---
_id: '429'
abstract:
- lang: eng
text: We consider real symmetric or complex hermitian random matrices with correlated
entries. We prove local laws for the resolvent and universality of the local eigenvalue
statistics in the bulk of the spectrum. The correlations have fast decay but are
otherwise of general form. The key novelty is the detailed stability analysis
of the corresponding matrix valued Dyson equation whose solution is the deterministic
limit of the resolvent.
acknowledgement: "Open access funding provided by Institute of Science and Technology
(IST Austria).\r\n"
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Oskari H
full_name: Ajanki, Oskari H
id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
last_name: Ajanki
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Torben H
full_name: Krüger, Torben H
id: 3020C786-F248-11E8-B48F-1D18A9856A87
last_name: Krüger
orcid: 0000-0002-4821-3297
citation:
ama: Ajanki OH, Erdös L, Krüger TH. Stability of the matrix Dyson equation and random
matrices with correlations. Probability Theory and Related Fields. 2019;173(1-2):293–373.
doi:10.1007/s00440-018-0835-z
apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2019). Stability of the matrix
Dyson equation and random matrices with correlations. Probability Theory and
Related Fields. Springer. https://doi.org/10.1007/s00440-018-0835-z
chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Stability of the
Matrix Dyson Equation and Random Matrices with Correlations.” Probability Theory
and Related Fields. Springer, 2019. https://doi.org/10.1007/s00440-018-0835-z.
ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Stability of the matrix Dyson equation
and random matrices with correlations,” Probability Theory and Related Fields,
vol. 173, no. 1–2. Springer, pp. 293–373, 2019.
ista: Ajanki OH, Erdös L, Krüger TH. 2019. Stability of the matrix Dyson equation
and random matrices with correlations. Probability Theory and Related Fields.
173(1–2), 293–373.
mla: Ajanki, Oskari H., et al. “Stability of the Matrix Dyson Equation and Random
Matrices with Correlations.” Probability Theory and Related Fields, vol.
173, no. 1–2, Springer, 2019, pp. 293–373, doi:10.1007/s00440-018-0835-z.
short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields
173 (2019) 293–373.
date_created: 2018-12-11T11:46:25Z
date_published: 2019-02-01T00:00:00Z
date_updated: 2023-08-24T14:39:00Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00440-018-0835-z
ec_funded: 1
external_id:
isi:
- '000459396500007'
file:
- access_level: open_access
checksum: f9354fa5c71f9edd17132588f0dc7d01
content_type: application/pdf
creator: dernst
date_created: 2018-12-17T16:12:08Z
date_updated: 2020-07-14T12:46:26Z
file_id: '5720'
file_name: 2018_ProbTheory_Ajanki.pdf
file_size: 1201840
relation: main_file
file_date_updated: 2020-07-14T12:46:26Z
has_accepted_license: '1'
intvolume: ' 173'
isi: 1
issue: 1-2
language:
- iso: eng
license: https://creativecommons.org/licenses/by/4.0/
month: '02'
oa: 1
oa_version: Published Version
page: 293–373
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
name: IST Austria Open Access Fund
publication: Probability Theory and Related Fields
publication_identifier:
eissn:
- '14322064'
issn:
- '01788051'
publication_status: published
publisher: Springer
publist_id: '7394'
quality_controlled: '1'
scopus_import: '1'
status: public
title: Stability of the matrix Dyson equation and random matrices with correlations
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 173
year: '2019'
...
---
_id: '721'
abstract:
- lang: eng
text: 'Let S be a positivity-preserving symmetric linear operator acting on bounded
functions. The nonlinear equation -1/m=z+Sm with a parameter z in the complex
upper half-plane ℍ has a unique solution m with values in ℍ. We show that the
z-dependence of this solution can be represented as the Stieltjes transforms of
a family of probability measures v on ℝ. Under suitable conditions on S, we show
that v has a real analytic density apart from finitely many algebraic singularities
of degree at most 3. Our motivation comes from large random matrices. The solution
m determines the density of eigenvalues of two prominent matrix ensembles: (i)
matrices with centered independent entries whose variances are given by S and
(ii) matrices with correlated entries with a translation-invariant correlation
structure. Our analysis shows that the limiting eigenvalue density has only square
root singularities or cubic root cusps; no other singularities occur.'
author:
- first_name: Oskari H
full_name: Ajanki, Oskari H
id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
last_name: Ajanki
- first_name: Torben H
full_name: Krüger, Torben H
id: 3020C786-F248-11E8-B48F-1D18A9856A87
last_name: Krüger
orcid: 0000-0002-4821-3297
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
citation:
ama: Ajanki OH, Krüger TH, Erdös L. Singularities of solutions to quadratic vector
equations on the complex upper half plane. Communications on Pure and Applied
Mathematics. 2017;70(9):1672-1705. doi:10.1002/cpa.21639
apa: Ajanki, O. H., Krüger, T. H., & Erdös, L. (2017). Singularities of solutions
to quadratic vector equations on the complex upper half plane. Communications
on Pure and Applied Mathematics. Wiley-Blackwell. https://doi.org/10.1002/cpa.21639
chicago: Ajanki, Oskari H, Torben H Krüger, and László Erdös. “Singularities of
Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications
on Pure and Applied Mathematics. Wiley-Blackwell, 2017. https://doi.org/10.1002/cpa.21639.
ieee: O. H. Ajanki, T. H. Krüger, and L. Erdös, “Singularities of solutions to quadratic
vector equations on the complex upper half plane,” Communications on Pure and
Applied Mathematics, vol. 70, no. 9. Wiley-Blackwell, pp. 1672–1705, 2017.
ista: Ajanki OH, Krüger TH, Erdös L. 2017. Singularities of solutions to quadratic
vector equations on the complex upper half plane. Communications on Pure and Applied
Mathematics. 70(9), 1672–1705.
mla: Ajanki, Oskari H., et al. “Singularities of Solutions to Quadratic Vector Equations
on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics,
vol. 70, no. 9, Wiley-Blackwell, 2017, pp. 1672–705, doi:10.1002/cpa.21639.
short: O.H. Ajanki, T.H. Krüger, L. Erdös, Communications on Pure and Applied Mathematics
70 (2017) 1672–1705.
date_created: 2018-12-11T11:48:08Z
date_published: 2017-09-01T00:00:00Z
date_updated: 2021-01-12T08:12:24Z
day: '01'
department:
- _id: LaEr
doi: 10.1002/cpa.21639
ec_funded: 1
intvolume: ' 70'
issue: '9'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1512.03703
month: '09'
oa: 1
oa_version: Submitted Version
page: 1672 - 1705
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication: Communications on Pure and Applied Mathematics
publication_identifier:
issn:
- '00103640'
publication_status: published
publisher: Wiley-Blackwell
publist_id: '6959'
quality_controlled: '1'
scopus_import: 1
status: public
title: Singularities of solutions to quadratic vector equations on the complex upper
half plane
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 70
year: '2017'
...
---
_id: '1337'
abstract:
- lang: eng
text: We consider the local eigenvalue distribution of large self-adjoint N×N random
matrices H=H∗ with centered independent entries. In contrast to previous works
the matrix of variances sij=\mathbbmE|hij|2 is not assumed to be stochastic. Hence
the density of states is not the Wigner semicircle law. Its possible shapes are
described in the companion paper (Ajanki et al. in Quadratic Vector Equations
on the Complex Upper Half Plane. arXiv:1506.05095). We show that as N grows, the
resolvent, G(z)=(H−z)−1, converges to a diagonal matrix, diag(m(z)), where m(z)=(m1(z),…,mN(z))
solves the vector equation −1/mi(z)=z+∑jsijmj(z) that has been analyzed in Ajanki
et al. (Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095).
We prove a local law down to the smallest spectral resolution scale, and bulk
universality for both real symmetric and complex hermitian symmetry classes.
acknowledgement: 'Open access funding provided by Institute of Science and Technology
(IST Austria). '
article_processing_charge: Yes (via OA deal)
author:
- first_name: Oskari H
full_name: Ajanki, Oskari H
id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
last_name: Ajanki
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Torben H
full_name: Krüger, Torben H
id: 3020C786-F248-11E8-B48F-1D18A9856A87
last_name: Krüger
orcid: 0000-0002-4821-3297
citation:
ama: Ajanki OH, Erdös L, Krüger TH. Universality for general Wigner-type matrices.
Probability Theory and Related Fields. 2017;169(3-4):667-727. doi:10.1007/s00440-016-0740-2
apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2017). Universality for general
Wigner-type matrices. Probability Theory and Related Fields. Springer.
https://doi.org/10.1007/s00440-016-0740-2
chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Universality for
General Wigner-Type Matrices.” Probability Theory and Related Fields. Springer,
2017. https://doi.org/10.1007/s00440-016-0740-2.
ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Universality for general Wigner-type
matrices,” Probability Theory and Related Fields, vol. 169, no. 3–4. Springer,
pp. 667–727, 2017.
ista: Ajanki OH, Erdös L, Krüger TH. 2017. Universality for general Wigner-type
matrices. Probability Theory and Related Fields. 169(3–4), 667–727.
mla: Ajanki, Oskari H., et al. “Universality for General Wigner-Type Matrices.”
Probability Theory and Related Fields, vol. 169, no. 3–4, Springer, 2017,
pp. 667–727, doi:10.1007/s00440-016-0740-2.
short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields
169 (2017) 667–727.
date_created: 2018-12-11T11:51:27Z
date_published: 2017-12-01T00:00:00Z
date_updated: 2023-09-20T11:14:17Z
day: '01'
ddc:
- '510'
- '530'
department:
- _id: LaEr
doi: 10.1007/s00440-016-0740-2
ec_funded: 1
external_id:
isi:
- '000414358400002'
file:
- access_level: open_access
checksum: 29f5a72c3f91e408aeb9e78344973803
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:08:25Z
date_updated: 2020-07-14T12:44:44Z
file_id: '4686'
file_name: IST-2017-657-v1+2_s00440-016-0740-2.pdf
file_size: 988843
relation: main_file
file_date_updated: 2020-07-14T12:44:44Z
has_accepted_license: '1'
intvolume: ' 169'
isi: 1
issue: 3-4
language:
- iso: eng
month: '12'
oa: 1
oa_version: Published Version
page: 667 - 727
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
name: IST Austria Open Access Fund
publication: Probability Theory and Related Fields
publication_identifier:
issn:
- '01788051'
publication_status: published
publisher: Springer
publist_id: '5930'
pubrep_id: '657'
quality_controlled: '1'
scopus_import: '1'
status: public
title: Universality for general Wigner-type matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 169
year: '2017'
...
---
_id: '1489'
abstract:
- lang: eng
text: 'We prove optimal local law, bulk universality and non-trivial decay for the
off-diagonal elements of the resolvent for a class of translation invariant Gaussian
random matrix ensembles with correlated entries. '
acknowledgement: Open access funding provided by Institute of Science and Technology
(IST Austria). Oskari H. Ajanki was Partially supported by ERC Advanced Grant RANMAT
No. 338804, and SFB-TR 12 Grant of the German Research Council. László Erdős was
Partially supported by ERC Advanced Grant RANMAT No. 338804. Torben Krüger was Partially
supported by ERC Advanced Grant RANMAT No. 338804, and SFB-TR 12 Grant of the German
Research Council.
article_processing_charge: Yes (via OA deal)
author:
- first_name: Oskari H
full_name: Ajanki, Oskari H
id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
last_name: Ajanki
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Torben H
full_name: Krüger, Torben H
id: 3020C786-F248-11E8-B48F-1D18A9856A87
last_name: Krüger
orcid: 0000-0002-4821-3297
citation:
ama: Ajanki OH, Erdös L, Krüger TH. Local spectral statistics of Gaussian matrices
with correlated entries. Journal of Statistical Physics. 2016;163(2):280-302.
doi:10.1007/s10955-016-1479-y
apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2016). Local spectral statistics
of Gaussian matrices with correlated entries. Journal of Statistical Physics.
Springer. https://doi.org/10.1007/s10955-016-1479-y
chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Spectral Statistics
of Gaussian Matrices with Correlated Entries.” Journal of Statistical Physics.
Springer, 2016. https://doi.org/10.1007/s10955-016-1479-y.
ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local spectral statistics of Gaussian
matrices with correlated entries,” Journal of Statistical Physics, vol.
163, no. 2. Springer, pp. 280–302, 2016.
ista: Ajanki OH, Erdös L, Krüger TH. 2016. Local spectral statistics of Gaussian
matrices with correlated entries. Journal of Statistical Physics. 163(2), 280–302.
mla: Ajanki, Oskari H., et al. “Local Spectral Statistics of Gaussian Matrices with
Correlated Entries.” Journal of Statistical Physics, vol. 163, no. 2, Springer,
2016, pp. 280–302, doi:10.1007/s10955-016-1479-y.
short: O.H. Ajanki, L. Erdös, T.H. Krüger, Journal of Statistical Physics 163 (2016)
280–302.
date_created: 2018-12-11T11:52:19Z
date_published: 2016-04-01T00:00:00Z
date_updated: 2021-01-12T06:51:05Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s10955-016-1479-y
ec_funded: 1
file:
- access_level: open_access
checksum: 7139598dcb1cafbe6866bd2bfd732b33
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:11:16Z
date_updated: 2020-07-14T12:44:57Z
file_id: '4869'
file_name: IST-2016-516-v1+1_s10955-016-1479-y.pdf
file_size: 660602
relation: main_file
file_date_updated: 2020-07-14T12:44:57Z
has_accepted_license: '1'
intvolume: ' 163'
issue: '2'
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
page: 280 - 302
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
name: IST Austria Open Access Fund
publication: Journal of Statistical Physics
publication_status: published
publisher: Springer
publist_id: '5698'
pubrep_id: '516'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local spectral statistics of Gaussian matrices with correlated entries
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 163
year: '2016'
...
---
_id: '2179'
abstract:
- lang: eng
text: We extend the proof of the local semicircle law for generalized Wigner matrices
given in MR3068390 to the case when the matrix of variances has an eigenvalue
-1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur
law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where
the variances of the entries of X may vary.
author:
- first_name: Oskari H
full_name: Ajanki, Oskari H
id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
last_name: Ajanki
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Torben H
full_name: Krüger, Torben H
id: 3020C786-F248-11E8-B48F-1D18A9856A87
last_name: Krüger
orcid: 0000-0002-4821-3297
citation:
ama: Ajanki OH, Erdös L, Krüger TH. Local semicircle law with imprimitive variance
matrix. Electronic Communications in Probability. 2014;19. doi:10.1214/ECP.v19-3121
apa: Ajanki, O. H., Erdös, L., & Krüger, T. H. (2014). Local semicircle law
with imprimitive variance matrix. Electronic Communications in Probability.
Institute of Mathematical Statistics. https://doi.org/10.1214/ECP.v19-3121
chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Semicircle
Law with Imprimitive Variance Matrix.” Electronic Communications in Probability.
Institute of Mathematical Statistics, 2014. https://doi.org/10.1214/ECP.v19-3121.
ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local semicircle law with imprimitive
variance matrix,” Electronic Communications in Probability, vol. 19. Institute
of Mathematical Statistics, 2014.
ista: Ajanki OH, Erdös L, Krüger TH. 2014. Local semicircle law with imprimitive
variance matrix. Electronic Communications in Probability. 19.
mla: Ajanki, Oskari H., et al. “Local Semicircle Law with Imprimitive Variance Matrix.”
Electronic Communications in Probability, vol. 19, Institute of Mathematical
Statistics, 2014, doi:10.1214/ECP.v19-3121.
short: O.H. Ajanki, L. Erdös, T.H. Krüger, Electronic Communications in Probability
19 (2014).
date_created: 2018-12-11T11:56:10Z
date_published: 2014-06-09T00:00:00Z
date_updated: 2021-01-12T06:55:48Z
day: '09'
ddc:
- '570'
department:
- _id: LaEr
doi: 10.1214/ECP.v19-3121
file:
- access_level: open_access
checksum: bd8a041c76d62fe820bf73ff13ce7d1b
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:09:06Z
date_updated: 2020-07-14T12:45:31Z
file_id: '4729'
file_name: IST-2016-426-v1+1_3121-17518-1-PB.pdf
file_size: 327322
relation: main_file
file_date_updated: 2020-07-14T12:45:31Z
has_accepted_license: '1'
intvolume: ' 19'
language:
- iso: eng
month: '06'
oa: 1
oa_version: Published Version
publication: Electronic Communications in Probability
publication_status: published
publisher: Institute of Mathematical Statistics
publist_id: '4803'
pubrep_id: '426'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local semicircle law with imprimitive variance matrix
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 19
year: '2014'
...