--- _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: '11332' abstract: - lang: eng text: We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws at a rate O(N^{-1/3+\omega }), as N tends to infinity. For Wigner matrices this improves the previous rate O(N^{-2/9+\omega }) obtained by Bourgade (J Eur Math Soc, 2021) for generalized Wigner matrices. Our result follows from a Green function comparison theorem, originally introduced by Erdős et al. (Adv Math 229(3):1435–1515, 2012) to prove edge universality, on a finer spectral parameter scale with improved error estimates. The proof relies on the continuous Green function flow induced by a matrix-valued Ornstein–Uhlenbeck process. Precise estimates on leading contributions from the third and fourth order moments of the matrix entries are obtained using iterative cumulant expansions and recursive comparisons for correlation functions, along with uniform convergence estimates for correlation kernels of the Gaussian invariant ensembles. acknowledgement: Kevin Schnelli is supported in parts by the Swedish Research Council Grant VR-2017-05195, and the Knut and Alice Wallenberg Foundation. Yuanyuan Xu is 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 citation: ama: Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. 2022;393:839-907. doi:10.1007/s00220-022-04377-y apa: Schnelli, K., & Xu, Y. (2022). Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-022-04377-y chicago: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics. Springer Nature, 2022. https://doi.org/10.1007/s00220-022-04377-y. ieee: K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices,” Communications in Mathematical Physics, vol. 393. Springer Nature, pp. 839–907, 2022. ista: Schnelli K, Xu Y. 2022. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. 393, 839–907. mla: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics, vol. 393, Springer Nature, 2022, pp. 839–907, doi:10.1007/s00220-022-04377-y. short: K. Schnelli, Y. Xu, Communications in Mathematical Physics 393 (2022) 839–907. date_created: 2022-04-24T22:01:44Z date_published: 2022-07-01T00:00:00Z date_updated: 2023-08-03T06:34:24Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00220-022-04377-y ec_funded: 1 external_id: arxiv: - '2102.04330' isi: - '000782737200001' file: - access_level: open_access checksum: bee0278c5efa9a33d9a2dc8d354a6c51 content_type: application/pdf creator: dernst date_created: 2022-08-05T06:01:13Z date_updated: 2022-08-05T06:01:13Z file_id: '11726' file_name: 2022_CommunMathPhys_Schnelli.pdf file_size: 1141462 relation: main_file success: 1 file_date_updated: 2022-08-05T06:01:13Z has_accepted_license: '1' intvolume: ' 393' isi: 1 language: - iso: eng month: '07' oa: 1 oa_version: Published Version page: 839-907 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: Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 393 year: '2022' ... --- _id: '9550' abstract: - lang: eng text: 'We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the equipartition principle for quantum systems whose components are modelled by Wigner matrices. ' acknowledgement: The first author is supported in part by Hong Kong RGC Grant GRF 16301519 and NSFC 11871425. The second author is supported in part by ERC Advanced Grant RANMAT 338804. The third author is supported in part by Swedish Research Council Grant VR-2017-05195 and the Knut and Alice Wallenberg Foundation article_number: e44 article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 2021;9. doi:10.1017/fms.2021.38 apa: Bao, Z., Erdös, L., & Schnelli, K. (2021). Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2021.38 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2021. https://doi.org/10.1017/fms.2021.38. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Equipartition principle for Wigner matrices,” Forum of Mathematics, Sigma, vol. 9. Cambridge University Press, 2021. ista: Bao Z, Erdös L, Schnelli K. 2021. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 9, e44. mla: Bao, Zhigang, et al. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 9, e44, Cambridge University Press, 2021, doi:10.1017/fms.2021.38. short: Z. Bao, L. Erdös, K. Schnelli, Forum of Mathematics, Sigma 9 (2021). date_created: 2021-06-13T22:01:33Z date_published: 2021-05-27T00:00:00Z date_updated: 2023-08-08T14:03:40Z day: '27' ddc: - '510' department: - _id: LaEr doi: 10.1017/fms.2021.38 ec_funded: 1 external_id: arxiv: - '2008.07061' isi: - '000654960800001' file: - access_level: open_access checksum: 47c986578de132200d41e6d391905519 content_type: application/pdf creator: cziletti date_created: 2021-06-15T14:40:45Z date_updated: 2021-06-15T14:40:45Z file_id: '9555' file_name: 2021_ForumMath_Bao.pdf file_size: 483458 relation: main_file success: 1 file_date_updated: 2021-06-15T14:40:45Z has_accepted_license: '1' intvolume: ' 9' isi: 1 language: - iso: eng month: '05' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Forum of Mathematics, Sigma publication_identifier: eissn: - '20505094' publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 9 year: '2021' ... --- _id: '9104' abstract: - lang: eng text: We consider the free additive convolution of two probability measures μ and ν on the real line and show that μ ⊞ v is supported on a single interval if μ and ν each has single interval support. Moreover, the density of μ ⊞ ν is proven to vanish as a square root near the edges of its support if both μ and ν have power law behavior with exponents between −1 and 1 near their edges. In particular, these results show the ubiquity of the conditions in our recent work on optimal local law at the spectral edges for addition of random matrices [5]. acknowledgement: "Supported in part by Hong Kong RGC Grant ECS 26301517.\r\nSupported in part by ERC Advanced Grant RANMAT No. 338804.\r\nSupported in part by the Knut and Alice Wallenberg Foundation and the Swedish Research Council Grant VR-2017-05195." article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. On the support of the free additive convolution. Journal d’Analyse Mathematique. 2020;142:323-348. doi:10.1007/s11854-020-0135-2 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). On the support of the free additive convolution. Journal d’Analyse Mathematique. Springer Nature. https://doi.org/10.1007/s11854-020-0135-2 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique. Springer Nature, 2020. https://doi.org/10.1007/s11854-020-0135-2. ieee: Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,” Journal d’Analyse Mathematique, vol. 142. Springer Nature, pp. 323–348, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. On the support of the free additive convolution. Journal d’Analyse Mathematique. 142, 323–348. mla: Bao, Zhigang, et al. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique, vol. 142, Springer Nature, 2020, pp. 323–48, doi:10.1007/s11854-020-0135-2. short: Z. Bao, L. Erdös, K. Schnelli, Journal d’Analyse Mathematique 142 (2020) 323–348. date_created: 2021-02-07T23:01:15Z date_published: 2020-11-01T00:00:00Z date_updated: 2023-08-24T11:16:03Z day: '01' department: - _id: LaEr doi: 10.1007/s11854-020-0135-2 ec_funded: 1 external_id: arxiv: - '1804.11199' isi: - '000611879400008' intvolume: ' 142' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.11199 month: '11' oa: 1 oa_version: Preprint page: 323-348 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal d'Analyse Mathematique publication_identifier: eissn: - '15658538' issn: - '00217670' publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: On the support of the free additive convolution type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 142 year: '2020' ... --- _id: '6511' abstract: - lang: eng text: Let U and V be two independent N by N random matrices that are distributed according to Haar measure on U(N). Let Σ be a nonnegative deterministic N by N matrix. The single ring theorem [Ann. of Math. (2) 174 (2011) 1189–1217] asserts that the empirical eigenvalue distribution of the matrix X:=UΣV∗ converges weakly, in the limit of large N, to a deterministic measure which is supported on a single ring centered at the origin in ℂ. Within the bulk regime, that is, in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order N−1/2+ε and establish the optimal convergence rate. The same results hold true when U and V are Haar distributed on O(N). article_processing_charge: No author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local single ring theorem on optimal scale. Annals of Probability. 2019;47(3):1270-1334. doi:10.1214/18-AOP1284 apa: Bao, Z., Erdös, L., & Schnelli, K. (2019). Local single ring theorem on optimal scale. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/18-AOP1284 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1284. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,” Annals of Probability, vol. 47, no. 3. Institute of Mathematical Statistics, pp. 1270–1334, 2019. ista: Bao Z, Erdös L, Schnelli K. 2019. Local single ring theorem on optimal scale. Annals of Probability. 47(3), 1270–1334. mla: Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Institute of Mathematical Statistics, 2019, pp. 1270–334, doi:10.1214/18-AOP1284. short: Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334. date_created: 2019-06-02T21:59:13Z date_published: 2019-05-01T00:00:00Z date_updated: 2023-08-28T09:32:29Z day: '01' department: - _id: LaEr doi: 10.1214/18-AOP1284 ec_funded: 1 external_id: arxiv: - '1612.05920' isi: - '000466616100003' intvolume: ' 47' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1612.05920 month: '05' oa: 1 oa_version: Preprint page: 1270-1334 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_identifier: issn: - '00911798' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Local single ring theorem on optimal scale type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 47 year: '2019' ... --- _id: '690' abstract: - lang: eng text: We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdős–Rényi graph model G(N, p). We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy–Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the Erdős–Rényi graph this establishes the Tracy–Widom fluctuations of the second largest eigenvalue when p is much larger than N−2/3 with a deterministic shift of order (Np)−1. article_number: 543-616 author: - first_name: Jii full_name: Lee, Jii last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 2018;171(1-2). doi:10.1007/s00440-017-0787-8 apa: Lee, J., & Schnelli, K. (2018). Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-017-0787-8 chicago: Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields. Springer, 2018. https://doi.org/10.1007/s00440-017-0787-8. ieee: J. Lee and K. Schnelli, “Local law and Tracy–Widom limit for sparse random matrices,” Probability Theory and Related Fields, vol. 171, no. 1–2. Springer, 2018. ista: Lee J, Schnelli K. 2018. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 171(1–2), 543–616. mla: Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields, vol. 171, no. 1–2, 543–616, Springer, 2018, doi:10.1007/s00440-017-0787-8. short: J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018). date_created: 2018-12-11T11:47:56Z date_published: 2018-06-14T00:00:00Z date_updated: 2021-01-12T08:09:33Z day: '14' department: - _id: LaEr doi: 10.1007/s00440-017-0787-8 ec_funded: 1 external_id: arxiv: - '1605.08767' intvolume: ' 171' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1605.08767 month: '06' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_status: published publisher: Springer publist_id: '7017' quality_controlled: '1' scopus_import: 1 status: public title: Local law and Tracy–Widom limit for sparse random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 171 year: '2018' ... --- _id: '615' abstract: - lang: eng text: We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion of the eigenvalues hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from Wigner's semicircle law. author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Erdös L, Schnelli K. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 2017;53(4):1606-1656. doi:10.1214/16-AIHP765 apa: Erdös, L., & Schnelli, K. (2017). Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AIHP765 chicago: Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-AIHP765. ieee: L. Erdös and K. Schnelli, “Universality for random matrix flows with time dependent density,” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4. Institute of Mathematical Statistics, pp. 1606–1656, 2017. ista: Erdös L, Schnelli K. 2017. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 53(4), 1606–1656. mla: Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4, Institute of Mathematical Statistics, 2017, pp. 1606–56, doi:10.1214/16-AIHP765. short: L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656. date_created: 2018-12-11T11:47:30Z date_published: 2017-11-01T00:00:00Z date_updated: 2021-01-12T08:06:22Z day: '01' department: - _id: LaEr doi: 10.1214/16-AIHP765 ec_funded: 1 intvolume: ' 53' issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1504.00650 month: '11' oa: 1 oa_version: Submitted Version page: 1606 - 1656 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annales de l'institut Henri Poincare (B) Probability and Statistics publication_identifier: issn: - '02460203' publication_status: published publisher: Institute of Mathematical Statistics publist_id: '7189' quality_controlled: '1' scopus_import: 1 status: public title: Universality for random matrix flows with time dependent density type: journal_article user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87 volume: 53 year: '2017' ... --- _id: '1207' abstract: - lang: eng text: The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix. article_processing_charge: Yes (via OA deal) author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 2017;349(3):947-990. doi:10.1007/s00220-016-2805-6 apa: Bao, Z., Erdös, L., & Schnelli, K. (2017). Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. Springer. https://doi.org/10.1007/s00220-016-2805-6 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics. Springer, 2017. https://doi.org/10.1007/s00220-016-2805-6. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local law of addition of random matrices on optimal scale,” Communications in Mathematical Physics, vol. 349, no. 3. Springer, pp. 947–990, 2017. ista: Bao Z, Erdös L, Schnelli K. 2017. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 349(3), 947–990. mla: Bao, Zhigang, et al. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics, vol. 349, no. 3, Springer, 2017, pp. 947–90, doi:10.1007/s00220-016-2805-6. short: Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990. date_created: 2018-12-11T11:50:43Z date_published: 2017-02-01T00:00:00Z date_updated: 2023-09-20T11:16:57Z day: '01' ddc: - '530' department: - _id: LaEr doi: 10.1007/s00220-016-2805-6 ec_funded: 1 external_id: isi: - '000393696700005' file: - access_level: open_access checksum: ddff79154c3daf27237de5383b1264a9 content_type: application/pdf creator: system date_created: 2018-12-12T10:14:47Z date_updated: 2020-07-14T12:44:39Z file_id: '5102' file_name: IST-2016-722-v1+1_s00220-016-2805-6.pdf file_size: 1033743 relation: main_file file_date_updated: 2020-07-14T12:44:39Z has_accepted_license: '1' intvolume: ' 349' isi: 1 issue: '3' language: - iso: eng month: '02' oa: 1 oa_version: Published Version page: 947 - 990 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Communications in Mathematical Physics publication_identifier: issn: - '00103616' publication_status: published publisher: Springer publist_id: '6141' pubrep_id: '722' quality_controlled: '1' scopus_import: '1' status: public title: Local law of addition of random matrices on optimal scale tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 349 year: '2017' ... --- _id: '733' abstract: - lang: eng text: Let A and B be two N by N deterministic Hermitian matrices and let U be an N by N Haar distributed unitary matrix. It is well known that the spectral distribution of the sum H = A + UBU∗ converges weakly to the free additive convolution of the spectral distributions of A and B, as N tends to infinity. We establish the optimal convergence rate in the bulk of the spectrum. acknowledgement: Partially supported by ERC Advanced Grant RANMAT No. 338804, Hong Kong RGC grant ECS 26301517, and the Göran Gustafsson Foundation article_processing_charge: No author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 2017;319:251-291. doi:10.1016/j.aim.2017.08.028 apa: Bao, Z., Erdös, L., & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. Academic Press. https://doi.org/10.1016/j.aim.2017.08.028 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Convergence rate for spectral distribution of addition of random matrices,” Advances in Mathematics, vol. 319. Academic Press, pp. 251–291, 2017. ista: Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291. mla: Bao, Zhigang, et al. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics, vol. 319, Academic Press, 2017, pp. 251–91, doi:10.1016/j.aim.2017.08.028. short: Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291. date_created: 2018-12-11T11:48:13Z date_published: 2017-10-15T00:00:00Z date_updated: 2023-09-28T11:30:42Z day: '15' department: - _id: LaEr doi: 10.1016/j.aim.2017.08.028 ec_funded: 1 external_id: isi: - '000412150400010' intvolume: ' 319' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1606.03076 month: '10' oa: 1 oa_version: Submitted Version page: 251 - 291 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Advances in Mathematics publication_status: published publisher: Academic Press publist_id: '6935' quality_controlled: '1' scopus_import: '1' status: public title: Convergence rate for spectral distribution of addition of random matrices type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 319 year: '2017' ... --- _id: '1157' abstract: - lang: eng text: We consider sample covariance matrices of the form Q = ( σ1/2X)(σ1/2X)∗, where the sample X is an M ×N random matrix whose entries are real independent random variables with variance 1/N and whereσ is an M × M positive-definite deterministic matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue of Q when both M and N tend to infinity with N/M →d ϵ (0,∞). For a large class of populations σ in the sub-critical regime, we show that the distribution of the largest rescaled eigenvalue of Q is given by the type-1 Tracy-Widom distribution under the additional assumptions that (1) either the entries of X are i.i.d. Gaussians or (2) that σ is diagonal and that the entries of X have a sub-exponential decay. acknowledgement: "We thank Horng-Tzer Yau for numerous discussions and remarks. We are grateful to Ben Adlam, Jinho Baik, Zhigang Bao, Paul Bourgade, László Erd ̋os, Iain Johnstone and Antti Knowles for comments. We are also grate-\r\nful to the anonymous referee for carefully reading our manuscript and suggesting several improvements." author: - first_name: Ji full_name: Lee, Ji last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 2016;26(6):3786-3839. doi:10.1214/16-AAP1193 apa: Lee, J., & Schnelli, K. (2016). Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AAP1193 chicago: Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/16-AAP1193. ieee: J. Lee and K. Schnelli, “Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population,” Annals of Applied Probability, vol. 26, no. 6. Institute of Mathematical Statistics, pp. 3786–3839, 2016. ista: Lee J, Schnelli K. 2016. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 26(6), 3786–3839. mla: Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability, vol. 26, no. 6, Institute of Mathematical Statistics, 2016, pp. 3786–839, doi:10.1214/16-AAP1193. short: J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839. date_created: 2018-12-11T11:50:27Z date_published: 2016-12-15T00:00:00Z date_updated: 2021-01-12T06:48:43Z day: '15' department: - _id: LaEr doi: 10.1214/16-AAP1193 ec_funded: 1 intvolume: ' 26' issue: '6' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1409.4979 month: '12' oa: 1 oa_version: Preprint page: 3786 - 3839 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Applied Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6201' quality_controlled: '1' scopus_import: 1 status: public title: Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 26 year: '2016' ... --- _id: '1219' abstract: - lang: eng text: We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues ofW and V are typically of the same order. For a large class of diagonal matrices V , we show that the local statistics in the bulk of the spectrum are universal in the limit of large N. acknowledgement: "J.C. was supported in part by National Research Foundation of Korea Grant 2011-0013474 and TJ Park Junior Faculty Fellowship.\r\nK.S. was supported by ERC Advanced Grant RANMAT, No. 338804, and the \"Fund for Math.\"\r\nB.S. was supported by NSF GRFP Fellowship DGE-1144152.\r\nH.Y. was supported in part by NSF Grant DMS-13-07444 and Simons investigator fellowship. We thank Paul Bourgade, László Erd ̋os and Antti Knowles for helpful comments. We are grateful to the Taida Institute for Mathematical\r\nSciences and National Taiwan Universality for their hospitality during part of this\r\nresearch. We thank Thomas Spencer and the Institute for Advanced Study for their\r\nhospitality during the academic year 2013–2014. " author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 - first_name: Ben full_name: Stetler, Ben last_name: Stetler - first_name: Horngtzer full_name: Yau, Horngtzer last_name: Yau citation: ama: Lee J, Schnelli K, Stetler B, Yau H. Bulk universality for deformed wigner matrices. Annals of Probability. 2016;44(3):2349-2425. doi:10.1214/15-AOP1023 apa: Lee, J., Schnelli, K., Stetler, B., & Yau, H. (2016). Bulk universality for deformed wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/15-AOP1023 chicago: Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023. ieee: J. Lee, K. Schnelli, B. Stetler, and H. Yau, “Bulk universality for deformed wigner matrices,” Annals of Probability, vol. 44, no. 3. Institute of Mathematical Statistics, pp. 2349–2425, 2016. ista: Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425. mla: Lee, Jioon, et al. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability, vol. 44, no. 3, Institute of Mathematical Statistics, 2016, pp. 2349–425, doi:10.1214/15-AOP1023. short: J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425. date_created: 2018-12-11T11:50:47Z date_published: 2016-01-01T00:00:00Z date_updated: 2021-01-12T06:49:10Z day: '01' department: - _id: LaEr doi: 10.1214/15-AOP1023 ec_funded: 1 intvolume: ' 44' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1405.6634 month: '01' oa: 1 oa_version: Preprint page: 2349 - 2425 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_status: published publisher: Institute of Mathematical Statistics publist_id: '6115' quality_controlled: '1' scopus_import: 1 status: public title: Bulk universality for deformed wigner matrices type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 44 year: '2016' ... --- _id: '1434' abstract: - lang: eng text: We prove that the system of subordination equations, defining the free additive convolution of two probability measures, is stable away from the edges of the support and blow-up singularities by showing that the recent smoothness condition of Kargin is always satisfied. As an application, we consider the local spectral statistics of the random matrix ensemble A+UBU⁎A+UBU⁎, where U is a Haar distributed random unitary or orthogonal matrix, and A and B are deterministic matrices. In the bulk regime, we prove that the empirical spectral distribution of A+UBU⁎A+UBU⁎ concentrates around the free additive convolution of the spectral distributions of A and B on scales down to N−2/3N−2/3. author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Local stability of the free additive convolution. Journal of Functional Analysis. 2016;271(3):672-719. doi:10.1016/j.jfa.2016.04.006 apa: Bao, Z., Erdös, L., & Schnelli, K. (2016). Local stability of the free additive convolution. Journal of Functional Analysis. Academic Press. https://doi.org/10.1016/j.jfa.2016.04.006 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis. Academic Press, 2016. https://doi.org/10.1016/j.jfa.2016.04.006. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Local stability of the free additive convolution,” Journal of Functional Analysis, vol. 271, no. 3. Academic Press, pp. 672–719, 2016. ista: Bao Z, Erdös L, Schnelli K. 2016. Local stability of the free additive convolution. Journal of Functional Analysis. 271(3), 672–719. mla: Bao, Zhigang, et al. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis, vol. 271, no. 3, Academic Press, 2016, pp. 672–719, doi:10.1016/j.jfa.2016.04.006. short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016) 672–719. date_created: 2018-12-11T11:52:00Z date_published: 2016-08-01T00:00:00Z date_updated: 2021-01-12T06:50:42Z day: '01' department: - _id: LaEr doi: 10.1016/j.jfa.2016.04.006 ec_funded: 1 intvolume: ' 271' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1508.05905 month: '08' oa: 1 oa_version: Preprint page: 672 - 719 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal of Functional Analysis publication_status: published publisher: Academic Press publist_id: '5764' quality_controlled: '1' scopus_import: 1 status: public title: Local stability of the free additive convolution type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 271 year: '2016' ... --- _id: '1881' abstract: - lang: eng text: 'We consider random matrices of the form H=W+λV, λ∈ℝ+, where W is a real symmetric or complex Hermitian Wigner matrix of size N and V is a real bounded diagonal random matrix of size N with i.i.d.\ entries that are independent of W. We assume subexponential decay for the matrix entries of W and we choose λ∼1, so that the eigenvalues of W and λV are typically of the same order. Further, we assume that the density of the entries of V is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is λ+∈ℝ+ such that the largest eigenvalues of H are in the limit of large N determined by the order statistics of V for λ>λ+. In particular, the largest eigenvalue of H has a Weibull distribution in the limit N→∞ if λ>λ+. Moreover, for N sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for λ>λ+, while they are completely delocalized for λ<λ+. Similar results hold for the lowest eigenvalues. ' acknowledgement: "Most of the presented work was obtained while Kevin Schnelli was staying at the IAS with the support of\r\nThe Fund For Math." author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. 2016;164(1-2):165-241. doi:10.1007/s00440-014-0610-8 apa: Lee, J., & Schnelli, K. (2016). Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. Springer. https://doi.org/10.1007/s00440-014-0610-8 chicago: Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer, 2016. https://doi.org/10.1007/s00440-014-0610-8. ieee: J. Lee and K. Schnelli, “Extremal eigenvalues and eigenvectors of deformed Wigner matrices,” Probability Theory and Related Fields, vol. 164, no. 1–2. Springer, pp. 165–241, 2016. ista: Lee J, Schnelli K. 2016. Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. 164(1–2), 165–241. mla: Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 164, no. 1–2, Springer, 2016, pp. 165–241, doi:10.1007/s00440-014-0610-8. short: J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241. date_created: 2018-12-11T11:54:31Z date_published: 2016-02-01T00:00:00Z date_updated: 2021-01-12T06:53:49Z day: '01' department: - _id: LaEr doi: 10.1007/s00440-014-0610-8 ec_funded: 1 intvolume: ' 164' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1310.7057 month: '02' oa: 1 oa_version: Preprint page: 165 - 241 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability Theory and Related Fields publication_status: published publisher: Springer publist_id: '5215' quality_controlled: '1' scopus_import: 1 status: public title: Extremal eigenvalues and eigenvectors of deformed Wigner matrices type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 164 year: '2016' ... --- _id: '1674' abstract: - lang: eng text: We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix and V a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1 in the limit of large N. Our proofs also apply to the complex Hermitian setting, i.e. when W is a complex Hermitian Wigner matrix. article_number: '1550018' author: - first_name: Jioon full_name: Lee, Jioon last_name: Lee - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Lee J, Schnelli K. Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. 2015;27(8). doi:10.1142/S0129055X1550018X apa: Lee, J., & Schnelli, K. (2015). Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. World Scientific Publishing. https://doi.org/10.1142/S0129055X1550018X chicago: Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics. World Scientific Publishing, 2015. https://doi.org/10.1142/S0129055X1550018X. ieee: J. Lee and K. Schnelli, “Edge universality for deformed Wigner matrices,” Reviews in Mathematical Physics, vol. 27, no. 8. World Scientific Publishing, 2015. ista: Lee J, Schnelli K. 2015. Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. 27(8), 1550018. mla: Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics, vol. 27, no. 8, 1550018, World Scientific Publishing, 2015, doi:10.1142/S0129055X1550018X. short: J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015). date_created: 2018-12-11T11:53:24Z date_published: 2015-09-01T00:00:00Z date_updated: 2021-01-12T06:52:26Z day: '01' department: - _id: LaEr doi: 10.1142/S0129055X1550018X intvolume: ' 27' issue: '8' language: - iso: eng main_file_link: - open_access: '1' url: http://arxiv.org/abs/1407.8015 month: '09' oa: 1 oa_version: Preprint publication: Reviews in Mathematical Physics publication_status: published publisher: World Scientific Publishing publist_id: '5475' quality_controlled: '1' scopus_import: 1 status: public title: Edge universality for deformed Wigner matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 27 year: '2015' ...