---
_id: '15025'
abstract:
- lang: eng
text: We consider quadratic forms of deterministic matrices A evaluated at the random
eigenvectors of a large N×N GOE or GUE matrix, or equivalently evaluated at the
columns of a Haar-orthogonal or Haar-unitary random matrix. We prove that, as
long as the deterministic matrix has rank much smaller than √N, the distributions
of the extrema of these quadratic forms are asymptotically the same as if the
eigenvectors were independent Gaussians. This reduces the problem to Gaussian
computations, which we carry out in several cases to illustrate our result, finding
Gumbel or Weibull limiting distributions depending on the signature of A. Our
result also naturally applies to the eigenvectors of any invariant ensemble.
acknowledgement: The first author was supported by the ERC Advanced Grant “RMTBeyond”
No. 101020331. The second author was supported by Fulbright Austria and the Austrian
Marshall Plan Foundation.
article_processing_charge: No
article_type: original
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Benjamin
full_name: McKenna, Benjamin
id: b0cc634c-d549-11ee-96c8-87338c7ad808
last_name: McKenna
orcid: 0000-0003-2625-495X
citation:
ama: Erdös L, McKenna B. Extremal statistics of quadratic forms of GOE/GUE eigenvectors.
Annals of Applied Probability. 2024;34(1B):1623-1662. doi:10.1214/23-AAP2000
apa: Erdös, L., & McKenna, B. (2024). Extremal statistics of quadratic forms
of GOE/GUE eigenvectors. Annals of Applied Probability. Institute of Mathematical
Statistics. https://doi.org/10.1214/23-AAP2000
chicago: Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic
Forms of GOE/GUE Eigenvectors.” Annals of Applied Probability. Institute
of Mathematical Statistics, 2024. https://doi.org/10.1214/23-AAP2000.
ieee: L. Erdös and B. McKenna, “Extremal statistics of quadratic forms of GOE/GUE
eigenvectors,” Annals of Applied Probability, vol. 34, no. 1B. Institute
of Mathematical Statistics, pp. 1623–1662, 2024.
ista: Erdös L, McKenna B. 2024. Extremal statistics of quadratic forms of GOE/GUE
eigenvectors. Annals of Applied Probability. 34(1B), 1623–1662.
mla: Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic Forms
of GOE/GUE Eigenvectors.” Annals of Applied Probability, vol. 34, no. 1B,
Institute of Mathematical Statistics, 2024, pp. 1623–62, doi:10.1214/23-AAP2000.
short: L. Erdös, B. McKenna, Annals of Applied Probability 34 (2024) 1623–1662.
date_created: 2024-02-25T23:00:56Z
date_published: 2024-02-01T00:00:00Z
date_updated: 2024-02-27T08:29:05Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/23-AAP2000
ec_funded: 1
external_id:
arxiv:
- '2208.12206'
intvolume: ' 34'
issue: 1B
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2208.12206
month: '02'
oa: 1
oa_version: Preprint
page: 1623-1662
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Extremal statistics of quadratic forms of GOE/GUE eigenvectors
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 34
year: '2024'
...
---
_id: '11741'
abstract:
- lang: eng
text: Following E. Wigner’s original vision, we prove that sampling the eigenvalue
gaps within the bulk spectrum of a fixed (deformed) Wigner matrix H yields the
celebrated Wigner-Dyson-Mehta universal statistics with high probability. Similarly,
we prove universality for a monoparametric family of deformed Wigner matrices
H+xA with a deterministic Hermitian matrix A and a fixed Wigner matrix H, just
using the randomness of a single scalar real random variable x. Both results constitute
quenched versions of bulk universality that has so far only been proven in annealed
sense with respect to the probability space of the matrix ensemble.
acknowledgement: "The authors are indebted to Sourav Chatterjee for forwarding the
very inspiring question that Stephen Shenker originally addressed to him which initiated
the current paper. They are also grateful that the authors of [23] kindly shared
their preliminary numerical results in June 2021.\r\nOpen access funding provided
by Institute of Science and Technology (IST Austria)."
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
citation:
ama: Cipolloni G, Erdös L, Schröder DJ. Quenched universality for deformed Wigner
matrices. Probability Theory and Related Fields. 2023;185:1183–1218. doi:10.1007/s00440-022-01156-7
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Quenched universality
for deformed Wigner matrices. Probability Theory and Related Fields. Springer
Nature. https://doi.org/10.1007/s00440-022-01156-7
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Quenched Universality
for Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer
Nature, 2023. https://doi.org/10.1007/s00440-022-01156-7.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Quenched universality for deformed
Wigner matrices,” Probability Theory and Related Fields, vol. 185. Springer
Nature, pp. 1183–1218, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Quenched universality for deformed
Wigner matrices. Probability Theory and Related Fields. 185, 1183–1218.
mla: Cipolloni, Giorgio, et al. “Quenched Universality for Deformed Wigner Matrices.”
Probability Theory and Related Fields, vol. 185, Springer Nature, 2023,
pp. 1183–1218, doi:10.1007/s00440-022-01156-7.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields
185 (2023) 1183–1218.
date_created: 2022-08-07T22:02:00Z
date_published: 2023-04-01T00:00:00Z
date_updated: 2023-08-14T12:48:09Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00440-022-01156-7
external_id:
arxiv:
- '2106.10200'
isi:
- '000830344500001'
file:
- access_level: open_access
checksum: b9247827dae5544d1d19c37abe547abc
content_type: application/pdf
creator: dernst
date_created: 2023-08-14T12:47:32Z
date_updated: 2023-08-14T12:47:32Z
file_id: '14054'
file_name: 2023_ProbabilityTheory_Cipolloni.pdf
file_size: 782278
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has_accepted_license: '1'
intvolume: ' 185'
isi: 1
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
page: 1183–1218
publication: Probability Theory and Related Fields
publication_identifier:
eissn:
- 1432-2064
issn:
- 0178-8051
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Quenched universality for deformed Wigner matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 185
year: '2023'
...
---
_id: '10405'
abstract:
- lang: eng
text: 'We consider large non-Hermitian random matrices X with complex, independent,
identically distributed centred entries and show that the linear statistics of
their eigenvalues are asymptotically Gaussian for test functions having 2+ϵ derivatives.
Previously this result was known only for a few special cases; either the test
functions were required to be analytic [72], or the distribution of the matrix
elements needed to be Gaussian [73], or at least match the Gaussian up to the
first four moments [82, 56]. We find the exact dependence of the limiting variance
on the fourth cumulant that was not known before. The proof relies on two novel
ingredients: (i) a local law for a product of two resolvents of the Hermitisation
of X with different spectral parameters and (ii) a coupling of several weakly
dependent Dyson Brownian motions. These methods are also the key inputs for our
analogous results on the linear eigenvalue statistics of real matrices X that
are presented in the companion paper [32]. '
acknowledgement: L.E. would like to thank Nathanaël Berestycki and D.S.would like
to thank Nina Holden for valuable discussions on the Gaussian freefield.G.C. and
L.E. are partially supported by ERC Advanced Grant No. 338804.G.C. received funding
from the European Union’s Horizon 2020 research and in-novation programme under
the Marie Skłodowska-Curie Grant Agreement No.665385. D.S. is supported by Dr. Max
Rössler, the Walter Haefner Foundation, and the ETH Zürich Foundation.
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
citation:
ama: Cipolloni G, Erdös L, Schröder DJ. Central limit theorem for linear eigenvalue
statistics of non-Hermitian random matrices. Communications on Pure and Applied
Mathematics. 2023;76(5):946-1034. doi:10.1002/cpa.22028
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Central limit theorem
for linear eigenvalue statistics of non-Hermitian random matrices. Communications
on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22028
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Central Limit
Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications
on Pure and Applied Mathematics. Wiley, 2023. https://doi.org/10.1002/cpa.22028.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Central limit theorem for linear
eigenvalue statistics of non-Hermitian random matrices,” Communications on
Pure and Applied Mathematics, vol. 76, no. 5. Wiley, pp. 946–1034, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Central limit theorem for linear
eigenvalue statistics of non-Hermitian random matrices. Communications on Pure
and Applied Mathematics. 76(5), 946–1034.
mla: Cipolloni, Giorgio, et al. “Central Limit Theorem for Linear Eigenvalue Statistics
of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics,
vol. 76, no. 5, Wiley, 2023, pp. 946–1034, doi:10.1002/cpa.22028.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied
Mathematics 76 (2023) 946–1034.
date_created: 2021-12-05T23:01:41Z
date_published: 2023-05-01T00:00:00Z
date_updated: 2023-10-04T09:22:55Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1002/cpa.22028
ec_funded: 1
external_id:
arxiv:
- '1912.04100'
isi:
- '000724652500001'
file:
- access_level: open_access
checksum: 8346bc2642afb4ccb7f38979f41df5d9
content_type: application/pdf
creator: dernst
date_created: 2023-10-04T09:21:48Z
date_updated: 2023-10-04T09:21:48Z
file_id: '14388'
file_name: 2023_CommPureMathematics_Cipolloni.pdf
file_size: 803440
relation: main_file
success: 1
file_date_updated: 2023-10-04T09:21:48Z
has_accepted_license: '1'
intvolume: ' 76'
isi: 1
issue: '5'
language:
- iso: eng
month: '05'
oa: 1
oa_version: Published Version
page: 946-1034
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
- _id: 2564DBCA-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '665385'
name: International IST Doctoral Program
publication: Communications on Pure and Applied Mathematics
publication_identifier:
eissn:
- 1097-0312
issn:
- 0010-3640
publication_status: published
publisher: Wiley
quality_controlled: '1'
scopus_import: '1'
status: public
title: Central limit theorem for linear eigenvalue statistics of non-Hermitian random
matrices
tmp:
image: /images/cc_by_nc_nd.png
legal_code_url: https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode
name: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
(CC BY-NC-ND 4.0)
short: CC BY-NC-ND (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 76
year: '2023'
...
---
_id: '12707'
abstract:
- lang: eng
text: We establish precise right-tail small deviation estimates for the largest
eigenvalue of real symmetric and complex Hermitian matrices whose entries are
independent random variables with uniformly bounded moments. The proof relies
on a Green function comparison along a continuous interpolating matrix flow for
a long time. Less precise estimates are also obtained in the left tail.
article_processing_charge: No
article_type: original
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
last_name: Xu
orcid: 0000-0003-1559-1205
citation:
ama: Erdös L, Xu Y. Small deviation estimates for the largest eigenvalue of Wigner
matrices. Bernoulli. 2023;29(2):1063-1079. doi:10.3150/22-BEJ1490
apa: Erdös, L., & Xu, Y. (2023). Small deviation estimates for the largest eigenvalue
of Wigner matrices. Bernoulli. Bernoulli Society for Mathematical Statistics
and Probability. https://doi.org/10.3150/22-BEJ1490
chicago: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest
Eigenvalue of Wigner Matrices.” Bernoulli. Bernoulli Society for Mathematical
Statistics and Probability, 2023. https://doi.org/10.3150/22-BEJ1490.
ieee: L. Erdös and Y. Xu, “Small deviation estimates for the largest eigenvalue
of Wigner matrices,” Bernoulli, vol. 29, no. 2. Bernoulli Society for Mathematical
Statistics and Probability, pp. 1063–1079, 2023.
ista: Erdös L, Xu Y. 2023. Small deviation estimates for the largest eigenvalue
of Wigner matrices. Bernoulli. 29(2), 1063–1079.
mla: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest
Eigenvalue of Wigner Matrices.” Bernoulli, vol. 29, no. 2, Bernoulli Society
for Mathematical Statistics and Probability, 2023, pp. 1063–79, doi:10.3150/22-BEJ1490.
short: L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079.
date_created: 2023-03-05T23:01:05Z
date_published: 2023-05-01T00:00:00Z
date_updated: 2023-10-04T10:21:07Z
day: '01'
department:
- _id: LaEr
doi: 10.3150/22-BEJ1490
ec_funded: 1
external_id:
arxiv:
- '2112.12093 '
isi:
- '000947270100008'
intvolume: ' 29'
isi: 1
issue: '2'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2112.12093
month: '05'
oa: 1
oa_version: Preprint
page: 1063-1079
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Bernoulli
publication_identifier:
issn:
- 1350-7265
publication_status: published
publisher: Bernoulli Society for Mathematical Statistics and Probability
quality_controlled: '1'
scopus_import: '1'
status: public
title: Small deviation estimates for the largest eigenvalue of Wigner matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 29
year: '2023'
...
---
_id: '12792'
abstract:
- lang: eng
text: In the physics literature the spectral form factor (SFF), the squared Fourier
transform of the empirical eigenvalue density, is the most common tool to test
universality for disordered quantum systems, yet previous mathematical results
have been restricted only to two exactly solvable models (Forrester in J Stat
Phys 183:33, 2021. https://doi.org/10.1007/s10955-021-02767-5, Commun Math Phys
387:215–235, 2021. https://doi.org/10.1007/s00220-021-04193-w). We rigorously
prove the physics prediction on SFF up to an intermediate time scale for a large
class of random matrices using a robust method, the multi-resolvent local laws.
Beyond Wigner matrices we also consider the monoparametric ensemble and prove
that universality of SFF can already be triggered by a single random parameter,
supplementing the recently proven Wigner–Dyson universality (Cipolloni et al.
in Probab Theory Relat Fields, 2021. https://doi.org/10.1007/s00440-022-01156-7)
to larger spectral scales. Remarkably, extensive numerics indicates that our formulas
correctly predict the SFF in the entire slope-dip-ramp regime, as customarily
called in physics.
acknowledgement: "We are grateful to the authors of [25] for sharing with us their
insights and preliminary numerical results. We are especially thankful to Stephen
Shenker for very valuable advice over several email communications. Helpful comments
on the manuscript from Peter Forrester and from the anonymous referees are also
acknowledged.\r\nOpen access funding provided by Institute of Science and Technology
(IST Austria).\r\nLászló Erdős: Partially supported by ERC Advanced Grant \"RMTBeyond\"
No. 101020331. Dominik Schröder: Supported by Dr. Max Rössler, the Walter Haefner
Foundation and the ETH Zürich Foundation."
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
citation:
ama: Cipolloni G, Erdös L, Schröder DJ. On the spectral form factor for random matrices.
Communications in Mathematical Physics. 2023;401:1665-1700. doi:10.1007/s00220-023-04692-y
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). On the spectral form
factor for random matrices. Communications in Mathematical Physics. Springer
Nature. https://doi.org/10.1007/s00220-023-04692-y
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Spectral
Form Factor for Random Matrices.” Communications in Mathematical Physics.
Springer Nature, 2023. https://doi.org/10.1007/s00220-023-04692-y.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the spectral form factor for
random matrices,” Communications in Mathematical Physics, vol. 401. Springer
Nature, pp. 1665–1700, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. On the spectral form factor for random
matrices. Communications in Mathematical Physics. 401, 1665–1700.
mla: Cipolloni, Giorgio, et al. “On the Spectral Form Factor for Random Matrices.”
Communications in Mathematical Physics, vol. 401, Springer Nature, 2023,
pp. 1665–700, doi:10.1007/s00220-023-04692-y.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics
401 (2023) 1665–1700.
date_created: 2023-04-02T22:01:11Z
date_published: 2023-07-01T00:00:00Z
date_updated: 2023-10-04T12:10:31Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00220-023-04692-y
ec_funded: 1
external_id:
isi:
- '000957343500001'
file:
- access_level: open_access
checksum: 72057940f76654050ca84a221f21786c
content_type: application/pdf
creator: dernst
date_created: 2023-10-04T12:09:18Z
date_updated: 2023-10-04T12:09:18Z
file_id: '14397'
file_name: 2023_CommMathPhysics_Cipolloni.pdf
file_size: 859967
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success: 1
file_date_updated: 2023-10-04T12:09:18Z
has_accepted_license: '1'
intvolume: ' 401'
isi: 1
language:
- iso: eng
month: '07'
oa: 1
oa_version: Published Version
page: 1665-1700
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Communications in Mathematical Physics
publication_identifier:
eissn:
- 1432-0916
issn:
- 0010-3616
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: On the spectral form factor for random matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 401
year: '2023'
...
---
_id: '14408'
abstract:
- lang: eng
text: "We prove that the mesoscopic linear statistics ∑if(na(σi−z0)) of the eigenvalues
{σi}i of large n×n non-Hermitian random matrices with complex centred i.i.d. entries
are asymptotically Gaussian for any H20-functions f around any point z0 in the
bulk of the spectrum on any mesoscopic scale 0Probability Theory and Related Fields. 2023. doi:10.1007/s00440-023-01229-1
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Mesoscopic central
limit theorem for non-Hermitian random matrices. Probability Theory and Related
Fields. Springer Nature. https://doi.org/10.1007/s00440-023-01229-1
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Mesoscopic Central
Limit Theorem for Non-Hermitian Random Matrices.” Probability Theory and Related
Fields. Springer Nature, 2023. https://doi.org/10.1007/s00440-023-01229-1.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Mesoscopic central limit theorem
for non-Hermitian random matrices,” Probability Theory and Related Fields.
Springer Nature, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Mesoscopic central limit theorem
for non-Hermitian random matrices. Probability Theory and Related Fields.
mla: Cipolloni, Giorgio, et al. “Mesoscopic Central Limit Theorem for Non-Hermitian
Random Matrices.” Probability Theory and Related Fields, Springer Nature,
2023, doi:10.1007/s00440-023-01229-1.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields
(2023).
date_created: 2023-10-08T22:01:17Z
date_published: 2023-09-28T00:00:00Z
date_updated: 2023-10-09T07:19:01Z
day: '28'
department:
- _id: LaEr
doi: 10.1007/s00440-023-01229-1
external_id:
arxiv:
- '2210.12060'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2210.12060
month: '09'
oa: 1
oa_version: Preprint
publication: Probability Theory and Related Fields
publication_identifier:
eissn:
- 1432-2064
issn:
- 0178-8051
publication_status: epub_ahead
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Mesoscopic central limit theorem for non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
year: '2023'
...
---
_id: '12683'
abstract:
- lang: eng
text: We study the eigenvalue trajectories of a time dependent matrix Gt=H+itvv∗
for t≥0, where H is an N×N Hermitian random matrix and v is a unit vector. In
particular, we establish that with high probability, an outlier can be distinguished
at all times t>1+N−1/3+ϵ, for any ϵ>0. The study of this natural process combines
elements of Hermitian and non-Hermitian analysis, and illustrates some aspects
of the intrinsic instability of (even weakly) non-Hermitian matrices.
acknowledgement: G. Dubach gratefully acknowledges funding from the European Union’s
Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie
Grant Agreement No. 754411. L. Erdős is supported by ERC Advanced Grant “RMTBeyond”
No. 101020331.
article_processing_charge: No
article_type: original
author:
- first_name: Guillaume
full_name: Dubach, Guillaume
id: D5C6A458-10C4-11EA-ABF4-A4B43DDC885E
last_name: Dubach
orcid: 0000-0001-6892-8137
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
citation:
ama: Dubach G, Erdös L. Dynamics of a rank-one perturbation of a Hermitian matrix.
Electronic Communications in Probability. 2023;28:1-13. doi:10.1214/23-ECP516
apa: Dubach, G., & Erdös, L. (2023). Dynamics of a rank-one perturbation of
a Hermitian matrix. Electronic Communications in Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/23-ECP516
chicago: Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation
of a Hermitian Matrix.” Electronic Communications in Probability. Institute
of Mathematical Statistics, 2023. https://doi.org/10.1214/23-ECP516.
ieee: G. Dubach and L. Erdös, “Dynamics of a rank-one perturbation of a Hermitian
matrix,” Electronic Communications in Probability, vol. 28. Institute of
Mathematical Statistics, pp. 1–13, 2023.
ista: Dubach G, Erdös L. 2023. Dynamics of a rank-one perturbation of a Hermitian
matrix. Electronic Communications in Probability. 28, 1–13.
mla: Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of
a Hermitian Matrix.” Electronic Communications in Probability, vol. 28,
Institute of Mathematical Statistics, 2023, pp. 1–13, doi:10.1214/23-ECP516.
short: G. Dubach, L. Erdös, Electronic Communications in Probability 28 (2023) 1–13.
date_created: 2023-02-26T23:01:01Z
date_published: 2023-02-08T00:00:00Z
date_updated: 2023-10-17T12:48:10Z
day: '08'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1214/23-ECP516
ec_funded: 1
external_id:
arxiv:
- '2108.13694'
isi:
- '000950650200005'
file:
- access_level: open_access
checksum: a1c6f0a3e33688fd71309c86a9aad86e
content_type: application/pdf
creator: dernst
date_created: 2023-02-27T09:43:27Z
date_updated: 2023-02-27T09:43:27Z
file_id: '12692'
file_name: 2023_ElectCommProbability_Dubach.pdf
file_size: 479105
relation: main_file
success: 1
file_date_updated: 2023-02-27T09:43:27Z
has_accepted_license: '1'
intvolume: ' 28'
isi: 1
language:
- iso: eng
month: '02'
oa: 1
oa_version: Published Version
page: 1-13
project:
- _id: 260C2330-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '754411'
name: ISTplus - Postdoctoral Fellowships
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Electronic Communications in Probability
publication_identifier:
eissn:
- 1083-589X
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Dynamics of a rank-one perturbation of a Hermitian 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 28
year: '2023'
...
---
_id: '12761'
abstract:
- lang: eng
text: "We consider the fluctuations of regular functions f of a Wigner matrix W
viewed as an entire matrix f (W). Going beyond the well-studied tracial mode,
Trf (W), which is equivalent to the customary linear statistics of eigenvalues,
we show that Trf (W)A is asymptotically normal for any nontrivial bounded deterministic
matrix A. We identify three different and asymptotically independent modes of
this fluctuation, corresponding to the tracial part, the traceless diagonal part
and the off-diagonal part of f (W) in the entire mesoscopic regime, where we find
that the off-diagonal modes fluctuate on a much smaller scale than the tracial
mode. As a main motivation to study CLT in such generality on small mesoscopic
scales, we determine\r\nthe fluctuations in the eigenstate thermalization hypothesis
(Phys. Rev. A 43 (1991) 2046–2049), that is, prove that the eigenfunction overlaps
with any deterministic matrix are asymptotically Gaussian after a small spectral
averaging. Finally, in the macroscopic regime our result also generalizes (Zh.
Mat. Fiz. Anal. Geom. 9 (2013) 536–581, 611, 615) to complex W and to all crossover
ensembles in between. The main technical inputs are the recent\r\nmultiresolvent
local laws with traceless deterministic matrices from the companion paper (Comm.
Math. Phys. 388 (2021) 1005–1048)."
acknowledgement: The second author is partially funded by the ERC Advanced Grant “RMTBEYOND”
No. 101020331. The third author is supported by Dr. Max Rössler, the Walter Haefner
Foundation and the ETH Zürich Foundation.
article_processing_charge: No
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
citation:
ama: Cipolloni G, Erdös L, Schröder DJ. Functional central limit theorems for Wigner
matrices. Annals of Applied Probability. 2023;33(1):447-489. doi:10.1214/22-AAP1820
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Functional central
limit theorems for Wigner matrices. Annals of Applied Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/22-AAP1820
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Functional Central
Limit Theorems for Wigner Matrices.” Annals of Applied Probability. Institute
of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AAP1820.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Functional central limit theorems
for Wigner matrices,” Annals of Applied Probability, vol. 33, no. 1. Institute
of Mathematical Statistics, pp. 447–489, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Functional central limit theorems
for Wigner matrices. Annals of Applied Probability. 33(1), 447–489.
mla: Cipolloni, Giorgio, et al. “Functional Central Limit Theorems for Wigner Matrices.”
Annals of Applied Probability, vol. 33, no. 1, Institute of Mathematical
Statistics, 2023, pp. 447–89, doi:10.1214/22-AAP1820.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023)
447–489.
date_created: 2023-03-26T22:01:08Z
date_published: 2023-02-01T00:00:00Z
date_updated: 2023-10-17T12:48:52Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-AAP1820
ec_funded: 1
external_id:
arxiv:
- '2012.13218'
isi:
- '000946432400015'
intvolume: ' 33'
isi: 1
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2012.13218
month: '02'
oa: 1
oa_version: Preprint
page: 447-489
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Functional central limit theorems for Wigner matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '14542'
abstract:
- lang: eng
text: "It is a remarkable property of BCS theory that the ratio of the energy gap
at zero temperature Ξ\r\n and the critical temperature Tc is (approximately) given
by a universal constant, independent of the microscopic details of the fermionic
interaction. This universality has rigorously been proven quite recently in three
spatial dimensions and three different limiting regimes: weak coupling, low density
and high density. The goal of this short note is to extend the universal behavior
to lower dimensions d=1,2 and give an exemplary proof in the weak coupling limit."
acknowledgement: We thank Robert Seiringer for comments on the paper. J. H. gratefully
acknowledges partial financial support by the ERC Advanced Grant “RMTBeyond”No.
101020331.This research was funded in part by the Austrian Science Fund (FWF) grantnumber
I6427.
article_number: '2360005 '
article_processing_charge: Yes (in subscription journal)
article_type: original
author:
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Asbjørn Bækgaard
full_name: Lauritsen, Asbjørn Bækgaard
id: e1a2682f-dc8d-11ea-abe3-81da9ac728f1
last_name: Lauritsen
orcid: 0000-0003-4476-2288
- first_name: Barbara
full_name: Roos, Barbara
id: 5DA90512-D80F-11E9-8994-2E2EE6697425
last_name: Roos
orcid: 0000-0002-9071-5880
citation:
ama: Henheik SJ, Lauritsen AB, Roos B. Universality in low-dimensional BCS theory.
Reviews in Mathematical Physics. 2023. doi:10.1142/s0129055x2360005x
apa: Henheik, S. J., Lauritsen, A. B., & Roos, B. (2023). Universality in low-dimensional
BCS theory. Reviews in Mathematical Physics. World Scientific Publishing.
https://doi.org/10.1142/s0129055x2360005x
chicago: Henheik, Sven Joscha, Asbjørn Bækgaard Lauritsen, and Barbara Roos. “Universality
in Low-Dimensional BCS Theory.” Reviews in Mathematical Physics. World
Scientific Publishing, 2023. https://doi.org/10.1142/s0129055x2360005x.
ieee: S. J. Henheik, A. B. Lauritsen, and B. Roos, “Universality in low-dimensional
BCS theory,” Reviews in Mathematical Physics. World Scientific Publishing,
2023.
ista: Henheik SJ, Lauritsen AB, Roos B. 2023. Universality in low-dimensional BCS
theory. Reviews in Mathematical Physics., 2360005.
mla: Henheik, Sven Joscha, et al. “Universality in Low-Dimensional BCS Theory.”
Reviews in Mathematical Physics, 2360005, World Scientific Publishing,
2023, doi:10.1142/s0129055x2360005x.
short: S.J. Henheik, A.B. Lauritsen, B. Roos, Reviews in Mathematical Physics (2023).
date_created: 2023-11-15T23:48:14Z
date_published: 2023-10-31T00:00:00Z
date_updated: 2023-11-20T10:04:38Z
day: '31'
department:
- _id: GradSch
- _id: LaEr
- _id: RoSe
doi: 10.1142/s0129055x2360005x
ec_funded: 1
external_id:
arxiv:
- '2301.05621'
has_accepted_license: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.1142/S0129055X2360005X
month: '10'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
- _id: bda63fe5-d553-11ed-ba76-a16e3d2f256b
grant_number: I06427
name: Mathematical Challenges in BCS Theory of Superconductivity
publication: Reviews in Mathematical Physics
publication_identifier:
eissn:
- 1793-6659
issn:
- 0129-055X
publication_status: epub_ahead
publisher: World Scientific Publishing
quality_controlled: '1'
scopus_import: '1'
status: public
title: Universality in low-dimensional BCS theory
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
year: '2023'
...
---
_id: '14667'
abstract:
- lang: eng
text: 'For large dimensional non-Hermitian random matrices X with real or complex
independent, identically distributed, centered entries, we consider the fluctuations
of f (X) as a matrix where f is an analytic function around the spectrum of X.
We prove that for a generic bounded square matrix A, the quantity Tr f (X)A exhibits
Gaussian fluctuations as the matrix size grows to infinity, which consists of
two independent modes corresponding to the tracial and traceless parts of A. We
find a new formula for the variance of the traceless part that involves the Frobenius
norm of A and the L2-norm of f on the boundary of the limiting spectrum. '
- lang: fre
text: On étudie les fluctuations de f (X), où X est une matrice aléatoire non-hermitienne
de grande taille à coefficients i.i.d. (réels ou complexes), et f une fonction
analytique sur un domaine qui contient le spectre de X. On prouve que, pour une
matrice carrée générique et bornée A, les fluctuations de la quantité tr f (X)A
sont asymptotiquement gaussiennes et comportent deux modes indépendants, correspondant
aux composantes traciale et de trace nulle de A. Une nouvelle formule est établie
pour la variance de la composante de trace nulle, qui fait intervenir la norme
de Frobenius de A et la norme L2 de f sur la frontière du spectre limite.
acknowledgement: "The first author was partially supported by ERC Advanced Grant “RMTBeyond”
No. 101020331. The second author was supported by ERC Advanced Grant “RMTBeyond”
No. 101020331.\r\nThe authors are grateful to the anonymous referees and associated
editor for carefully reading this paper and providing helpful comments that improved
the quality of the article. Also the authors would like to thank Peter Forrester
for pointing out the reference [12] that was absent in the previous version of the
manuscript."
article_processing_charge: No
article_type: original
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Erdös L, Ji HC. Functional CLT for non-Hermitian random matrices. Annales
de l’institut Henri Poincare (B) Probability and Statistics. 2023;59(4):2083-2105.
doi:10.1214/22-AIHP1304
apa: Erdös, L., & Ji, H. C. (2023). Functional CLT for non-Hermitian random
matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics.
Institute of Mathematical Statistics. https://doi.org/10.1214/22-AIHP1304
chicago: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random
Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics.
Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AIHP1304.
ieee: L. Erdös and H. C. Ji, “Functional CLT for non-Hermitian random matrices,”
Annales de l’institut Henri Poincare (B) Probability and Statistics, vol.
59, no. 4. Institute of Mathematical Statistics, pp. 2083–2105, 2023.
ista: Erdös L, Ji HC. 2023. Functional CLT for non-Hermitian random matrices. Annales
de l’institut Henri Poincare (B) Probability and Statistics. 59(4), 2083–2105.
mla: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random
Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics,
vol. 59, no. 4, Institute of Mathematical Statistics, 2023, pp. 2083–105, doi:10.1214/22-AIHP1304.
short: L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and
Statistics 59 (2023) 2083–2105.
date_created: 2023-12-10T23:01:00Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2023-12-11T12:36:56Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-AIHP1304
ec_funded: 1
external_id:
arxiv:
- '2112.11382'
intvolume: ' 59'
issue: '4'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2112.11382
month: '11'
oa: 1
oa_version: Preprint
page: 2083-2105
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
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: Functional CLT for non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 59
year: '2023'
...
---
_id: '13317'
abstract:
- lang: eng
text: We prove the Eigenstate Thermalisation Hypothesis (ETH) for local observables
in a typical translation invariant system of quantum spins with L-body interactions,
where L is the number of spins. This mathematically verifies the observation first
made by Santos and Rigol (Phys Rev E 82(3):031130, 2010, https://doi.org/10.1103/PhysRevE.82.031130)
that the ETH may hold for systems with additional translational symmetries for
a naturally restricted class of observables. We also present numerical support
for the same phenomenon for Hamiltonians with local interaction.
acknowledgement: "LE, JH, and VR were supported by ERC Advanced Grant “RMTBeyond”
No. 101020331. SS was supported by KAKENHI Grant Number JP22J14935 from the Japan
Society for the Promotion of Science (JSPS) and Forefront Physics and Mathematics
Program to Drive Transformation (FoPM), a World-leading Innovative Graduate Study
(WINGS) Program, the University of Tokyo.\r\nOpen access funding provided by The
University of Tokyo."
article_number: '128'
article_processing_charge: Yes (in subscription journal)
article_type: original
author:
- first_name: Shoki
full_name: Sugimoto, Shoki
last_name: Sugimoto
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Volodymyr
full_name: Riabov, Volodymyr
id: 1949f904-edfb-11eb-afb5-e2dfddabb93b
last_name: Riabov
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
citation:
ama: Sugimoto S, Henheik SJ, Riabov V, Erdös L. Eigenstate thermalisation hypothesis
for translation invariant spin systems. Journal of Statistical Physics.
2023;190(7). doi:10.1007/s10955-023-03132-4
apa: Sugimoto, S., Henheik, S. J., Riabov, V., & Erdös, L. (2023). Eigenstate
thermalisation hypothesis for translation invariant spin systems. Journal of
Statistical Physics. Springer Nature. https://doi.org/10.1007/s10955-023-03132-4
chicago: Sugimoto, Shoki, Sven Joscha Henheik, Volodymyr Riabov, and László Erdös.
“Eigenstate Thermalisation Hypothesis for Translation Invariant Spin Systems.”
Journal of Statistical Physics. Springer Nature, 2023. https://doi.org/10.1007/s10955-023-03132-4.
ieee: S. Sugimoto, S. J. Henheik, V. Riabov, and L. Erdös, “Eigenstate thermalisation
hypothesis for translation invariant spin systems,” Journal of Statistical
Physics, vol. 190, no. 7. Springer Nature, 2023.
ista: Sugimoto S, Henheik SJ, Riabov V, Erdös L. 2023. Eigenstate thermalisation
hypothesis for translation invariant spin systems. Journal of Statistical Physics.
190(7), 128.
mla: Sugimoto, Shoki, et al. “Eigenstate Thermalisation Hypothesis for Translation
Invariant Spin Systems.” Journal of Statistical Physics, vol. 190, no.
7, 128, Springer Nature, 2023, doi:10.1007/s10955-023-03132-4.
short: S. Sugimoto, S.J. Henheik, V. Riabov, L. Erdös, Journal of Statistical Physics
190 (2023).
date_created: 2023-07-30T22:01:02Z
date_published: 2023-07-21T00:00:00Z
date_updated: 2023-12-13T11:38:44Z
day: '21'
ddc:
- '510'
- '530'
department:
- _id: LaEr
doi: 10.1007/s10955-023-03132-4
ec_funded: 1
external_id:
arxiv:
- '2304.04213'
isi:
- '001035677200002'
file:
- access_level: open_access
checksum: c2ef6b2aecfee1ad6d03fab620507c2c
content_type: application/pdf
creator: dernst
date_created: 2023-07-31T07:49:31Z
date_updated: 2023-07-31T07:49:31Z
file_id: '13325'
file_name: 2023_JourStatPhysics_Sugimoto.pdf
file_size: 612755
relation: main_file
success: 1
file_date_updated: 2023-07-31T07:49:31Z
has_accepted_license: '1'
intvolume: ' 190'
isi: 1
issue: '7'
language:
- iso: eng
month: '07'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Journal of Statistical Physics
publication_identifier:
eissn:
- 1572-9613
issn:
- 0022-4715
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Eigenstate thermalisation hypothesis for translation invariant spin systems
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: 190
year: '2023'
...
---
_id: '13975'
abstract:
- lang: eng
text: "We consider the spectrum of random Laplacian matrices of the form Ln=An−Dn
where An\r\n is a real symmetric random matrix and Dn is a diagonal matrix whose
entries are equal to the corresponding row sums of An. If An is a Wigner matrix
with entries in the domain of attraction of a Gaussian distribution, the empirical
spectral measure of Ln is known to converge to the free convolution of a semicircle
distribution and a standard real Gaussian distribution. We consider real symmetric
random matrices An with independent entries (up to symmetry) whose row sums converge
to a purely non-Gaussian infinitely divisible distribution, which fall into the
class of Lévy–Khintchine random matrices first introduced by Jung [Trans Am Math
Soc, 370, (2018)]. Our main result shows that the empirical spectral measure of
Ln converges almost surely to a deterministic limit. A key step in the proof
is to use the purely non-Gaussian nature of the row sums to build a random operator
to which Ln converges in an appropriate sense. This operator leads to a recursive
distributional equation uniquely describing the Stieltjes transform of the limiting
empirical spectral measure."
acknowledgement: "The first author thanks Yizhe Zhu for pointing out reference [30].
We thank David Renfrew for comments on an earlier draft. We thank the anonymous
referee for a careful reading and helpful comments.\r\nOpen access funding provided
by Institute of Science and Technology (IST Austria)."
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Andrew J
full_name: Campbell, Andrew J
id: 582b06a9-1f1c-11ee-b076-82ffce00dde4
last_name: Campbell
- first_name: Sean
full_name: O’Rourke, Sean
last_name: O’Rourke
citation:
ama: Campbell AJ, O’Rourke S. Spectrum of Lévy–Khintchine random laplacian matrices.
Journal of Theoretical Probability. 2023. doi:10.1007/s10959-023-01275-4
apa: Campbell, A. J., & O’Rourke, S. (2023). Spectrum of Lévy–Khintchine random
laplacian matrices. Journal of Theoretical Probability. Springer Nature.
https://doi.org/10.1007/s10959-023-01275-4
chicago: Campbell, Andrew J, and Sean O’Rourke. “Spectrum of Lévy–Khintchine Random
Laplacian Matrices.” Journal of Theoretical Probability. Springer Nature,
2023. https://doi.org/10.1007/s10959-023-01275-4.
ieee: A. J. Campbell and S. O’Rourke, “Spectrum of Lévy–Khintchine random laplacian
matrices,” Journal of Theoretical Probability. Springer Nature, 2023.
ista: Campbell AJ, O’Rourke S. 2023. Spectrum of Lévy–Khintchine random laplacian
matrices. Journal of Theoretical Probability.
mla: Campbell, Andrew J., and Sean O’Rourke. “Spectrum of Lévy–Khintchine Random
Laplacian Matrices.” Journal of Theoretical Probability, Springer Nature,
2023, doi:10.1007/s10959-023-01275-4.
short: A.J. Campbell, S. O’Rourke, Journal of Theoretical Probability (2023).
date_created: 2023-08-06T22:01:13Z
date_published: 2023-07-26T00:00:00Z
date_updated: 2023-12-13T12:00:50Z
day: '26'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s10959-023-01275-4
external_id:
arxiv:
- '2210.07927'
isi:
- '001038341000001'
has_accepted_license: '1'
isi: 1
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.1007/s10959-023-01275-4
month: '07'
oa: 1
oa_version: Published Version
publication: Journal of Theoretical Probability
publication_identifier:
eissn:
- 1572-9230
issn:
- 0894-9840
publication_status: epub_ahead
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Spectrum of Lévy–Khintchine random laplacian 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
year: '2023'
...
---
_id: '14343'
abstract:
- lang: eng
text: The total energy of an eigenstate in a composite quantum system tends to be
distributed equally among its constituents. We identify the quantum fluctuation
around this equipartition principle in the simplest disordered quantum system
consisting of linear combinations of Wigner matrices. As our main ingredient,
we prove the Eigenstate Thermalisation Hypothesis and Gaussian fluctuation for
general quadratic forms of the bulk eigenvectors of Wigner matrices with an arbitrary
deformation.
acknowledgement: "G.C. and L.E. gratefully acknowledge many discussions with Dominik
Schröder at the preliminary stage of this project, especially his essential contribution
to identify the correct generalisation of traceless observables to the deformed
Wigner ensembles.\r\nL.E. and J.H. acknowledges support by ERC Advanced Grant ‘RMTBeyond’
No. 101020331."
article_number: e74
article_processing_charge: Yes
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Oleksii
full_name: Kolupaiev, Oleksii
id: 149b70d4-896a-11ed-bdf8-8c63fd44ca61
last_name: Kolupaiev
citation:
ama: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. Gaussian fluctuations in the
equipartition principle for Wigner matrices. Forum of Mathematics, Sigma.
2023;11. doi:10.1017/fms.2023.70
apa: Cipolloni, G., Erdös, L., Henheik, S. J., & Kolupaiev, O. (2023). Gaussian
fluctuations in the equipartition principle for Wigner matrices. Forum of Mathematics,
Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2023.70
chicago: Cipolloni, Giorgio, László Erdös, Sven Joscha Henheik, and Oleksii Kolupaiev.
“Gaussian Fluctuations in the Equipartition Principle for Wigner Matrices.” Forum
of Mathematics, Sigma. Cambridge University Press, 2023. https://doi.org/10.1017/fms.2023.70.
ieee: G. Cipolloni, L. Erdös, S. J. Henheik, and O. Kolupaiev, “Gaussian fluctuations
in the equipartition principle for Wigner matrices,” Forum of Mathematics,
Sigma, vol. 11. Cambridge University Press, 2023.
ista: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2023. Gaussian fluctuations
in the equipartition principle for Wigner matrices. Forum of Mathematics, Sigma.
11, e74.
mla: Cipolloni, Giorgio, et al. “Gaussian Fluctuations in the Equipartition Principle
for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 11, e74, Cambridge
University Press, 2023, doi:10.1017/fms.2023.70.
short: G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Forum of Mathematics,
Sigma 11 (2023).
date_created: 2023-09-17T22:01:09Z
date_published: 2023-08-23T00:00:00Z
date_updated: 2023-12-13T12:24:23Z
day: '23'
ddc:
- '510'
department:
- _id: LaEr
- _id: GradSch
doi: 10.1017/fms.2023.70
ec_funded: 1
external_id:
arxiv:
- '2301.05181'
isi:
- '001051980200001'
file:
- access_level: open_access
checksum: eb747420e6a88a7796fa934151957676
content_type: application/pdf
creator: dernst
date_created: 2023-09-20T11:09:35Z
date_updated: 2023-09-20T11:09:35Z
file_id: '14352'
file_name: 2023_ForumMathematics_Cipolloni.pdf
file_size: 852652
relation: main_file
success: 1
file_date_updated: 2023-09-20T11:09:35Z
has_accepted_license: '1'
intvolume: ' 11'
isi: 1
language:
- iso: eng
month: '08'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Forum of Mathematics, Sigma
publication_identifier:
eissn:
- 2050-5094
publication_status: published
publisher: Cambridge University Press
quality_controlled: '1'
scopus_import: '1'
status: public
title: Gaussian fluctuations in the equipartition principle for 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: 11
year: '2023'
...
---
_id: '14421'
abstract:
- lang: eng
text: Only recently has it been possible to construct a self-adjoint Hamiltonian
that involves the creation of Dirac particles at a point source in 3d space. Its
definition makes use of an interior-boundary condition. Here, we develop for this
Hamiltonian a corresponding theory of the Bohmian configuration. That is, we (non-rigorously)
construct a Markov jump process $(Q_t)_{t\in\mathbb{R}}$ in the configuration
space of a variable number of particles that is $|\psi_t|^2$-distributed at every
time t and follows Bohmian trajectories between the jumps. The jumps correspond
to particle creation or annihilation events and occur either to or from a configuration
with a particle located at the source. The process is the natural analog of Bell's
jump process, and a central piece in its construction is the determination of
the rate of particle creation. The construction requires an analysis of the asymptotic
behavior of the Bohmian trajectories near the source. We find that the particle
reaches the source with radial speed 0, but orbits around the source infinitely
many times in finite time before absorption (or after emission).
acknowledgement: J H gratefully acknowledges partial financial support by the ERC
Advanced Grant 'RMTBeyond' No. 101020331.
article_number: '445201'
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Roderich
full_name: Tumulka, Roderich
last_name: Tumulka
citation:
ama: 'Henheik SJ, Tumulka R. Creation rate of Dirac particles at a point source.
Journal of Physics A: Mathematical and Theoretical. 2023;56(44). doi:10.1088/1751-8121/acfe62'
apa: 'Henheik, S. J., & Tumulka, R. (2023). Creation rate of Dirac particles
at a point source. Journal of Physics A: Mathematical and Theoretical.
IOP Publishing. https://doi.org/10.1088/1751-8121/acfe62'
chicago: 'Henheik, Sven Joscha, and Roderich Tumulka. “Creation Rate of Dirac Particles
at a Point Source.” Journal of Physics A: Mathematical and Theoretical.
IOP Publishing, 2023. https://doi.org/10.1088/1751-8121/acfe62.'
ieee: 'S. J. Henheik and R. Tumulka, “Creation rate of Dirac particles at a point
source,” Journal of Physics A: Mathematical and Theoretical, vol. 56, no.
44. IOP Publishing, 2023.'
ista: 'Henheik SJ, Tumulka R. 2023. Creation rate of Dirac particles at a point
source. Journal of Physics A: Mathematical and Theoretical. 56(44), 445201.'
mla: 'Henheik, Sven Joscha, and Roderich Tumulka. “Creation Rate of Dirac Particles
at a Point Source.” Journal of Physics A: Mathematical and Theoretical,
vol. 56, no. 44, 445201, IOP Publishing, 2023, doi:10.1088/1751-8121/acfe62.'
short: 'S.J. Henheik, R. Tumulka, Journal of Physics A: Mathematical and Theoretical
56 (2023).'
date_created: 2023-10-12T12:42:53Z
date_published: 2023-10-11T00:00:00Z
date_updated: 2023-12-13T13:01:25Z
day: '11'
ddc:
- '510'
department:
- _id: GradSch
- _id: LaEr
doi: 10.1088/1751-8121/acfe62
ec_funded: 1
external_id:
arxiv:
- '2211.16606'
isi:
- '001080908000001'
file:
- access_level: open_access
checksum: 5b68de147dd4c608b71a6e0e844d2ce9
content_type: application/pdf
creator: dernst
date_created: 2023-10-16T07:07:24Z
date_updated: 2023-10-16T07:07:24Z
file_id: '14429'
file_name: 2023_JourPhysics_Henheik.pdf
file_size: 721399
relation: main_file
success: 1
file_date_updated: 2023-10-16T07:07:24Z
has_accepted_license: '1'
intvolume: ' 56'
isi: 1
issue: '44'
language:
- iso: eng
month: '10'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: 'Journal of Physics A: Mathematical and Theoretical'
publication_identifier:
eissn:
- 1751-8121
issn:
- 1751-8113
publication_status: published
publisher: IOP Publishing
quality_controlled: '1'
scopus_import: '1'
status: public
title: Creation rate of Dirac particles at a point source
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: 56
year: '2023'
...
---
_id: '14750'
abstract:
- lang: eng
text: "Consider the random matrix model A1/2UBU∗A1/2, where A and B are two N ×
N deterministic matrices and U is either an N × N Haar unitary or orthogonal random
matrix. It is well known that on the macroscopic scale (Invent. Math. 104 (1991)
201–220), the limiting empirical spectral distribution (ESD) of the above model
is given by the free multiplicative convolution\r\nof the limiting ESDs of A and
B, denoted as μα \x02 μβ, where μα and μβ are the limiting ESDs of A and B, respectively.
In this paper, we study the asymptotic microscopic behavior of the edge eigenvalues
and eigenvectors statistics. We prove that both the density of μA \x02μB, where
μA and μB are the ESDs of A and B, respectively and the associated subordination
functions\r\nhave a regular behavior near the edges. Moreover, we establish the
local laws near the edges on the optimal scale. In particular, we prove that the
entries of the resolvent are close to some functionals depending only on the eigenvalues
of A, B and the subordination functions with optimal convergence rates. Our proofs
and calculations are based on the techniques developed for the additive model
A+UBU∗ in (J. Funct. Anal. 271 (2016) 672–719; Comm. Math.\r\nPhys. 349 (2017)
947–990; Adv. Math. 319 (2017) 251–291; J. Funct. Anal. 279 (2020) 108639), and
our results can be regarded as the counterparts of (J. Funct. Anal. 279 (2020)
108639) for the multiplicative model. "
acknowledgement: "The first author is partially supported by NSF Grant DMS-2113489
and grateful for the AMS-SIMONS travel grant (2020–2023). The second author is supported
by the ERC Advanced Grant “RMTBeyond” No. 101020331.\r\nThe authors would like to
thank the Editor, Associate Editor and an anonymous referee for their many critical
suggestions which have significantly improved the paper. We also want to thank Zhigang
Bao and Ji Oon Lee for many helpful discussions and comments."
article_processing_charge: No
article_type: original
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Local laws for multiplication of random matrices. The Annals
of Applied Probability. 2023;33(4):2981-3009. doi:10.1214/22-aap1882
apa: Ding, X., & Ji, H. C. (2023). Local laws for multiplication of random matrices.
The Annals of Applied Probability. Institute of Mathematical Statistics.
https://doi.org/10.1214/22-aap1882
chicago: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random
Matrices.” The Annals of Applied Probability. Institute of Mathematical
Statistics, 2023. https://doi.org/10.1214/22-aap1882.
ieee: X. Ding and H. C. Ji, “Local laws for multiplication of random matrices,”
The Annals of Applied Probability, vol. 33, no. 4. Institute of Mathematical
Statistics, pp. 2981–3009, 2023.
ista: Ding X, Ji HC. 2023. Local laws for multiplication of random matrices. The
Annals of Applied Probability. 33(4), 2981–3009.
mla: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random Matrices.”
The Annals of Applied Probability, vol. 33, no. 4, Institute of Mathematical
Statistics, 2023, pp. 2981–3009, doi:10.1214/22-aap1882.
short: X. Ding, H.C. Ji, The Annals of Applied Probability 33 (2023) 2981–3009.
date_created: 2024-01-08T13:03:18Z
date_published: 2023-08-01T00:00:00Z
date_updated: 2024-01-09T08:16:41Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1882
ec_funded: 1
external_id:
arxiv:
- '2010.16083'
intvolume: ' 33'
issue: '4'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2010.16083
month: '08'
oa: 1
oa_version: Preprint
page: 2981-3009
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Local laws for multiplication of random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '14775'
abstract:
- lang: eng
text: We establish a quantitative version of the Tracy–Widom law for the largest
eigenvalue of high-dimensional sample covariance matrices. To be precise, we show
that the fluctuations of the largest eigenvalue of a sample covariance matrix
X∗X converge to its Tracy–Widom limit at a rate nearly N−1/3, where X is an M×N
random matrix whose entries are independent real or complex random variables,
assuming that both M and N tend to infinity at a constant rate. This result improves
the previous estimate N−2/9 obtained by Wang (2019). Our proof relies on a Green
function comparison method (Adv. Math. 229 (2012) 1435–1515) using iterative cumulant
expansions, the local laws for the Green function and asymptotic properties of
the correlation kernel of the white Wishart ensemble.
acknowledgement: K. Schnelli was supported by the Swedish Research Council Grants
VR-2017-05195, and the Knut and Alice Wallenberg Foundation. Y. Xu was supported
by the Swedish Research Council Grant VR-2017-05195 and the ERC Advanced Grant “RMTBeyond”
No. 101020331.
article_processing_charge: No
article_type: original
author:
- first_name: Kevin
full_name: Schnelli, Kevin
id: 434AD0AE-F248-11E8-B48F-1D18A9856A87
last_name: Schnelli
orcid: 0000-0003-0954-3231
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
last_name: Xu
orcid: 0000-0003-1559-1205
citation:
ama: Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest
eigenvalue of sample covariance matrices. The Annals of Applied Probability.
2023;33(1):677-725. doi:10.1214/22-aap1826
apa: Schnelli, K., & Xu, Y. (2023). Convergence rate to the Tracy–Widom laws
for the largest eigenvalue of sample covariance matrices. The Annals of Applied
Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/22-aap1826
chicago: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom
Laws for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals
of Applied Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-aap1826.
ieee: K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest
eigenvalue of sample covariance matrices,” The Annals of Applied Probability,
vol. 33, no. 1. Institute of Mathematical Statistics, pp. 677–725, 2023.
ista: Schnelli K, Xu Y. 2023. Convergence rate to the Tracy–Widom laws for the largest
eigenvalue of sample covariance matrices. The Annals of Applied Probability. 33(1),
677–725.
mla: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws
for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals of Applied
Probability, vol. 33, no. 1, Institute of Mathematical Statistics, 2023, pp.
677–725, doi:10.1214/22-aap1826.
short: K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
date_created: 2024-01-10T09:23:31Z
date_published: 2023-02-01T00:00:00Z
date_updated: 2024-01-10T13:31:46Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1826
ec_funded: 1
external_id:
arxiv:
- '2108.02728'
isi:
- '000946432400021'
intvolume: ' 33'
isi: 1
issue: '1'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2108.02728
month: '02'
oa: 1
oa_version: Preprint
page: 677-725
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample
covariance matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '14780'
abstract:
- lang: eng
text: In this paper, we study the eigenvalues and eigenvectors of the spiked invariant
multiplicative models when the randomness is from Haar matrices. We establish
the limits of the outlier eigenvalues λˆi and the generalized components (⟨v,uˆi⟩
for any deterministic vector v) of the outlier eigenvectors uˆi with optimal convergence
rates. Moreover, we prove that the non-outlier eigenvalues stick with those of
the unspiked matrices and the non-outlier eigenvectors are delocalized. The results
also hold near the so-called BBP transition and for degenerate spikes. On one
hand, our results can be regarded as a refinement of the counterparts of [12]
under additional regularity conditions. On the other hand, they can be viewed
as an analog of [34] by replacing the random matrix with i.i.d. entries with Haar
random matrix.
acknowledgement: The authors would like to thank the editor, the associated editor
and two anonymous referees for their many critical suggestions which have significantly
improved the paper. The authors are also grateful to Zhigang Bao and Ji Oon Lee
for many helpful discussions. The first author also wants to thank Hari Bercovici
for many useful comments. The first author is partially supported by National Science
Foundation DMS-2113489 and the second author is supported by ERC Advanced Grant
“RMTBeyond” No. 101020331.
article_processing_charge: Yes (in subscription journal)
article_type: original
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 2023;163:25-60. doi:10.1016/j.spa.2023.05.009
apa: Ding, X., & Ji, H. C. (2023). Spiked multiplicative random matrices and
principal components. Stochastic Processes and Their Applications. Elsevier.
https://doi.org/10.1016/j.spa.2023.05.009
chicago: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices
and Principal Components.” Stochastic Processes and Their Applications.
Elsevier, 2023. https://doi.org/10.1016/j.spa.2023.05.009.
ieee: X. Ding and H. C. Ji, “Spiked multiplicative random matrices and principal
components,” Stochastic Processes and their Applications, vol. 163. Elsevier,
pp. 25–60, 2023.
ista: Ding X, Ji HC. 2023. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 163, 25–60.
mla: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices and
Principal Components.” Stochastic Processes and Their Applications, vol.
163, Elsevier, 2023, pp. 25–60, doi:10.1016/j.spa.2023.05.009.
short: X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023)
25–60.
date_created: 2024-01-10T09:29:25Z
date_published: 2023-09-01T00:00:00Z
date_updated: 2024-01-16T08:49:51Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1016/j.spa.2023.05.009
ec_funded: 1
external_id:
arxiv:
- '2302.13502'
isi:
- '001113615900001'
file:
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checksum: 46a708b0cd5569a73d0f3d6c3e0a44dc
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creator: dernst
date_created: 2024-01-16T08:47:31Z
date_updated: 2024-01-16T08:47:31Z
file_id: '14806'
file_name: 2023_StochasticProcAppl_Ding.pdf
file_size: 1870349
relation: main_file
success: 1
file_date_updated: 2024-01-16T08:47:31Z
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intvolume: ' 163'
isi: 1
keyword:
- Applied Mathematics
- Modeling and Simulation
- Statistics and Probability
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 25-60
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Stochastic Processes and their Applications
publication_identifier:
eissn:
- 1879-209X
issn:
- 0304-4149
publication_status: published
publisher: Elsevier
quality_controlled: '1'
status: public
title: Spiked multiplicative random matrices and principal components
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: '2023'
...
---
_id: '14849'
abstract:
- lang: eng
text: We establish a precise three-term asymptotic expansion, with an optimal estimate
of the error term, for the rightmost eigenvalue of an n×n random matrix with independent
identically distributed complex entries as n tends to infinity. All terms in the
expansion are universal.
acknowledgement: "The second and the fourth author were supported by the ERC Advanced
Grant\r\n“RMTBeyond” No. 101020331. The third author was supported by Dr. Max Rössler,
the\r\nWalter Haefner Foundation and the ETH Zürich Foundation."
article_processing_charge: No
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
last_name: Xu
citation:
ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. On the rightmost eigenvalue of non-Hermitian
random matrices. The Annals of Probability. 2023;51(6):2192-2242. doi:10.1214/23-aop1643
apa: Cipolloni, G., Erdös, L., Schröder, D. J., & Xu, Y. (2023). On the rightmost
eigenvalue of non-Hermitian random matrices. The Annals of Probability.
Institute of Mathematical Statistics. https://doi.org/10.1214/23-aop1643
chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu.
“On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” The Annals
of Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-aop1643.
ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “On the rightmost eigenvalue
of non-Hermitian random matrices,” The Annals of Probability, vol. 51,
no. 6. Institute of Mathematical Statistics, pp. 2192–2242, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2023. On the rightmost eigenvalue
of non-Hermitian random matrices. The Annals of Probability. 51(6), 2192–2242.
mla: Cipolloni, Giorgio, et al. “On the Rightmost Eigenvalue of Non-Hermitian Random
Matrices.” The Annals of Probability, vol. 51, no. 6, Institute of Mathematical
Statistics, 2023, pp. 2192–242, doi:10.1214/23-aop1643.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51
(2023) 2192–2242.
date_created: 2024-01-22T08:08:41Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2024-01-23T10:56:30Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/23-aop1643
ec_funded: 1
external_id:
arxiv:
- '2206.04448'
intvolume: ' 51'
issue: '6'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2206.04448
month: '11'
oa: 1
oa_version: Preprint
page: 2192-2242
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Probability
publication_identifier:
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
status: public
title: On the rightmost eigenvalue of non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 51
year: '2023'
...
---
_id: '15128'
abstract:
- lang: eng
text: "We prove a universal mesoscopic central limit theorem for linear eigenvalue
statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly
supported twice continuously differentiable test functions. The main novel ingredient
is an optimal local law for the two-point function $T(z,\\zeta)$ and a general
class of related quantities involving two resolvents\r\nat nearby spectral parameters. "
acknowledgement: Supported by the ERC Advanced Grant ”RMTBeyond” No. 101020331
article_number: '2301.01712'
article_processing_charge: No
author:
- first_name: Volodymyr
full_name: Riabov, Volodymyr
id: 1949f904-edfb-11eb-afb5-e2dfddabb93b
last_name: Riabov
citation:
ama: Riabov V. Mesoscopic eigenvalue statistics for Wigner-type matrices. arXiv.
doi:10.48550/arXiv.2301.01712
apa: Riabov, V. (n.d.). Mesoscopic eigenvalue statistics for Wigner-type matrices.
arXiv. https://doi.org/10.48550/arXiv.2301.01712
chicago: Riabov, Volodymyr. “Mesoscopic Eigenvalue Statistics for Wigner-Type Matrices.”
ArXiv, n.d. https://doi.org/10.48550/arXiv.2301.01712.
ieee: V. Riabov, “Mesoscopic eigenvalue statistics for Wigner-type matrices,” arXiv.
.
ista: Riabov V. Mesoscopic eigenvalue statistics for Wigner-type matrices. arXiv,
2301.01712.
mla: Riabov, Volodymyr. “Mesoscopic Eigenvalue Statistics for Wigner-Type Matrices.”
ArXiv, 2301.01712, doi:10.48550/arXiv.2301.01712.
short: V. Riabov, ArXiv (n.d.).
date_created: 2024-03-20T09:41:04Z
date_published: 2023-01-04T00:00:00Z
date_updated: 2024-03-25T12:48:20Z
day: '04'
department:
- _id: GradSch
- _id: LaEr
doi: 10.48550/arXiv.2301.01712
ec_funded: 1
external_id:
arxiv:
- '2301.01712'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2301.01712
month: '01'
oa: 1
oa_version: Preprint
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: arXiv
publication_status: submitted
status: public
title: Mesoscopic eigenvalue statistics for Wigner-type matrices
type: preprint
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
year: '2023'
...
---
_id: '12179'
abstract:
- lang: eng
text: We derive an accurate lower tail estimate on the lowest singular value σ1(X−z)
of a real Gaussian (Ginibre) random matrix X shifted by a complex parameter z.
Such shift effectively changes the upper tail behavior of the condition number
κ(X−z) from the slower (κ(X−z)≥t)≲1/t decay typical for real Ginibre matrices
to the faster 1/t2 decay seen for complex Ginibre matrices as long as z is away
from the real axis. This sharpens and resolves a recent conjecture in [J. Banks
et al., https://arxiv.org/abs/2005.08930, 2020] on the regularizing effect of
the real Ginibre ensemble with a genuinely complex shift. As a consequence we
obtain an improved upper bound on the eigenvalue condition numbers (known also
as the eigenvector overlaps) for real Ginibre matrices. The main technical tool
is a rigorous supersymmetric analysis from our earlier work [Probab. Math. Phys.,
1 (2020), pp. 101--146].
article_processing_charge: No
article_type: original
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
citation:
ama: Cipolloni G, Erdös L, Schröder DJ. On the condition number of the shifted real
Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 2022;43(3):1469-1487.
doi:10.1137/21m1424408
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). On the condition number
of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications.
Society for Industrial and Applied Mathematics. https://doi.org/10.1137/21m1424408
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Condition
Number of the Shifted Real Ginibre Ensemble.” SIAM Journal on Matrix Analysis
and Applications. Society for Industrial and Applied Mathematics, 2022. https://doi.org/10.1137/21m1424408.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the condition number of the
shifted real Ginibre ensemble,” SIAM Journal on Matrix Analysis and Applications,
vol. 43, no. 3. Society for Industrial and Applied Mathematics, pp. 1469–1487,
2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. On the condition number of the shifted
real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 43(3),
1469–1487.
mla: Cipolloni, Giorgio, et al. “On the Condition Number of the Shifted Real Ginibre
Ensemble.” SIAM Journal on Matrix Analysis and Applications, vol. 43, no.
3, Society for Industrial and Applied Mathematics, 2022, pp. 1469–87, doi:10.1137/21m1424408.
short: G. Cipolloni, L. Erdös, D.J. Schröder, SIAM Journal on Matrix Analysis and
Applications 43 (2022) 1469–1487.
date_created: 2023-01-12T12:12:38Z
date_published: 2022-07-01T00:00:00Z
date_updated: 2023-01-27T06:56:06Z
day: '01'
department:
- _id: LaEr
doi: 10.1137/21m1424408
external_id:
arxiv:
- '2105.13719'
intvolume: ' 43'
issue: '3'
keyword:
- Analysis
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2105.13719
month: '07'
oa: 1
oa_version: Preprint
page: 1469-1487
publication: SIAM Journal on Matrix Analysis and Applications
publication_identifier:
eissn:
- 1095-7162
issn:
- 0895-4798
publication_status: published
publisher: Society for Industrial and Applied Mathematics
quality_controlled: '1'
scopus_import: '1'
status: public
title: On the condition number of the shifted real Ginibre ensemble
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 43
year: '2022'
...