalues of different modulus. From the result we can also obtain a limit SDE for the Markov process given by the action of the random products on the flag manifold. Applying the result to random Schrödinger operators we can improve some results by Valko and Virag showing GOE statistics for the rescaled eigenvalue process of a sequence of Anderson models on long boxes. In particular, we solve a problem posed in their work. acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). The work of C. Sadel was supported by NSERC Discovery Grant 92997-2010 RGPIN and by the People Programme (Marie Curie Actions) of the EU 7th Framework Programme FP7/2007-2013, REA Grant 291734. article_processing_charge: Yes (via OA deal) author: - first_name: Christian full_name: Sadel, Christian id: 4760E9F8-F248-11E8-B48F-1D18A9856A87 last_name: Sadel orcid: 0000-0001-8255-3968 - first_name: Bálint full_name: Virág, Bálint last_name: Virág citation: ama: Sadel C, Virág B. A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes. Communications in Mathematical Physics. 2016;343(3):881-919. doi:10.1007/s00220-016-2600-4 apa: Sadel, C., & Virág, B. (2016). A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2600-4 chicago: Sadel, Christian, and Bálint Virág. “A Central Limit Theorem for Products of Random Matrices and GOE Statistics for the Anderson Model on Long Boxes.” Communications in Mathematical Physics. Springer, 2016. https://doi.org/10.1007/s00220-016-2600-4. ieee: C. Sadel and B. Virág, “A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes,” Communications in Mathematical Physics, vol. 343, no. 3. Springer, pp. 881–919, 2016. ista: Sadel C, Virág B. 2016. A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes. Communications in Mathematical Physics. 343(3), 881–919. mla: Sadel, Christian, and Bálint Virág. “A Central Limit Theorem for Products of Random Matrices and GOE Statistics for the Anderson Model on Long Boxes.” Communications in Mathematical Physics, vol. 343, no. 3, Springer, 2016, pp. 881–919, doi:10.1007/s00220-016-2600-4. short: C. Sadel, B. Virág, Communications in Mathematical Physics 343 (2016) 881–919. date_created: 2018-12-11T11:50:59Z date_published: 2016-05-01T00:00:00Z date_updated: 2021-01-12T06:49:26Z day: '01' ddc: - '510' - '539' department: - _id: LaEr doi: 10.1007/s00220-016-2600-4 ec_funded: 1 file: - access_level: open_access checksum: 4fb2411d9c2f56676123165aad46c828 content_type: application/pdf creator: system date_created: 2018-12-12T10:15:02Z date_updated: 2020-07-14T12:44:42Z file_id: '5119' file_name: IST-2016-703-v1+1_s00220-016-2600-4.pdf file_size: 800792 relation: main_file file_date_updated: 2020-07-14T12:44:42Z has_accepted_license: '1' intvolume: ' 343' issue: '3' language: - iso: eng month: '05' oa: 1 oa_version: Published Version page: 881 - 919 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Communications in Mathematical Physics publication_status: published publisher: Springer publist_id: '6067' pubrep_id: '703' quality_controlled: '1' scopus_import: 1 status: public title: A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes 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: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 343 year: '2016' ...