TY - JOUR AB - 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. AU - Erdös, László AU - McKenna, Benjamin ID - 15025 IS - 1B JF - Annals of Applied Probability SN - 1050-5164 TI - Extremal statistics of quadratic forms of GOE/GUE eigenvectors VL - 34 ER - TY - JOUR AB - 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. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 11741 JF - Probability Theory and Related Fields SN - 0178-8051 TI - Quenched universality for deformed Wigner matrices VL - 185 ER - TY - JOUR AB - 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]. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 10405 IS - 5 JF - Communications on Pure and Applied Mathematics SN - 0010-3640 TI - Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices VL - 76 ER - TY - JOUR AB - 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. AU - Erdös, László AU - Xu, Yuanyuan ID - 12707 IS - 2 JF - Bernoulli SN - 1350-7265 TI - Small deviation estimates for the largest eigenvalue of Wigner matrices VL - 29 ER - TY - JOUR AB - 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. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12792 JF - Communications in Mathematical Physics SN - 0010-3616 TI - On the spectral form factor for random matrices VL - 401 ER - TY - JOUR AB - 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 01+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. AU - Dubach, Guillaume AU - Erdös, László ID - 12683 JF - Electronic Communications in Probability TI - Dynamics of a rank-one perturbation of a Hermitian matrix VL - 28 ER - TY - JOUR AB - 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 the 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 multiresolvent local laws with traceless deterministic matrices from the companion paper (Comm. Math. Phys. 388 (2021) 1005–1048). AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12761 IS - 1 JF - Annals of Applied Probability SN - 1050-5164 TI - Functional central limit theorems for Wigner matrices VL - 33 ER - TY - JOUR AB - 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. AU - Erdös, László AU - Ji, Hong Chang ID - 14667 IS - 4 JF - Annales de l'institut Henri Poincare (B) Probability and Statistics SN - 0246-0203 TI - Functional CLT for non-Hermitian random matrices VL - 59 ER - TY - JOUR AB - 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. AU - Sugimoto, Shoki AU - Henheik, Sven Joscha AU - Riabov, Volodymyr AU - Erdös, László ID - 13317 IS - 7 JF - Journal of Statistical Physics SN - 0022-4715 TI - Eigenstate thermalisation hypothesis for translation invariant spin systems VL - 190 ER - TY - JOUR AB - 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. AU - Cipolloni, Giorgio AU - Erdös, László AU - Henheik, Sven Joscha AU - Kolupaiev, Oleksii ID - 14343 JF - Forum of Mathematics, Sigma TI - Gaussian fluctuations in the equipartition principle for Wigner matrices VL - 11 ER - TY - JOUR AB - 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. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J AU - Xu, Yuanyuan ID - 14849 IS - 6 JF - The Annals of Probability KW - Statistics KW - Probability and Uncertainty KW - Statistics and Probability SN - 0091-1798 TI - On the rightmost eigenvalue of non-Hermitian random matrices VL - 51 ER - TY - JOUR AB - 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]. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12179 IS - 3 JF - SIAM Journal on Matrix Analysis and Applications KW - Analysis SN - 0895-4798 TI - On the condition number of the shifted real Ginibre ensemble VL - 43 ER - TY - JOUR AB - We compute the deterministic approximation of products of Sobolev functions of large Wigner matrices W and provide an optimal error bound on their fluctuation with very high probability. This generalizes Voiculescu's seminal theorem from polynomials to general Sobolev functions, as well as from tracial quantities to individual matrix elements. Applying the result to eitW for large t, we obtain a precise decay rate for the overlaps of several deterministic matrices with temporally well separated Heisenberg time evolutions; thus we demonstrate the thermalisation effect of the unitary group generated by Wigner matrices. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 10732 IS - 8 JF - Journal of Functional Analysis SN - 0022-1236 TI - Thermalisation for Wigner matrices VL - 282 ER - TY - JOUR AB - We consider the quadratic form of a general high-rank deterministic matrix on the eigenvectors of an N×N Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large N limit. The proof is a combination of the energy method for the Dyson Brownian motion inspired by Marcinek and Yau (2021) and our recent multiresolvent local laws (Comm. Math. Phys. 388 (2021) 1005–1048). AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 11418 IS - 3 JF - Annals of Probability SN - 0091-1798 TI - Normal fluctuation in quantum ergodicity for Wigner matrices VL - 50 ER - TY - JOUR AB - We prove a general local law for Wigner matrices that optimally handles observables of arbitrary rank and thus unifies the well-known averaged and isotropic local laws. As an application, we prove a central limit theorem in quantum unique ergodicity (QUE): that is, we show that the quadratic forms of a general deterministic matrix A on the bulk eigenvectors of a Wigner matrix have approximately Gaussian fluctuation. For the bulk spectrum, we thus generalise our previous result [17] as valid for test matrices A of large rank as well as the result of Benigni and Lopatto [7] as valid for specific small-rank observables. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12148 JF - Forum of Mathematics, Sigma KW - Computational Mathematics KW - Discrete Mathematics and Combinatorics KW - Geometry and Topology KW - Mathematical Physics KW - Statistics and Probability KW - Algebra and Number Theory KW - Theoretical Computer Science KW - Analysis SN - 2050-5094 TI - Rank-uniform local law for Wigner matrices VL - 10 ER - TY - JOUR AB - We derive a precise asymptotic formula for the density of the small singular values of the real Ginibre matrix ensemble shifted by a complex parameter z as the dimension tends to infinity. For z away from the real axis the formula coincides with that for the complex Ginibre ensemble we derived earlier in Cipolloni et al. (Prob Math Phys 1:101–146, 2020). On the level of the one-point function of the low lying singular values we thus confirm the transition from real to complex Ginibre ensembles as the shift parameter z becomes genuinely complex; the analogous phenomenon has been well known for eigenvalues. We use the superbosonization formula (Littelmann et al. in Comm Math Phys 283:343–395, 2008) in a regime where the main contribution comes from a three dimensional saddle manifold. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12232 IS - 11 JF - Annales Henri Poincaré KW - Mathematical Physics KW - Nuclear and High Energy Physics KW - Statistical and Nonlinear Physics SN - 1424-0637 TI - Density of small singular values of the shifted real Ginibre ensemble VL - 23 ER - TY - JOUR AB - We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme eigenvalues form a Poisson point process as the dimension asymptotically tends to infinity. In the complex case, these facts have already been established by Bender [Probab. Theory Relat. Fields 147, 241 (2010)] and in the real case by Akemann and Phillips [J. Stat. Phys. 155, 421 (2014)] even for the more general elliptic ensemble with a sophisticated saddle point analysis. The purpose of this article is to give a very short direct proof in the Ginibre case with an effective error term. Moreover, our estimates on the correlation kernel in this regime serve as a key input for accurately locating [Formula: see text] for any large matrix X with i.i.d. entries in the companion paper [G. Cipolloni et al., arXiv:2206.04448 (2022)]. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J AU - Xu, Yuanyuan ID - 12243 IS - 10 JF - Journal of Mathematical Physics KW - Mathematical Physics KW - Statistical and Nonlinear Physics SN - 0022-2488 TI - Directional extremal statistics for Ginibre eigenvalues VL - 63 ER - TY - JOUR AB - We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the deterministic matrices are traceless. Our estimates correctly account for this dependence and they hold optimally down to the smallest possible spectral scale. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 12290 JF - Electronic Journal of Probability KW - Statistics KW - Probability and Uncertainty KW - Statistics and Probability TI - Optimal multi-resolvent local laws for Wigner matrices VL - 27 ER - TY - JOUR AB - We extend our recent result [22] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices X with independent, identically distributed complex entries to the real symmetry class. We find that the expectation and variance substantially differ from their complex counterparts, reflecting (i) the special spectral symmetry of real matrices onto the real axis; and (ii) the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes the previously known special cases where either the test function is analytic [49] or the first four moments of the matrix elements match the real Gaussian [59, 44]. The key element of the proof is the analysis of several weakly dependent Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared with [22] is that the correlation structure of the stochastic differentials in each individual DBM is non-trivial, potentially even jeopardising its well-posedness. AU - Cipolloni, Giorgio AU - Erdös, László AU - Schröder, Dominik J ID - 9412 JF - Electronic Journal of Probability TI - Fluctuation around the circular law for random matrices with real entries VL - 26 ER -