---
_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
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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
license: https://creativecommons.org/licenses/by/4.0/
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
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file_name: 2018_thesis_Alt.pdf
file_size: 5801709
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creator: dernst
date_created: 2019-04-08T13:55:20Z
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file_name: 2018_thesis_Alt_source.zip
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language:
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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:
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doi: 10.1214/16-ECP38
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month: '01'
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project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
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grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication: Electronic Communications in Probability
publication_status: published
publisher: Institute of Mathematical Statistics
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status: public
title: Fluctuations of functions of Wigner matrices
tmp:
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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
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creator: system
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date_updated: 2020-07-14T12:45:00Z
file_id: '4665'
file_name: IST-2016-489-v1+1_s00440-015-0692-y.pdf
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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
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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
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creator: system
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month: '12'
oa: 1
oa_version: Published Version
page: 667 - 727
project:
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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
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creator: system
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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
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file_name: IST-2017-802-v1+1_euclid.ejp.1487991681.pdf
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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
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image: /images/cc_by.png
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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:
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content_type: application/pdf
creator: system
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has_accepted_license: '1'
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language:
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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
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issn:
- '10836489'
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publisher: Institute of Mathematical Statistics
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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'
...
---
_id: '1280'
abstract:
- lang: eng
text: We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of
the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous
results concerning the universality of random matrices either require an averaging
in the energy parameter or they hold only for Hermitian matrices if the energy
parameter is fixed. We develop a homogenization theory of the Dyson Brownian motion
and show that microscopic universality follows from mesoscopic statistics.
acknowledgement: "The work of P.B. was partially supported by National Sci-\r\nence
Foundation Grant DMS-1208859. The work of L.E. was partially supported\r\nby ERC
Advanced Grant RANMAT 338804. The work of H.-T. Y. was partially\r\nsupported by
National Science Foundation Grant DMS-1307444 and a Simons In-\r\nvestigator award.
\ The work of J.Y. was partially supported by National Science\r\nFoundation Grant
DMS-1207961. The major part of this research was conducted\r\nwhen all authors
were visiting IAS and were also supported by National Science\r\nFoundation Grant
DMS-1128255."
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: Horngtzer
full_name: Yau, Horngtzer
last_name: Yau
- first_name: Jun
full_name: Yin, Jun
last_name: Yin
citation:
ama: Bourgade P, Erdös L, Yau H, Yin J. Fixed energy universality for generalized
wigner matrices. Communications on Pure and Applied Mathematics. 2016;69(10):1815-1881.
doi:10.1002/cpa.21624
apa: Bourgade, P., Erdös, L., Yau, H., & Yin, J. (2016). Fixed energy universality
for generalized wigner matrices. Communications on Pure and Applied Mathematics.
Wiley-Blackwell. https://doi.org/10.1002/cpa.21624
chicago: Bourgade, Paul, László Erdös, Horngtzer Yau, and Jun Yin. “Fixed Energy
Universality for Generalized Wigner Matrices.” Communications on Pure and Applied
Mathematics. Wiley-Blackwell, 2016. https://doi.org/10.1002/cpa.21624.
ieee: P. Bourgade, L. Erdös, H. Yau, and J. Yin, “Fixed energy universality for
generalized wigner matrices,” Communications on Pure and Applied Mathematics,
vol. 69, no. 10. Wiley-Blackwell, pp. 1815–1881, 2016.
ista: Bourgade P, Erdös L, Yau H, Yin J. 2016. Fixed energy universality for generalized
wigner matrices. Communications on Pure and Applied Mathematics. 69(10), 1815–1881.
mla: Bourgade, Paul, et al. “Fixed Energy Universality for Generalized Wigner Matrices.”
Communications on Pure and Applied Mathematics, vol. 69, no. 10, Wiley-Blackwell,
2016, pp. 1815–81, doi:10.1002/cpa.21624.
short: P. Bourgade, L. Erdös, H. Yau, J. Yin, Communications on Pure and Applied
Mathematics 69 (2016) 1815–1881.
date_created: 2018-12-11T11:51:07Z
date_published: 2016-10-01T00:00:00Z
date_updated: 2021-01-12T06:49:35Z
day: '01'
department:
- _id: LaEr
doi: 10.1002/cpa.21624
ec_funded: 1
intvolume: ' 69'
issue: '10'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1407.5606
month: '10'
oa: 1
oa_version: Preprint
page: 1815 - 1881
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_status: published
publisher: Wiley-Blackwell
publist_id: '6036'
scopus_import: 1
status: public
title: Fixed energy universality for generalized wigner matrices
type: journal_article
user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87
volume: 69
year: '2016'
...
---
_id: '1434'
abstract:
- lang: eng
text: We prove that the system of subordination equations, defining the free additive
convolution of two probability measures, is stable away from the edges of the
support and blow-up singularities by showing that the recent smoothness condition
of Kargin is always satisfied. As an application, we consider the local spectral
statistics of the random matrix ensemble A+UBU⁎A+UBU⁎, where U is a Haar distributed
random unitary or orthogonal matrix, and A and B are deterministic matrices.
In the bulk regime, we prove that the empirical spectral distribution of A+UBU⁎A+UBU⁎
concentrates around the free additive convolution of the spectral distributions
of A and B on scales down to N−2/3N−2/3.
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 stability of the free additive convolution.
Journal of Functional Analysis. 2016;271(3):672-719. doi:10.1016/j.jfa.2016.04.006
apa: Bao, Z., Erdös, L., & Schnelli, K. (2016). Local stability of the free
additive convolution. Journal of Functional Analysis. Academic Press. https://doi.org/10.1016/j.jfa.2016.04.006
chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Stability of the
Free Additive Convolution.” Journal of Functional Analysis. Academic Press,
2016. https://doi.org/10.1016/j.jfa.2016.04.006.
ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local stability of the free additive convolution,”
Journal of Functional Analysis, vol. 271, no. 3. Academic Press, pp. 672–719,
2016.
ista: Bao Z, Erdös L, Schnelli K. 2016. Local stability of the free additive convolution.
Journal of Functional Analysis. 271(3), 672–719.
mla: Bao, Zhigang, et al. “Local Stability of the Free Additive Convolution.” Journal
of Functional Analysis, vol. 271, no. 3, Academic Press, 2016, pp. 672–719,
doi:10.1016/j.jfa.2016.04.006.
short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016)
672–719.
date_created: 2018-12-11T11:52:00Z
date_published: 2016-08-01T00:00:00Z
date_updated: 2021-01-12T06:50:42Z
day: '01'
department:
- _id: LaEr
doi: 10.1016/j.jfa.2016.04.006
ec_funded: 1
intvolume: ' 271'
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1508.05905
month: '08'
oa: 1
oa_version: Preprint
page: 672 - 719
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_status: published
publisher: Academic Press
publist_id: '5764'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local stability of the free additive convolution
type: journal_article
user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87
volume: 271
year: '2016'
...
---
_id: '1489'
abstract:
- lang: eng
text: 'We prove optimal local law, bulk universality and non-trivial decay for the
off-diagonal elements of the resolvent for a class of translation invariant Gaussian
random matrix ensembles with correlated entries. '
acknowledgement: Open access funding provided by Institute of Science and Technology
(IST Austria). Oskari H. Ajanki was Partially supported by ERC Advanced Grant RANMAT
No. 338804, and SFB-TR 12 Grant of the German Research Council. László Erdős was
Partially supported by ERC Advanced Grant RANMAT No. 338804. Torben Krüger was Partially
supported by ERC Advanced Grant RANMAT No. 338804, and SFB-TR 12 Grant of the German
Research Council.
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. Local spectral statistics of Gaussian matrices
with correlated entries. Journal of Statistical Physics. 2016;163(2):280-302.
doi:10.1007/s10955-016-1479-y
apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2016). Local spectral statistics
of Gaussian matrices with correlated entries. Journal of Statistical Physics.
Springer. https://doi.org/10.1007/s10955-016-1479-y
chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Spectral Statistics
of Gaussian Matrices with Correlated Entries.” Journal of Statistical Physics.
Springer, 2016. https://doi.org/10.1007/s10955-016-1479-y.
ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local spectral statistics of Gaussian
matrices with correlated entries,” Journal of Statistical Physics, vol.
163, no. 2. Springer, pp. 280–302, 2016.
ista: Ajanki OH, Erdös L, Krüger TH. 2016. Local spectral statistics of Gaussian
matrices with correlated entries. Journal of Statistical Physics. 163(2), 280–302.
mla: Ajanki, Oskari H., et al. “Local Spectral Statistics of Gaussian Matrices with
Correlated Entries.” Journal of Statistical Physics, vol. 163, no. 2, Springer,
2016, pp. 280–302, doi:10.1007/s10955-016-1479-y.
short: O.H. Ajanki, L. Erdös, T.H. Krüger, Journal of Statistical Physics 163 (2016)
280–302.
date_created: 2018-12-11T11:52:19Z
date_published: 2016-04-01T00:00:00Z
date_updated: 2021-01-12T06:51:05Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s10955-016-1479-y
ec_funded: 1
file:
- access_level: open_access
checksum: 7139598dcb1cafbe6866bd2bfd732b33
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:11:16Z
date_updated: 2020-07-14T12:44:57Z
file_id: '4869'
file_name: IST-2016-516-v1+1_s10955-016-1479-y.pdf
file_size: 660602
relation: main_file
file_date_updated: 2020-07-14T12:44:57Z
has_accepted_license: '1'
intvolume: ' 163'
issue: '2'
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
page: 280 - 302
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: Journal of Statistical Physics
publication_status: published
publisher: Springer
publist_id: '5698'
pubrep_id: '516'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local spectral statistics of Gaussian matrices with correlated 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 163
year: '2016'
...
---
_id: '1608'
abstract:
- lang: eng
text: 'We show that the Anderson model has a transition from localization to delocalization
at exactly 2 dimensional growth rate on antitrees with normalized edge weights
which are certain discrete graphs. The kinetic part has a one-dimensional structure
allowing a description through transfer matrices which involve some Schur complement.
For such operators we introduce the notion of having one propagating channel and
extend theorems from the theory of one-dimensional Jacobi operators that relate
the behavior of transfer matrices with the spectrum. These theorems are then applied
to the considered model. In essence, in a certain energy region the kinetic part
averages the random potentials along shells and the transfer matrices behave similar
as for a one-dimensional operator with random potential of decaying variance.
At d dimensional growth for d>2 this effective decay is strong enough to obtain
absolutely continuous spectrum, whereas for some uniform d dimensional growth
with d<2 one has pure point spectrum in this energy region. At exactly uniform
2 dimensional growth also some singular continuous spectrum appears, at least
at small disorder. As a corollary we also obtain a change from singular spectrum
(d≤2) to absolutely continuous spectrum (d≥3) for random operators of the type
rΔdr+λ on ℤd, where r is an orthogonal radial projection, Δd the discrete
adjacency operator (Laplacian) on ℤd and λ a random potential. '
author:
- first_name: Christian
full_name: Sadel, Christian
id: 4760E9F8-F248-11E8-B48F-1D18A9856A87
last_name: Sadel
orcid: 0000-0001-8255-3968
citation:
ama: Sadel C. Anderson transition at 2 dimensional growth rate on antitrees and
spectral theory for operators with one propagating channel. Annales Henri Poincare.
2016;17(7):1631-1675. doi:10.1007/s00023-015-0456-3
apa: Sadel, C. (2016). Anderson transition at 2 dimensional growth rate on antitrees
and spectral theory for operators with one propagating channel. Annales Henri
Poincare. Birkhäuser. https://doi.org/10.1007/s00023-015-0456-3
chicago: Sadel, Christian. “Anderson Transition at 2 Dimensional Growth Rate on
Antitrees and Spectral Theory for Operators with One Propagating Channel.” Annales
Henri Poincare. Birkhäuser, 2016. https://doi.org/10.1007/s00023-015-0456-3.
ieee: C. Sadel, “Anderson transition at 2 dimensional growth rate on antitrees and
spectral theory for operators with one propagating channel,” Annales Henri
Poincare, vol. 17, no. 7. Birkhäuser, pp. 1631–1675, 2016.
ista: Sadel C. 2016. Anderson transition at 2 dimensional growth rate on antitrees
and spectral theory for operators with one propagating channel. Annales Henri
Poincare. 17(7), 1631–1675.
mla: Sadel, Christian. “Anderson Transition at 2 Dimensional Growth Rate on Antitrees
and Spectral Theory for Operators with One Propagating Channel.” Annales Henri
Poincare, vol. 17, no. 7, Birkhäuser, 2016, pp. 1631–75, doi:10.1007/s00023-015-0456-3.
short: C. Sadel, Annales Henri Poincare 17 (2016) 1631–1675.
date_created: 2018-12-11T11:53:00Z
date_published: 2016-07-01T00:00:00Z
date_updated: 2021-01-12T06:51:58Z
day: '01'
department:
- _id: LaEr
doi: 10.1007/s00023-015-0456-3
ec_funded: 1
intvolume: ' 17'
issue: '7'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1501.04287
month: '07'
oa: 1
oa_version: Preprint
page: 1631 - 1675
project:
- _id: 25681D80-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '291734'
name: International IST Postdoc Fellowship Programme
publication: Annales Henri Poincare
publication_status: published
publisher: Birkhäuser
publist_id: '5558'
quality_controlled: '1'
scopus_import: 1
status: public
title: Anderson transition at 2 dimensional growth rate on antitrees and spectral
theory for operators with one propagating channel
type: journal_article
user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87
volume: 17
year: '2016'
...
---
_id: '1881'
abstract:
- lang: eng
text: 'We consider random matrices of the form H=W+λV, λ∈ℝ+, where W is a real symmetric
or complex Hermitian Wigner matrix of size N and V is a real bounded diagonal
random matrix of size N with i.i.d.\ entries that are independent of W. We assume
subexponential decay for the matrix entries of W and we choose λ∼1, so that the
eigenvalues of W and λV are typically of the same order. Further, we assume that
the density of the entries of V is supported on a single interval and is convex
near the edges of its support. In this paper we prove that there is λ+∈ℝ+ such
that the largest eigenvalues of H are in the limit of large N determined by the
order statistics of V for λ>λ+. In particular, the largest eigenvalue of H
has a Weibull distribution in the limit N→∞ if λ>λ+. Moreover, for N sufficiently
large, we show that the eigenvectors associated to the largest eigenvalues are
partially localized for λ>λ+, while they are completely delocalized for λ<λ+.
Similar results hold for the lowest eigenvalues. '
acknowledgement: "Most of the presented work was obtained while Kevin Schnelli was
staying at the IAS with the support of\r\nThe Fund For Math."
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
citation:
ama: Lee J, Schnelli K. Extremal eigenvalues and eigenvectors of deformed Wigner
matrices. Probability Theory and Related Fields. 2016;164(1-2):165-241.
doi:10.1007/s00440-014-0610-8
apa: Lee, J., & Schnelli, K. (2016). Extremal eigenvalues and eigenvectors of
deformed Wigner matrices. Probability Theory and Related Fields. Springer.
https://doi.org/10.1007/s00440-014-0610-8
chicago: Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors
of Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer,
2016. https://doi.org/10.1007/s00440-014-0610-8.
ieee: J. Lee and K. Schnelli, “Extremal eigenvalues and eigenvectors of deformed
Wigner matrices,” Probability Theory and Related Fields, vol. 164, no.
1–2. Springer, pp. 165–241, 2016.
ista: Lee J, Schnelli K. 2016. Extremal eigenvalues and eigenvectors of deformed
Wigner matrices. Probability Theory and Related Fields. 164(1–2), 165–241.
mla: Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed
Wigner Matrices.” Probability Theory and Related Fields, vol. 164, no.
1–2, Springer, 2016, pp. 165–241, doi:10.1007/s00440-014-0610-8.
short: J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241.
date_created: 2018-12-11T11:54:31Z
date_published: 2016-02-01T00:00:00Z
date_updated: 2021-01-12T06:53:49Z
day: '01'
department:
- _id: LaEr
doi: 10.1007/s00440-014-0610-8
ec_funded: 1
intvolume: ' 164'
issue: 1-2
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1310.7057
month: '02'
oa: 1
oa_version: Preprint
page: 165 - 241
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: '5215'
quality_controlled: '1'
scopus_import: 1
status: public
title: Extremal eigenvalues and eigenvectors of deformed Wigner matrices
type: journal_article
user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87
volume: 164
year: '2016'
...
---
_id: '1505'
abstract:
- lang: eng
text: This paper is aimed at deriving the universality of the largest eigenvalue
of a class of high-dimensional real or complex sample covariance matrices of the
form W N =Σ 1/2XX∗Σ 1/2 . Here, X = (xij )M,N is an M× N random matrix with independent
entries xij , 1 ≤ i M,≤ 1 ≤ j ≤ N such that Exij = 0, E|xij |2 = 1/N . On dimensionality,
we assume that M = M(N) and N/M → d ε (0, ∞) as N ∞→. For a class of general deterministic
positive-definite M × M matrices Σ , under some additional assumptions on the
distribution of xij 's, we show that the limiting behavior of the largest eigenvalue
of W N is universal, via pursuing a Green function comparison strategy raised
in [Probab. Theory Related Fields 154 (2012) 341-407, Adv. Math. 229 (2012) 1435-1515]
by Erd″os, Yau and Yin for Wigner matrices and extended by Pillai and Yin [Ann.
Appl. Probab. 24 (2014) 935-1001] to sample covariance matrices in the null case
(&Epsi = I ). Consequently, in the standard complex case (Ex2 ij = 0), combing
this universality property and the results known for Gaussian matrices obtained
by El Karoui in [Ann. Probab. 35 (2007) 663-714] (nonsingular case) and Onatski
in [Ann. Appl. Probab. 18 (2008) 470-490] (singular case), we show that after
an appropriate normalization the largest eigenvalue of W N converges weakly to
the type 2 Tracy-Widom distribution TW2 . Moreover, in the real case, we show
that whenΣ is spiked with a fixed number of subcritical spikes, the type 1 Tracy-Widom
limit TW1 holds for the normalized largest eigenvalue of W N , which extends a
result of Féral and Péché in [J. Math. Phys. 50 (2009) 073302] to the scenario
of nondiagonal Σ and more generally distributed X . In summary, we establish the
Tracy-Widom type universality for the largest eigenvalue of generally distributed
sample covariance matrices under quite light assumptions on &Sigma . Applications
of these limiting results to statistical signal detection and structure recognition
of separable covariance matrices are also discussed.
acknowledgement: "B.Z. was supported in part by NSFC Grant 11071213, ZJNSF
\ Grant R6090034 and SRFDP Grant 20100101110001. P.G. was supported in part
by the Ministry of Education, Singapore, under Grant ARC 14/11. Z.W. was supported
\ in part by the Ministry of Education, Singapore, under Grant ARC 14/11,
\ and by a Grant R-155-000-131-112 at the National University of Singapore\r\n"
author:
- first_name: Zhigang
full_name: Bao, Zhigang
id: 442E6A6C-F248-11E8-B48F-1D18A9856A87
last_name: Bao
orcid: 0000-0003-3036-1475
- first_name: Guangming
full_name: Pan, Guangming
last_name: Pan
- first_name: Wang
full_name: Zhou, Wang
last_name: Zhou
citation:
ama: Bao Z, Pan G, Zhou W. Universality for the largest eigenvalue of sample covariance
matrices with general population. Annals of Statistics. 2015;43(1):382-421.
doi:10.1214/14-AOS1281
apa: Bao, Z., Pan, G., & Zhou, W. (2015). Universality for the largest eigenvalue
of sample covariance matrices with general population. Annals of Statistics.
Institute of Mathematical Statistics. https://doi.org/10.1214/14-AOS1281
chicago: Bao, Zhigang, Guangming Pan, and Wang Zhou. “Universality for the Largest
Eigenvalue of Sample Covariance Matrices with General Population.” Annals of
Statistics. Institute of Mathematical Statistics, 2015. https://doi.org/10.1214/14-AOS1281.
ieee: Z. Bao, G. Pan, and W. Zhou, “Universality for the largest eigenvalue of sample
covariance matrices with general population,” Annals of Statistics, vol.
43, no. 1. Institute of Mathematical Statistics, pp. 382–421, 2015.
ista: Bao Z, Pan G, Zhou W. 2015. Universality for the largest eigenvalue of sample
covariance matrices with general population. Annals of Statistics. 43(1), 382–421.
mla: Bao, Zhigang, et al. “Universality for the Largest Eigenvalue of Sample Covariance
Matrices with General Population.” Annals of Statistics, vol. 43, no. 1,
Institute of Mathematical Statistics, 2015, pp. 382–421, doi:10.1214/14-AOS1281.
short: Z. Bao, G. Pan, W. Zhou, Annals of Statistics 43 (2015) 382–421.
date_created: 2018-12-11T11:52:25Z
date_published: 2015-02-01T00:00:00Z
date_updated: 2021-01-12T06:51:14Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/14-AOS1281
intvolume: ' 43'
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1304.5690
month: '02'
oa: 1
oa_version: Preprint
page: 382 - 421
publication: Annals of Statistics
publication_status: published
publisher: Institute of Mathematical Statistics
publist_id: '5672'
quality_controlled: '1'
status: public
title: Universality for the largest eigenvalue of sample covariance matrices with
general population
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 43
year: '2015'
...
---
_id: '1508'
abstract:
- lang: eng
text: We consider generalized Wigner ensembles and general β-ensembles with analytic
potentials for any β ≥ 1. The recent universality results in particular assert
that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum
are universal in the sense that they coincide with those of the corresponding
Gaussian β-ensembles. In this article, we show that local averaging is not necessary
for this result, i.e. we prove that the single gap distributions in the bulk are
universal. In fact, with an additional step, our result can be extended to any
C4(ℝ) potential.
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. Gap universality of generalized Wigner and β ensembles. Journal
of the European Mathematical Society. 2015;17(8):1927-2036. doi:10.4171/JEMS/548
apa: Erdös, L., & Yau, H. (2015). Gap universality of generalized Wigner and
β ensembles. Journal of the European Mathematical Society. European Mathematical
Society. https://doi.org/10.4171/JEMS/548
chicago: Erdös, László, and Horng Yau. “Gap Universality of Generalized Wigner and
β Ensembles.” Journal of the European Mathematical Society. European Mathematical
Society, 2015. https://doi.org/10.4171/JEMS/548.
ieee: L. Erdös and H. Yau, “Gap universality of generalized Wigner and β ensembles,”
Journal of the European Mathematical Society, vol. 17, no. 8. European
Mathematical Society, pp. 1927–2036, 2015.
ista: Erdös L, Yau H. 2015. Gap universality of generalized Wigner and β ensembles.
Journal of the European Mathematical Society. 17(8), 1927–2036.
mla: Erdös, László, and Horng Yau. “Gap Universality of Generalized Wigner and β
Ensembles.” Journal of the European Mathematical Society, vol. 17, no.
8, European Mathematical Society, 2015, pp. 1927–2036, doi:10.4171/JEMS/548.
short: L. Erdös, H. Yau, Journal of the European Mathematical Society 17 (2015)
1927–2036.
date_created: 2018-12-11T11:52:26Z
date_published: 2015-08-01T00:00:00Z
date_updated: 2021-01-12T06:51:15Z
day: '01'
department:
- _id: LaEr
doi: 10.4171/JEMS/548
intvolume: ' 17'
issue: '8'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1211.3786
month: '08'
oa: 1
oa_version: Preprint
page: 1927 - 2036
publication: Journal of the European Mathematical Society
publication_status: published
publisher: European Mathematical Society
publist_id: '5669'
quality_controlled: '1'
scopus_import: 1
status: public
title: Gap universality of generalized Wigner and β ensembles
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 17
year: '2015'
...
---
_id: '1506'
abstract:
- lang: eng
text: Consider the square random matrix An = (aij)n,n, where {aij:= a(n)ij , i,
j = 1, . . . , n} is a collection of independent real random variables with means
zero and variances one. Under the additional moment condition supn max1≤i,j ≤n
Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞
log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1).
author:
- first_name: Zhigang
full_name: Bao, Zhigang
id: 442E6A6C-F248-11E8-B48F-1D18A9856A87
last_name: Bao
orcid: 0000-0003-3036-1475
- first_name: Guangming
full_name: Pan, Guangming
last_name: Pan
- first_name: Wang
full_name: Zhou, Wang
last_name: Zhou
citation:
ama: Bao Z, Pan G, Zhou W. The logarithmic law of random determinant. Bernoulli.
2015;21(3):1600-1628. doi:10.3150/14-BEJ615
apa: Bao, Z., Pan, G., & Zhou, W. (2015). The logarithmic law of random determinant.
Bernoulli. Bernoulli Society for Mathematical Statistics and Probability.
https://doi.org/10.3150/14-BEJ615
chicago: Bao, Zhigang, Guangming Pan, and Wang Zhou. “The Logarithmic Law of Random
Determinant.” Bernoulli. Bernoulli Society for Mathematical Statistics
and Probability, 2015. https://doi.org/10.3150/14-BEJ615.
ieee: Z. Bao, G. Pan, and W. Zhou, “The logarithmic law of random determinant,”
Bernoulli, vol. 21, no. 3. Bernoulli Society for Mathematical Statistics
and Probability, pp. 1600–1628, 2015.
ista: Bao Z, Pan G, Zhou W. 2015. The logarithmic law of random determinant. Bernoulli.
21(3), 1600–1628.
mla: Bao, Zhigang, et al. “The Logarithmic Law of Random Determinant.” Bernoulli,
vol. 21, no. 3, Bernoulli Society for Mathematical Statistics and Probability,
2015, pp. 1600–28, doi:10.3150/14-BEJ615.
short: Z. Bao, G. Pan, W. Zhou, Bernoulli 21 (2015) 1600–1628.
date_created: 2018-12-11T11:52:25Z
date_published: 2015-08-01T00:00:00Z
date_updated: 2021-01-12T06:51:14Z
day: '01'
department:
- _id: LaEr
doi: 10.3150/14-BEJ615
intvolume: ' 21'
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1208.5823
month: '08'
oa: 1
oa_version: Preprint
page: 1600 - 1628
publication: Bernoulli
publication_status: published
publisher: Bernoulli Society for Mathematical Statistics and Probability
publist_id: '5671'
quality_controlled: '1'
status: public
title: The logarithmic law of random determinant
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 21
year: '2015'
...
---
_id: '1585'
abstract:
- lang: eng
text: In this paper, we consider the fluctuation of mutual information statistics
of a multiple input multiple output channel communication systems without assuming
that the entries of the channel matrix have zero pseudovariance. To this end,
we also establish a central limit theorem of the linear spectral statistics for
sample covariance matrices under general moment conditions by removing the restrictions
imposed on the second moment and fourth moment on the matrix entries in Bai and
Silverstein (2004).
acknowledgement: "G. Pan was supported by MOE Tier 2 under Grant 2014-T2-2-060 and
in part by Tier 1 under Grant RG25/14 through the Nanyang Technological University,
Singapore. W. Zhou was supported by the National University of Singapore, Singapore,
under Grant R-155-000-131-112.\r\n"
author:
- first_name: Zhigang
full_name: Bao, Zhigang
id: 442E6A6C-F248-11E8-B48F-1D18A9856A87
last_name: Bao
orcid: 0000-0003-3036-1475
- first_name: Guangming
full_name: Pan, Guangming
last_name: Pan
- first_name: Wang
full_name: Zhou, Wang
last_name: Zhou
citation:
ama: Bao Z, Pan G, Zhou W. Asymptotic mutual information statistics of MIMO channels
and CLT of sample covariance matrices. IEEE Transactions on Information Theory.
2015;61(6):3413-3426. doi:10.1109/TIT.2015.2421894
apa: Bao, Z., Pan, G., & Zhou, W. (2015). Asymptotic mutual information statistics
of MIMO channels and CLT of sample covariance matrices. IEEE Transactions on
Information Theory. IEEE. https://doi.org/10.1109/TIT.2015.2421894
chicago: Bao, Zhigang, Guangming Pan, and Wang Zhou. “Asymptotic Mutual Information
Statistics of MIMO Channels and CLT of Sample Covariance Matrices.” IEEE Transactions
on Information Theory. IEEE, 2015. https://doi.org/10.1109/TIT.2015.2421894.
ieee: Z. Bao, G. Pan, and W. Zhou, “Asymptotic mutual information statistics of
MIMO channels and CLT of sample covariance matrices,” IEEE Transactions on
Information Theory, vol. 61, no. 6. IEEE, pp. 3413–3426, 2015.
ista: Bao Z, Pan G, Zhou W. 2015. Asymptotic mutual information statistics of MIMO
channels and CLT of sample covariance matrices. IEEE Transactions on Information
Theory. 61(6), 3413–3426.
mla: Bao, Zhigang, et al. “Asymptotic Mutual Information Statistics of MIMO Channels
and CLT of Sample Covariance Matrices.” IEEE Transactions on Information Theory,
vol. 61, no. 6, IEEE, 2015, pp. 3413–26, doi:10.1109/TIT.2015.2421894.
short: Z. Bao, G. Pan, W. Zhou, IEEE Transactions on Information Theory 61 (2015)
3413–3426.
date_created: 2018-12-11T11:52:52Z
date_published: 2015-06-01T00:00:00Z
date_updated: 2021-01-12T06:51:46Z
day: '01'
department:
- _id: LaEr
doi: 10.1109/TIT.2015.2421894
intvolume: ' 61'
issue: '6'
language:
- iso: eng
month: '06'
oa_version: None
page: 3413 - 3426
publication: IEEE Transactions on Information Theory
publication_status: published
publisher: IEEE
publist_id: '5586'
quality_controlled: '1'
scopus_import: 1
status: public
title: Asymptotic mutual information statistics of MIMO channels and CLT of sample
covariance matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 61
year: '2015'
...
---
_id: '1674'
abstract:
- lang: eng
text: We consider N × N random matrices of the form H = W + V where W is a real
symmetric Wigner matrix and V 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 of W and V are typically
of the same order. For a large class of diagonal matrices V, we show that the
rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom
distribution F1 in the limit of large N. Our proofs also apply to the complex
Hermitian setting, i.e. when W is a complex Hermitian Wigner matrix.
article_number: '1550018'
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
citation:
ama: Lee J, Schnelli K. Edge universality for deformed Wigner matrices. Reviews
in Mathematical Physics. 2015;27(8). doi:10.1142/S0129055X1550018X
apa: Lee, J., & Schnelli, K. (2015). Edge universality for deformed Wigner matrices.
Reviews in Mathematical Physics. World Scientific Publishing. https://doi.org/10.1142/S0129055X1550018X
chicago: Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner
Matrices.” Reviews in Mathematical Physics. World Scientific Publishing,
2015. https://doi.org/10.1142/S0129055X1550018X.
ieee: J. Lee and K. Schnelli, “Edge universality for deformed Wigner matrices,”
Reviews in Mathematical Physics, vol. 27, no. 8. World Scientific Publishing,
2015.
ista: Lee J, Schnelli K. 2015. Edge universality for deformed Wigner matrices. Reviews
in Mathematical Physics. 27(8), 1550018.
mla: Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.”
Reviews in Mathematical Physics, vol. 27, no. 8, 1550018, World Scientific
Publishing, 2015, doi:10.1142/S0129055X1550018X.
short: J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015).
date_created: 2018-12-11T11:53:24Z
date_published: 2015-09-01T00:00:00Z
date_updated: 2021-01-12T06:52:26Z
day: '01'
department:
- _id: LaEr
doi: 10.1142/S0129055X1550018X
intvolume: ' 27'
issue: '8'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1407.8015
month: '09'
oa: 1
oa_version: Preprint
publication: Reviews in Mathematical Physics
publication_status: published
publisher: World Scientific Publishing
publist_id: '5475'
quality_controlled: '1'
scopus_import: 1
status: public
title: Edge universality for deformed Wigner matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 27
year: '2015'
...
---
_id: '1824'
abstract:
- lang: eng
text: Condensation phenomena arise through a collective behaviour of particles.
They are observed in both classical and quantum systems, ranging from the formation
of traffic jams in mass transport models to the macroscopic occupation of the
energetic ground state in ultra-cold bosonic gases (Bose-Einstein condensation).
Recently, it has been shown that a driven and dissipative system of bosons may
form multiple condensates. Which states become the condensates has, however, remained
elusive thus far. The dynamics of this condensation are described by coupled birth-death
processes, which also occur in evolutionary game theory. Here we apply concepts
from evolutionary game theory to explain the formation of multiple condensates
in such driven-dissipative bosonic systems. We show that the vanishing of relative
entropy production determines their selection. The condensation proceeds exponentially
fast, but the system never comes to rest. Instead, the occupation numbers of condensates
may oscillate, as we demonstrate for a rock-paper-scissors game of condensates.
article_number: '6977'
author:
- first_name: Johannes
full_name: Knebel, Johannes
last_name: Knebel
- first_name: Markus
full_name: Weber, Markus
last_name: Weber
- 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: Erwin
full_name: Frey, Erwin
last_name: Frey
citation:
ama: Knebel J, Weber M, Krüger TH, Frey E. Evolutionary games of condensates in
coupled birth-death processes. Nature Communications. 2015;6. doi:10.1038/ncomms7977
apa: Knebel, J., Weber, M., Krüger, T. H., & Frey, E. (2015). Evolutionary games
of condensates in coupled birth-death processes. Nature Communications.
Nature Publishing Group. https://doi.org/10.1038/ncomms7977
chicago: Knebel, Johannes, Markus Weber, Torben H Krüger, and Erwin Frey. “Evolutionary
Games of Condensates in Coupled Birth-Death Processes.” Nature Communications.
Nature Publishing Group, 2015. https://doi.org/10.1038/ncomms7977.
ieee: J. Knebel, M. Weber, T. H. Krüger, and E. Frey, “Evolutionary games of condensates
in coupled birth-death processes,” Nature Communications, vol. 6. Nature
Publishing Group, 2015.
ista: Knebel J, Weber M, Krüger TH, Frey E. 2015. Evolutionary games of condensates
in coupled birth-death processes. Nature Communications. 6, 6977.
mla: Knebel, Johannes, et al. “Evolutionary Games of Condensates in Coupled Birth-Death
Processes.” Nature Communications, vol. 6, 6977, Nature Publishing Group,
2015, doi:10.1038/ncomms7977.
short: J. Knebel, M. Weber, T.H. Krüger, E. Frey, Nature Communications 6 (2015).
date_created: 2018-12-11T11:54:13Z
date_published: 2015-04-24T00:00:00Z
date_updated: 2021-01-12T06:53:26Z
day: '24'
ddc:
- '530'
department:
- _id: LaEr
doi: 10.1038/ncomms7977
file:
- access_level: open_access
checksum: c4cffb5c8b245e658a34eac71a03e7cc
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:16:54Z
date_updated: 2020-07-14T12:45:17Z
file_id: '5245'
file_name: IST-2016-451-v1+1_ncomms7977.pdf
file_size: 1151501
relation: main_file
file_date_updated: 2020-07-14T12:45:17Z
has_accepted_license: '1'
intvolume: ' 6'
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
publication: Nature Communications
publication_status: published
publisher: Nature Publishing Group
publist_id: '5282'
pubrep_id: '451'
quality_controlled: '1'
scopus_import: 1
status: public
title: Evolutionary games of condensates in coupled birth-death processes
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: 6
year: '2015'
...
---
_id: '1864'
abstract:
- lang: eng
text: "The Altshuler–Shklovskii formulas (Altshuler and Shklovskii, BZh Eksp Teor
Fiz 91:200, 1986) predict, for any disordered quantum system in the diffusive
regime, a universal power law behaviour for the correlation functions of the mesoscopic
eigenvalue density. In this paper and its companion (Erdős and Knowles, The Altshuler–Shklovskii
formulas for random band matrices I: the unimodular case, 2013), we prove these
formulas for random band matrices. In (Erdős and Knowles, The Altshuler–Shklovskii
formulas for random band matrices I: the unimodular case, 2013) we introduced
a diagrammatic approach and presented robust estimates on general diagrams under
certain simplifying assumptions. In this paper, we remove these assumptions by
giving a general estimate of the subleading diagrams. We also give a precise analysis
of the leading diagrams which give rise to the Altschuler–Shklovskii power laws.
Moreover, we introduce a family of general random band matrices which interpolates
between real symmetric (β = 1) and complex Hermitian (β = 2) models, and track
the transition for the mesoscopic density–density correlation. Finally, we address
the higher-order correlation functions by proving that they behave asymptotically
according to a Gaussian process whose covariance is given by the Altshuler–Shklovskii
formulas.\r\n"
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Antti
full_name: Knowles, Antti
last_name: Knowles
citation:
ama: 'Erdös L, Knowles A. The Altshuler–Shklovskii formulas for random band matrices
II: The general case. Annales Henri Poincare. 2015;16(3):709-799. doi:10.1007/s00023-014-0333-5'
apa: 'Erdös, L., & Knowles, A. (2015). The Altshuler–Shklovskii formulas for
random band matrices II: The general case. Annales Henri Poincare. Springer.
https://doi.org/10.1007/s00023-014-0333-5'
chicago: 'Erdös, László, and Antti Knowles. “The Altshuler–Shklovskii Formulas for
Random Band Matrices II: The General Case.” Annales Henri Poincare. Springer,
2015. https://doi.org/10.1007/s00023-014-0333-5.'
ieee: 'L. Erdös and A. Knowles, “The Altshuler–Shklovskii formulas for random band
matrices II: The general case,” Annales Henri Poincare, vol. 16, no. 3.
Springer, pp. 709–799, 2015.'
ista: 'Erdös L, Knowles A. 2015. The Altshuler–Shklovskii formulas for random band
matrices II: The general case. Annales Henri Poincare. 16(3), 709–799.'
mla: 'Erdös, László, and Antti Knowles. “The Altshuler–Shklovskii Formulas for Random
Band Matrices II: The General Case.” Annales Henri Poincare, vol. 16, no.
3, Springer, 2015, pp. 709–99, doi:10.1007/s00023-014-0333-5.'
short: L. Erdös, A. Knowles, Annales Henri Poincare 16 (2015) 709–799.
date_created: 2018-12-11T11:54:26Z
date_published: 2015-03-01T00:00:00Z
date_updated: 2021-01-12T06:53:42Z
day: '01'
department:
- _id: LaEr
doi: 10.1007/s00023-014-0333-5
ec_funded: 1
intvolume: ' 16'
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1309.5107
month: '03'
oa: 1
oa_version: Preprint
page: 709 - 799
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication: Annales Henri Poincare
publication_status: published
publisher: Springer
publist_id: '5233'
scopus_import: 1
status: public
title: 'The Altshuler–Shklovskii formulas for random band matrices II: The general
case'
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 16
year: '2015'
...
---
_id: '2166'
abstract:
- lang: eng
text: 'We consider the spectral statistics of large random band matrices on mesoscopic
energy scales. We show that the correlation function of the local eigenvalue density
exhibits a universal power law behaviour that differs from the Wigner-Dyson- Mehta
statistics. This law had been predicted in the physics literature by Altshuler
and Shklovskii in (Zh Eksp Teor Fiz (Sov Phys JETP) 91(64):220(127), 1986); it
describes the correlations of the eigenvalue density in general metallic sampleswith
weak disorder. Our result rigorously establishes the Altshuler-Shklovskii formulas
for band matrices. In two dimensions, where the leading term vanishes owing to
an algebraic cancellation, we identify the first non-vanishing term and show that
it differs substantially from the prediction of Kravtsov and Lerner in (Phys Rev
Lett 74:2563-2566, 1995). The proof is given in the current paper and its companion
(Ann. H. Poincaré. arXiv:1309.5107, 2014). '
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Antti
full_name: Knowles, Antti
last_name: Knowles
citation:
ama: 'Erdös L, Knowles A. The Altshuler-Shklovskii formulas for random band matrices
I: the unimodular case. Communications in Mathematical Physics. 2015;333(3):1365-1416.
doi:10.1007/s00220-014-2119-5'
apa: 'Erdös, L., & Knowles, A. (2015). The Altshuler-Shklovskii formulas for
random band matrices I: the unimodular case. Communications in Mathematical
Physics. Springer. https://doi.org/10.1007/s00220-014-2119-5'
chicago: 'Erdös, László, and Antti Knowles. “The Altshuler-Shklovskii Formulas for
Random Band Matrices I: The Unimodular Case.” Communications in Mathematical
Physics. Springer, 2015. https://doi.org/10.1007/s00220-014-2119-5.'
ieee: 'L. Erdös and A. Knowles, “The Altshuler-Shklovskii formulas for random band
matrices I: the unimodular case,” Communications in Mathematical Physics,
vol. 333, no. 3. Springer, pp. 1365–1416, 2015.'
ista: 'Erdös L, Knowles A. 2015. The Altshuler-Shklovskii formulas for random band
matrices I: the unimodular case. Communications in Mathematical Physics. 333(3),
1365–1416.'
mla: 'Erdös, László, and Antti Knowles. “The Altshuler-Shklovskii Formulas for Random
Band Matrices I: The Unimodular Case.” Communications in Mathematical Physics,
vol. 333, no. 3, Springer, 2015, pp. 1365–416, doi:10.1007/s00220-014-2119-5.'
short: L. Erdös, A. Knowles, Communications in Mathematical Physics 333 (2015) 1365–1416.
date_created: 2018-12-11T11:56:05Z
date_published: 2015-02-01T00:00:00Z
date_updated: 2021-01-12T06:55:43Z
day: '01'
department:
- _id: LaEr
doi: 10.1007/s00220-014-2119-5
intvolume: ' 333'
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1309.5106
month: '02'
oa: 1
oa_version: Preprint
page: 1365 - 1416
publication: Communications in Mathematical Physics
publication_status: published
publisher: Springer
publist_id: '4818'
quality_controlled: '1'
scopus_import: 1
status: public
title: 'The Altshuler-Shklovskii formulas for random band matrices I: the unimodular
case'
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 333
year: '2015'
...
---
_id: '1677'
abstract:
- lang: eng
text: We consider real symmetric and complex Hermitian random matrices with the
additional symmetry hxy = hN-y,N-x. The matrix elements are independent (up to
the fourfold symmetry) and not necessarily identically distributed. This ensemble
naturally arises as the Fourier transform of a Gaussian orthogonal ensemble. Italso
occurs as the flip matrix model - an approximation of the two-dimensional Anderson
model at small disorder. We show that the density of states converges to the Wigner
semicircle law despite the new symmetry type. We also prove the local version
of the semicircle law on the optimal scale.
article_number: '103301'
author:
- first_name: Johannes
full_name: Alt, Johannes
id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
last_name: Alt
citation:
ama: Alt J. The local semicircle law for random matrices with a fourfold symmetry.
Journal of Mathematical Physics. 2015;56(10). doi:10.1063/1.4932606
apa: Alt, J. (2015). The local semicircle law for random matrices with a fourfold
symmetry. Journal of Mathematical Physics. American Institute of Physics.
https://doi.org/10.1063/1.4932606
chicago: Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold
Symmetry.” Journal of Mathematical Physics. American Institute of Physics,
2015. https://doi.org/10.1063/1.4932606.
ieee: J. Alt, “The local semicircle law for random matrices with a fourfold symmetry,”
Journal of Mathematical Physics, vol. 56, no. 10. American Institute of
Physics, 2015.
ista: Alt J. 2015. The local semicircle law for random matrices with a fourfold
symmetry. Journal of Mathematical Physics. 56(10), 103301.
mla: Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold
Symmetry.” Journal of Mathematical Physics, vol. 56, no. 10, 103301, American
Institute of Physics, 2015, doi:10.1063/1.4932606.
short: J. Alt, Journal of Mathematical Physics 56 (2015).
date_created: 2018-12-11T11:53:25Z
date_published: 2015-10-09T00:00:00Z
date_updated: 2023-09-07T12:38:08Z
day: '09'
department:
- _id: LaEr
doi: 10.1063/1.4932606
ec_funded: 1
intvolume: ' 56'
issue: '10'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1506.04683
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 Mathematical Physics
publication_status: published
publisher: American Institute of Physics
publist_id: '5472'
quality_controlled: '1'
related_material:
record:
- id: '149'
relation: dissertation_contains
status: public
scopus_import: 1
status: public
title: The local semicircle law for random matrices with a fourfold symmetry
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 56
year: '2015'
...
---
_id: '1926'
abstract:
- lang: eng
text: We consider cross products of finite graphs with a class of trees that have
arbitrarily but finitely long line segments, such as the Fibonacci tree. Such
cross products are called tree-strips. We prove that for small disorder random
Schrödinger operators on such tree-strips have purely absolutely continuous spectrum
in a certain set.
article_processing_charge: No
article_type: original
author:
- first_name: Christian
full_name: Sadel, Christian
id: 4760E9F8-F248-11E8-B48F-1D18A9856A87
last_name: Sadel
orcid: 0000-0001-8255-3968
citation:
ama: Sadel C. Absolutely continuous spectrum for random Schrödinger operators on
the Fibonacci and similar Tree-strips. Mathematical Physics, Analysis and Geometry.
2014;17(3-4):409-440. doi:10.1007/s11040-014-9163-4
apa: Sadel, C. (2014). Absolutely continuous spectrum for random Schrödinger operators
on the Fibonacci and similar Tree-strips. Mathematical Physics, Analysis and
Geometry. Springer. https://doi.org/10.1007/s11040-014-9163-4
chicago: Sadel, Christian. “Absolutely Continuous Spectrum for Random Schrödinger
Operators on the Fibonacci and Similar Tree-Strips.” Mathematical Physics,
Analysis and Geometry. Springer, 2014. https://doi.org/10.1007/s11040-014-9163-4.
ieee: C. Sadel, “Absolutely continuous spectrum for random Schrödinger operators
on the Fibonacci and similar Tree-strips,” Mathematical Physics, Analysis and
Geometry, vol. 17, no. 3–4. Springer, pp. 409–440, 2014.
ista: Sadel C. 2014. Absolutely continuous spectrum for random Schrödinger operators
on the Fibonacci and similar Tree-strips. Mathematical Physics, Analysis and Geometry.
17(3–4), 409–440.
mla: Sadel, Christian. “Absolutely Continuous Spectrum for Random Schrödinger Operators
on the Fibonacci and Similar Tree-Strips.” Mathematical Physics, Analysis and
Geometry, vol. 17, no. 3–4, Springer, 2014, pp. 409–40, doi:10.1007/s11040-014-9163-4.
short: C. Sadel, Mathematical Physics, Analysis and Geometry 17 (2014) 409–440.
date_created: 2018-12-11T11:54:45Z
date_published: 2014-12-17T00:00:00Z
date_updated: 2021-01-12T06:54:07Z
day: '17'
department:
- _id: LaEr
doi: 10.1007/s11040-014-9163-4
ec_funded: 1
external_id:
arxiv:
- '1304.3862'
intvolume: ' 17'
issue: 3-4
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1304.3862
month: '12'
oa: 1
oa_version: Preprint
page: 409 - 440
project:
- _id: 26450934-B435-11E9-9278-68D0E5697425
name: NSERC Postdoctoral fellowship
- _id: 25681D80-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '291734'
name: International IST Postdoc Fellowship Programme
publication: Mathematical Physics, Analysis and Geometry
publication_status: published
publisher: Springer
publist_id: '5168'
quality_controlled: '1'
scopus_import: 1
status: public
title: Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci
and similar Tree-strips
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 17
year: '2014'
...
---
_id: '1937'
abstract:
- lang: eng
text: We prove the edge universality of the beta ensembles for any β ≥ 1, provided
that the limiting spectrum is supported on a single interval, and the external
potential is C4 and regular. We also prove that the edge universality holds for
generalized Wigner matrices for all symmetry classes. Moreover, our results allow
us to extend bulk universality for beta ensembles from analytic potentials to
potentials in class C4.
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: Horngtzer
full_name: Yau, Horngtzer
last_name: Yau
citation:
ama: Bourgade P, Erdös L, Yau H. Edge universality of beta ensembles. Communications
in Mathematical Physics. 2014;332(1):261-353. doi:10.1007/s00220-014-2120-z
apa: Bourgade, P., Erdös, L., & Yau, H. (2014). Edge universality of beta ensembles.
Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-014-2120-z
chicago: Bourgade, Paul, László Erdös, and Horngtzer Yau. “Edge Universality of
Beta Ensembles.” Communications in Mathematical Physics. Springer, 2014.
https://doi.org/10.1007/s00220-014-2120-z.
ieee: P. Bourgade, L. Erdös, and H. Yau, “Edge universality of beta ensembles,”
Communications in Mathematical Physics, vol. 332, no. 1. Springer, pp.
261–353, 2014.
ista: Bourgade P, Erdös L, Yau H. 2014. Edge universality of beta ensembles. Communications
in Mathematical Physics. 332(1), 261–353.
mla: Bourgade, Paul, et al. “Edge Universality of Beta Ensembles.” Communications
in Mathematical Physics, vol. 332, no. 1, Springer, 2014, pp. 261–353, doi:10.1007/s00220-014-2120-z.
short: P. Bourgade, L. Erdös, H. Yau, Communications in Mathematical Physics 332
(2014) 261–353.
date_created: 2018-12-11T11:54:48Z
date_published: 2014-11-01T00:00:00Z
date_updated: 2021-01-12T06:54:12Z
day: '01'
department:
- _id: LaEr
doi: 10.1007/s00220-014-2120-z
intvolume: ' 332'
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1306.5728
month: '11'
oa: 1
oa_version: Submitted Version
page: 261 - 353
project:
- _id: 25BDE9A4-B435-11E9-9278-68D0E5697425
grant_number: SFB-TR3-TP10B
name: Glutamaterge synaptische Übertragung und Plastizität in hippocampalen Mikroschaltkreisen
publication: Communications in Mathematical Physics
publication_status: published
publisher: Springer
publist_id: '5158'
quality_controlled: '1'
scopus_import: 1
status: public
title: Edge universality of beta ensembles
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 332
year: '2014'
...
---
_id: '2019'
abstract:
- lang: eng
text: We prove that the empirical density of states of quantum spin glasses on arbitrary
graphs converges to a normal distribution as long as the maximal degree is negligible
compared with the total number of edges. This extends the recent results of Keating
et al. (2014) that were proved for graphs with bounded chromatic number and with
symmetric coupling distribution. Furthermore, we generalise the result to arbitrary
hypergraphs. We test the optimality of our condition on the maximal degree for
p-uniform hypergraphs that correspond to p-spin glass Hamiltonians acting on n
distinguishable spin- 1/2 particles. At the critical threshold p = n1/2 we find
a sharp classical-quantum phase transition between the normal distribution and
the Wigner semicircle law. The former is characteristic to classical systems with
commuting variables, while the latter is a signature of noncommutative random
matrix theory.
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
last_name: Schröder
citation:
ama: Erdös L, Schröder DJ. Phase transition in the density of states of quantum
spin glasses. Mathematical Physics, Analysis and Geometry. 2014;17(3-4):441-464.
doi:10.1007/s11040-014-9164-3
apa: Erdös, L., & Schröder, D. J. (2014). Phase transition in the density of
states of quantum spin glasses. Mathematical Physics, Analysis and Geometry.
Springer. https://doi.org/10.1007/s11040-014-9164-3
chicago: Erdös, László, and Dominik J Schröder. “Phase Transition in the Density
of States of Quantum Spin Glasses.” Mathematical Physics, Analysis and Geometry.
Springer, 2014. https://doi.org/10.1007/s11040-014-9164-3.
ieee: L. Erdös and D. J. Schröder, “Phase transition in the density of states of
quantum spin glasses,” Mathematical Physics, Analysis and Geometry, vol.
17, no. 3–4. Springer, pp. 441–464, 2014.
ista: Erdös L, Schröder DJ. 2014. Phase transition in the density of states of quantum
spin glasses. Mathematical Physics, Analysis and Geometry. 17(3–4), 441–464.
mla: Erdös, László, and Dominik J. Schröder. “Phase Transition in the Density of
States of Quantum Spin Glasses.” Mathematical Physics, Analysis and Geometry,
vol. 17, no. 3–4, Springer, 2014, pp. 441–64, doi:10.1007/s11040-014-9164-3.
short: L. Erdös, D.J. Schröder, Mathematical Physics, Analysis and Geometry 17 (2014)
441–464.
date_created: 2018-12-11T11:55:15Z
date_published: 2014-12-17T00:00:00Z
date_updated: 2021-01-12T06:54:45Z
day: '17'
department:
- _id: LaEr
doi: 10.1007/s11040-014-9164-3
ec_funded: 1
intvolume: ' 17'
issue: 3-4
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1407.1552
month: '12'
oa: 1
oa_version: Submitted Version
page: 441 - 464
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication: Mathematical Physics, Analysis and Geometry
publication_status: published
publisher: Springer
publist_id: '5053'
quality_controlled: '1'
scopus_import: 1
status: public
title: Phase transition in the density of states of quantum spin glasses
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 17
year: '2014'
...
---
_id: '2179'
abstract:
- lang: eng
text: We extend the proof of the local semicircle law for generalized Wigner matrices
given in MR3068390 to the case when the matrix of variances has an eigenvalue
-1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur
law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where
the variances of the entries of X may vary.
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. Local semicircle law with imprimitive variance
matrix. Electronic Communications in Probability. 2014;19. doi:10.1214/ECP.v19-3121
apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2014). Local semicircle law
with imprimitive variance matrix. Electronic Communications in Probability.
Institute of Mathematical Statistics. https://doi.org/10.1214/ECP.v19-3121
chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Semicircle
Law with Imprimitive Variance Matrix.” Electronic Communications in Probability.
Institute of Mathematical Statistics, 2014. https://doi.org/10.1214/ECP.v19-3121.
ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local semicircle law with imprimitive
variance matrix,” Electronic Communications in Probability, vol. 19. Institute
of Mathematical Statistics, 2014.
ista: Ajanki OH, Erdös L, Krüger TH. 2014. Local semicircle law with imprimitive
variance matrix. Electronic Communications in Probability. 19.
mla: Ajanki, Oskari H., et al. “Local Semicircle Law with Imprimitive Variance Matrix.”
Electronic Communications in Probability, vol. 19, Institute of Mathematical
Statistics, 2014, doi:10.1214/ECP.v19-3121.
short: O.H. Ajanki, L. Erdös, T.H. Krüger, Electronic Communications in Probability
19 (2014).
date_created: 2018-12-11T11:56:10Z
date_published: 2014-06-09T00:00:00Z
date_updated: 2021-01-12T06:55:48Z
day: '09'
ddc:
- '570'
department:
- _id: LaEr
doi: 10.1214/ECP.v19-3121
file:
- access_level: open_access
checksum: bd8a041c76d62fe820bf73ff13ce7d1b
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:09:06Z
date_updated: 2020-07-14T12:45:31Z
file_id: '4729'
file_name: IST-2016-426-v1+1_3121-17518-1-PB.pdf
file_size: 327322
relation: main_file
file_date_updated: 2020-07-14T12:45:31Z
has_accepted_license: '1'
intvolume: ' 19'
language:
- iso: eng
month: '06'
oa: 1
oa_version: Published Version
publication: Electronic Communications in Probability
publication_status: published
publisher: Institute of Mathematical Statistics
publist_id: '4803'
pubrep_id: '426'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local semicircle law with imprimitive variance matrix
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: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 19
year: '2014'
...
---
_id: '2225'
abstract:
- lang: eng
text: "We consider sample covariance matrices of the form X∗X, where X is an M×N
matrix with independent random entries. We prove the isotropic local Marchenko-Pastur
law, i.e. we prove that the resolvent (X∗X−z)−1 converges to a multiple of the
identity in the sense of quadratic forms. More precisely, we establish sharp high-probability
bounds on the quantity ⟨v,(X∗X−z)−1w⟩−⟨v,w⟩m(z), where m is the Stieltjes transform
of the Marchenko-Pastur law and v,w∈CN. We require the logarithms of the dimensions
M and N to be comparable. Our result holds down to scales Iz≥N−1+ε and throughout
the entire spectrum away from 0. We also prove analogous results for generalized
Wigner matrices.\r\n"
article_number: '33'
author:
- first_name: Alex
full_name: Bloemendal, Alex
last_name: Bloemendal
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Antti
full_name: Knowles, Antti
last_name: Knowles
- first_name: Horng
full_name: Yau, Horng
last_name: Yau
- first_name: Jun
full_name: Yin, Jun
last_name: Yin
citation:
ama: Bloemendal A, Erdös L, Knowles A, Yau H, Yin J. Isotropic local laws for sample
covariance and generalized Wigner matrices. Electronic Journal of Probability.
2014;19. doi:10.1214/EJP.v19-3054
apa: Bloemendal, A., Erdös, L., Knowles, A., Yau, H., & Yin, J. (2014). Isotropic
local laws for sample covariance and generalized Wigner matrices. Electronic
Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/EJP.v19-3054
chicago: Bloemendal, Alex, László Erdös, Antti Knowles, Horng Yau, and Jun Yin.
“Isotropic Local Laws for Sample Covariance and Generalized Wigner Matrices.”
Electronic Journal of Probability. Institute of Mathematical Statistics,
2014. https://doi.org/10.1214/EJP.v19-3054.
ieee: A. Bloemendal, L. Erdös, A. Knowles, H. Yau, and J. Yin, “Isotropic local
laws for sample covariance and generalized Wigner matrices,” Electronic Journal
of Probability, vol. 19. Institute of Mathematical Statistics, 2014.
ista: Bloemendal A, Erdös L, Knowles A, Yau H, Yin J. 2014. Isotropic local laws
for sample covariance and generalized Wigner matrices. Electronic Journal of Probability.
19, 33.
mla: Bloemendal, Alex, et al. “Isotropic Local Laws for Sample Covariance and Generalized
Wigner Matrices.” Electronic Journal of Probability, vol. 19, 33, Institute
of Mathematical Statistics, 2014, doi:10.1214/EJP.v19-3054.
short: A. Bloemendal, L. Erdös, A. Knowles, H. Yau, J. Yin, Electronic Journal of
Probability 19 (2014).
date_created: 2018-12-11T11:56:25Z
date_published: 2014-03-15T00:00:00Z
date_updated: 2021-01-12T06:56:07Z
day: '15'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1214/EJP.v19-3054
ec_funded: 1
file:
- access_level: open_access
checksum: 7eb297ff367a2ee73b21b6dd1e1948e4
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:14:06Z
date_updated: 2020-07-14T12:45:34Z
file_id: '5055'
file_name: IST-2016-427-v1+1_3054-16624-4-PB.pdf
file_size: 810150
relation: main_file
file_date_updated: 2020-07-14T12:45:34Z
has_accepted_license: '1'
intvolume: ' 19'
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: '4739'
pubrep_id: '427'
quality_controlled: '1'
status: public
title: Isotropic local laws for sample covariance and generalized 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: 19
year: '2014'
...
---
_id: '2699'
abstract:
- lang: eng
text: "We prove the universality of the β-ensembles with convex analytic potentials
and for any β >\r\n0, i.e. we show that the spacing distributions of log-gases
at any inverse temperature β coincide with those of the Gaussian β-ensembles."
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Paul
full_name: Bourgade, Paul
last_name: Bourgade
- first_name: Horng
full_name: Yau, Horng
last_name: Yau
citation:
ama: Erdös L, Bourgade P, Yau H. Universality of general β-ensembles. Duke Mathematical
Journal. 2014;163(6):1127-1190. doi:10.1215/00127094-2649752
apa: Erdös, L., Bourgade, P., & Yau, H. (2014). Universality of general β-ensembles.
Duke Mathematical Journal. Duke University Press. https://doi.org/10.1215/00127094-2649752
chicago: Erdös, László, Paul Bourgade, and Horng Yau. “Universality of General β-Ensembles.”
Duke Mathematical Journal. Duke University Press, 2014. https://doi.org/10.1215/00127094-2649752.
ieee: L. Erdös, P. Bourgade, and H. Yau, “Universality of general β-ensembles,”
Duke Mathematical Journal, vol. 163, no. 6. Duke University Press, pp.
1127–1190, 2014.
ista: Erdös L, Bourgade P, Yau H. 2014. Universality of general β-ensembles. Duke
Mathematical Journal. 163(6), 1127–1190.
mla: Erdös, László, et al. “Universality of General β-Ensembles.” Duke Mathematical
Journal, vol. 163, no. 6, Duke University Press, 2014, pp. 1127–90, doi:10.1215/00127094-2649752.
short: L. Erdös, P. Bourgade, H. Yau, Duke Mathematical Journal 163 (2014) 1127–1190.
date_created: 2018-12-11T11:59:08Z
date_published: 2014-04-01T00:00:00Z
date_updated: 2021-01-12T06:59:07Z
day: '01'
department:
- _id: LaEr
doi: 10.1215/00127094-2649752
intvolume: ' 163'
issue: '6'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1104.2272
month: '04'
oa: 1
oa_version: Preprint
page: 1127 - 1190
publication: Duke Mathematical Journal
publication_status: published
publisher: Duke University Press
publist_id: '4197'
quality_controlled: '1'
scopus_import: 1
status: public
title: Universality of general β-ensembles
type: journal_article
user_id: 3FFCCD3A-F248-11E8-B48F-1D18A9856A87
volume: 163
year: '2014'
...