@article{11741, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, pages = {1183–1218}, publisher = {Springer Nature}, title = {{Quenched universality for deformed Wigner matrices}}, doi = {10.1007/s00440-022-01156-7}, volume = {185}, year = {2023}, } @article{10405, abstract = {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]. }, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1097-0312}, journal = {Communications on Pure and Applied Mathematics}, number = {5}, pages = {946--1034}, publisher = {Wiley}, title = {{Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices}}, doi = {10.1002/cpa.22028}, volume = {76}, year = {2023}, } @article{12792, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, pages = {1665--1700}, publisher = {Springer Nature}, title = {{On the spectral form factor for random matrices}}, doi = {10.1007/s00220-023-04692-y}, volume = {401}, year = {2023}, } @article{14408, abstract = {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 0