@article{6185,
abstract = {For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are universal and form a Pearcey process. Since the density of states typically exhibits only square root or cubic root cusp singularities, our work complements previous results on the bulk and edge universality and it thus completes the resolution of the Wigner–Dyson–Mehta universality conjecture for the last remaining universality type in the complex Hermitian class. Our analysis holds not only for exact cusps, but approximate cusps as well, where an extended Pearcey process emerges. As a main technical ingredient we prove an optimal local law at the cusp for both symmetry classes. This result is also the key input in the companion paper (Cipolloni et al. in Pure Appl Anal, 2018. arXiv:1811.04055) where the cusp universality for real symmetric Wigner-type matrices is proven. The novel cusp fluctuation mechanism is also essential for the recent results on the spectral radius of non-Hermitian random matrices (Alt et al. in Spectral radius of random matrices with independent entries, 2019. arXiv:1907.13631), and the non-Hermitian edge universality (Cipolloni et al. in Edge universality for non-Hermitian random matrices, 2019. arXiv:1908.00969).},
author = {Erdös, László and Krüger, Torben H and Schröder, Dominik J},
issn = {1432-0916},
journal = {Communications in Mathematical Physics},
pages = {50},
publisher = {Springer Nature},
title = {{Cusp universality for random matrices I: Local law and the complex hermitian case}},
doi = {10.1007/s00220-019-03657-4},
year = {2020},
}
@article{7512,
abstract = {We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the eigenvalue density on scales just above the eigenvalue spacing follows the global density of states which is determined by free probability theory. We prove that these conditions hold for general homogeneous polynomials of degree two and for symmetrized products of independent matrices with i.i.d. entries, thus establishing the optimal bulk local law for these classes of ensembles. In particular, we generalize a similar result of Anderson for anticommutator. For more general polynomials our conditions are effectively checkable numerically.},
author = {Erdös, László and Krüger, Torben H and Nemish, Yuriy},
issn = {10960783},
journal = {Journal of Functional Analysis},
publisher = {Elsevier},
title = {{Local laws for polynomials of Wigner matrices}},
doi = {10.1016/j.jfa.2020.108507},
year = {2020},
}
@article{6184,
abstract = {We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.},
author = {Alt, Johannes and Erdös, László and Krüger, Torben H and Schröder, Dominik J},
journal = {Annals of Probability},
number = {2},
pages = {963--1001},
publisher = {Project Euclid},
title = {{Correlated random matrices: Band rigidity and edge universality}},
volume = {48},
year = {2020},
}
@article{429,
abstract = {We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay but are otherwise of general form. The key novelty is the detailed stability analysis of the corresponding matrix valued Dyson equation whose solution is the deterministic limit of the resolvent.},
author = {Ajanki, Oskari H and Erdös, László and Krüger, Torben H},
issn = {14322064},
journal = {Probability Theory and Related Fields},
number = {1-2},
pages = {293–373},
publisher = {Springer},
title = {{Stability of the matrix Dyson equation and random matrices with correlations}},
doi = {10.1007/s00440-018-0835-z},
volume = {173},
year = {2019},
}
@article{6182,
abstract = {We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the recent result of Ajanki et al. [‘Stability of the matrix Dyson equation and random matrices with correlations’, Probab. Theory Related Fields 173(1–2) (2019), 293–373] to allow slow correlation decay and arbitrary expectation. The main novel tool is
a systematic diagrammatic control of a multivariate cumulant expansion.},
author = {Erdös, László and Krüger, Torben H and Schröder, Dominik J},
issn = {20505094},
journal = {Forum of Mathematics, Sigma},
publisher = {Cambridge University Press},
title = {{Random matrices with slow correlation decay}},
doi = {10.1017/fms.2019.2},
volume = {7},
year = {2019},
}
@article{6186,
abstract = {We prove that the local eigenvalue statistics of real symmetric Wigner-type
matrices near the cusp points of the eigenvalue density are universal. Together
with the companion paper [arXiv:1809.03971], which proves the same result for
the complex Hermitian symmetry class, this completes the last remaining case of
the Wigner-Dyson-Mehta universality conjecture after bulk and edge
universalities have been established in the last years. We extend the recent
Dyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp
regime using the optimal local law from [arXiv:1809.03971] and the accurate
local shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752].
We also present a PDE-based method to improve the estimate on eigenvalue
rigidity via the maximum principle of the heat flow related to the Dyson
Brownian motion.},
author = {Cipolloni, Giorgio and Erdös, László and Krüger, Torben H and Schröder, Dominik J},
issn = {2578-5885},
journal = {Pure and Applied Analysis },
number = {4},
pages = {615–707},
publisher = {MSP},
title = {{Cusp universality for random matrices, II: The real symmetric case}},
doi = {10.2140/paa.2019.1.615},
volume = {1},
year = {2019},
}
@article{6240,
abstract = {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.},
author = {Alt, Johannes and Erdös, László and Krüger, Torben H and Nemish, Yuriy},
issn = {02460203},
journal = {Annales de l'institut Henri Poincare},
number = {2},
pages = {661--696},
publisher = {Institut Henri Poincaré},
title = {{Location of the spectrum of Kronecker random matrices}},
doi = {10.1214/18-AIHP894},
volume = {55},
year = {2019},
}
@article{181,
abstract = {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.},
author = {Erdös, László and Krüger, Torben H and Renfrew, David T},
journal = {SIAM Journal on Mathematical Analysis},
number = {3},
pages = {3271 -- 3290},
publisher = {Society for Industrial and Applied Mathematics },
title = {{Power law decay for systems of randomly coupled differential equations}},
doi = {10.1137/17M1143125},
volume = {50},
year = {2018},
}
@article{566,
abstract = {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.
},
author = {Alt, Johannes and Erdös, László and Krüger, Torben H},
journal = {Annals Applied Probability },
number = {1},
pages = {148--203},
publisher = {Institute of Mathematical Statistics},
title = {{Local inhomogeneous circular law}},
doi = {10.1214/17-AAP1302},
volume = {28},
year = {2018},
}
@unpublished{6183,
abstract = {We study the unique solution $m$ of the Dyson equation \[ -m(z)^{-1} = z - a
+ S[m(z)] \] on a von Neumann algebra $\mathcal{A}$ with the constraint
$\mathrm{Im}\,m\geq 0$. Here, $z$ lies in the complex upper half-plane, $a$ is
a self-adjoint element of $\mathcal{A}$ and $S$ is a positivity-preserving
linear operator on $\mathcal{A}$. We show that $m$ is the Stieltjes transform
of a compactly supported $\mathcal{A}$-valued measure on $\mathbb{R}$. Under
suitable assumptions, we establish that this measure has a uniformly
$1/3$-H\"{o}lder continuous density with respect to the Lebesgue measure, which
is supported on finitely many intervals, called bands. In fact, the density is
analytic inside the bands with a square-root growth at the edges and internal
cubic root cusps whenever the gap between two bands vanishes. The shape of
these singularities is universal and no other singularity may occur. We give a
precise asymptotic description of $m$ near the singular points. These
asymptotics generalize the analysis at the regular edges given in the companion
paper on the Tracy-Widom universality for the edge eigenvalue statistics for
correlated random matrices [arXiv:1804.07744] and they play a key role in the
proof of the Pearcey universality at the cusp for Wigner-type matrices
[arXiv:1809.03971,arXiv:1811.04055]. We also extend the finite dimensional band
mass formula from [arXiv:1804.07744] to the von Neumann algebra setting by
showing that the spectral mass of the bands is topologically rigid under
deformations and we conclude that these masses are quantized in some important
cases.},
author = {Alt, Johannes and Erdös, László and Krüger, Torben H},
pages = {72},
publisher = {ArXiv},
title = {{The Dyson equation with linear self-energy: Spectral bands, edges and cusps}},
year = {2018},
}
@article{721,
abstract = {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 = {Ajanki, Oskari H and Krüger, Torben H and Erdös, László},
issn = {00103640},
journal = {Communications on Pure and Applied Mathematics},
number = {9},
pages = {1672 -- 1705},
publisher = {Wiley-Blackwell},
title = {{Singularities of solutions to quadratic vector equations on the complex upper half plane}},
doi = {10.1002/cpa.21639},
volume = {70},
year = {2017},
}
@article{1010,
abstract = {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∗. },
author = {Alt, Johannes and Erdös, László and Krüger, Torben H},
issn = {10836489},
journal = {Electronic Journal of Probability},
publisher = {Institute of Mathematical Statistics},
title = {{Local law for random Gram matrices}},
doi = {10.1214/17-EJP42},
volume = {22},
year = {2017},
}
@article{1337,
abstract = {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.},
author = {Ajanki, Oskari H and Erdös, László and Krüger, Torben H},
issn = {01788051},
journal = {Probability Theory and Related Fields},
number = {3-4},
pages = {667 -- 727},
publisher = {Springer},
title = {{Universality for general Wigner-type matrices}},
doi = {10.1007/s00440-016-0740-2},
volume = {169},
year = {2017},
}
@article{1489,
abstract = {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. },
author = {Ajanki, Oskari H and Erdös, László and Krüger, Torben H},
journal = {Journal of Statistical Physics},
number = {2},
pages = {280 -- 302},
publisher = {Springer},
title = {{Local spectral statistics of Gaussian matrices with correlated entries}},
doi = {10.1007/s10955-016-1479-y},
volume = {163},
year = {2016},
}
@article{1824,
abstract = {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.},
author = {Knebel, Johannes and Weber, Markus and Krüger, Torben H and Frey, Erwin},
journal = {Nature Communications},
publisher = {Nature Publishing Group},
title = {{Evolutionary games of condensates in coupled birth-death processes}},
doi = {10.1038/ncomms7977},
volume = {6},
year = {2015},
}
@article{2179,
abstract = {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 = {Ajanki, Oskari H and Erdös, László and Krüger, Torben H},
journal = {Electronic Communications in Probability},
publisher = {Institute of Mathematical Statistics},
title = {{Local semicircle law with imprimitive variance matrix}},
doi = {10.1214/ECP.v19-3121},
volume = {19},
year = {2014},
}