--- _id: '15025' abstract: - lang: eng text: 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. acknowledgement: The first author was supported by the ERC Advanced Grant “RMTBeyond” No. 101020331. The second author was supported by Fulbright Austria and the Austrian Marshall Plan Foundation. article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Benjamin full_name: McKenna, Benjamin id: b0cc634c-d549-11ee-96c8-87338c7ad808 last_name: McKenna orcid: 0000-0003-2625-495X citation: ama: Erdös L, McKenna B. Extremal statistics of quadratic forms of GOE/GUE eigenvectors. Annals of Applied Probability. 2024;34(1B):1623-1662. doi:10.1214/23-AAP2000 apa: Erdös, L., & McKenna, B. (2024). Extremal statistics of quadratic forms of GOE/GUE eigenvectors. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/23-AAP2000 chicago: Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic Forms of GOE/GUE Eigenvectors.” Annals of Applied Probability. Institute of Mathematical Statistics, 2024. https://doi.org/10.1214/23-AAP2000. ieee: L. Erdös and B. McKenna, “Extremal statistics of quadratic forms of GOE/GUE eigenvectors,” Annals of Applied Probability, vol. 34, no. 1B. Institute of Mathematical Statistics, pp. 1623–1662, 2024. ista: Erdös L, McKenna B. 2024. Extremal statistics of quadratic forms of GOE/GUE eigenvectors. Annals of Applied Probability. 34(1B), 1623–1662. mla: Erdös, László, and Benjamin McKenna. “Extremal Statistics of Quadratic Forms of GOE/GUE Eigenvectors.” Annals of Applied Probability, vol. 34, no. 1B, Institute of Mathematical Statistics, 2024, pp. 1623–62, doi:10.1214/23-AAP2000. short: L. Erdös, B. McKenna, Annals of Applied Probability 34 (2024) 1623–1662. date_created: 2024-02-25T23:00:56Z date_published: 2024-02-01T00:00:00Z date_updated: 2024-02-27T08:29:05Z day: '01' department: - _id: LaEr doi: 10.1214/23-AAP2000 ec_funded: 1 external_id: arxiv: - '2208.12206' intvolume: ' 34' issue: 1B language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.2208.12206 month: '02' oa: 1 oa_version: Preprint page: 1623-1662 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: 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: Extremal statistics of quadratic forms of GOE/GUE eigenvectors type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 34 year: '2024' ... --- _id: '11741' abstract: - lang: eng text: 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. acknowledgement: "The authors are indebted to Sourav Chatterjee for forwarding the very inspiring question that Stephen Shenker originally addressed to him which initiated the current paper. They are also grateful that the authors of [23] kindly shared their preliminary numerical results in June 2021.\r\nOpen access funding provided by Institute of Science and Technology (IST Austria)." article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Quenched universality for deformed Wigner matrices. Probability Theory and Related Fields. 2023;185:1183–1218. doi:10.1007/s00440-022-01156-7 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Quenched universality for deformed Wigner matrices. Probability Theory and Related Fields. Springer Nature. https://doi.org/10.1007/s00440-022-01156-7 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Quenched Universality for Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer Nature, 2023. https://doi.org/10.1007/s00440-022-01156-7. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Quenched universality for deformed Wigner matrices,” Probability Theory and Related Fields, vol. 185. Springer Nature, pp. 1183–1218, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Quenched universality for deformed Wigner matrices. Probability Theory and Related Fields. 185, 1183–1218. mla: Cipolloni, Giorgio, et al. “Quenched Universality for Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 185, Springer Nature, 2023, pp. 1183–1218, doi:10.1007/s00440-022-01156-7. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields 185 (2023) 1183–1218. date_created: 2022-08-07T22:02:00Z date_published: 2023-04-01T00:00:00Z date_updated: 2023-08-14T12:48:09Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00440-022-01156-7 external_id: arxiv: - '2106.10200' isi: - '000830344500001' file: - access_level: open_access checksum: b9247827dae5544d1d19c37abe547abc content_type: application/pdf creator: dernst date_created: 2023-08-14T12:47:32Z date_updated: 2023-08-14T12:47:32Z file_id: '14054' file_name: 2023_ProbabilityTheory_Cipolloni.pdf file_size: 782278 relation: main_file success: 1 file_date_updated: 2023-08-14T12:47:32Z has_accepted_license: '1' intvolume: ' 185' isi: 1 language: - iso: eng month: '04' oa: 1 oa_version: Published Version page: 1183–1218 publication: Probability Theory and Related Fields publication_identifier: eissn: - 1432-2064 issn: - 0178-8051 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Quenched universality for deformed 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 185 year: '2023' ... --- _id: '10405' abstract: - lang: eng text: '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]. ' acknowledgement: L.E. would like to thank Nathanaël Berestycki and D.S.would like to thank Nina Holden for valuable discussions on the Gaussian freefield.G.C. and L.E. are partially supported by ERC Advanced Grant No. 338804.G.C. received funding from the European Union’s Horizon 2020 research and in-novation programme under the Marie Skłodowska-Curie Grant Agreement No.665385. D.S. is supported by Dr. Max Rössler, the Walter Haefner Foundation, and the ETH Zürich Foundation. article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. 2023;76(5):946-1034. doi:10.1002/cpa.22028 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22028 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Central Limit Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics. Wiley, 2023. https://doi.org/10.1002/cpa.22028. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices,” Communications on Pure and Applied Mathematics, vol. 76, no. 5. Wiley, pp. 946–1034, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. 76(5), 946–1034. mla: Cipolloni, Giorgio, et al. “Central Limit Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics, vol. 76, no. 5, Wiley, 2023, pp. 946–1034, doi:10.1002/cpa.22028. short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied Mathematics 76 (2023) 946–1034. date_created: 2021-12-05T23:01:41Z date_published: 2023-05-01T00:00:00Z date_updated: 2023-10-04T09:22:55Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1002/cpa.22028 ec_funded: 1 external_id: arxiv: - '1912.04100' isi: - '000724652500001' file: - access_level: open_access checksum: 8346bc2642afb4ccb7f38979f41df5d9 content_type: application/pdf creator: dernst date_created: 2023-10-04T09:21:48Z date_updated: 2023-10-04T09:21:48Z file_id: '14388' file_name: 2023_CommPureMathematics_Cipolloni.pdf file_size: 803440 relation: main_file success: 1 file_date_updated: 2023-10-04T09:21:48Z has_accepted_license: '1' intvolume: ' 76' isi: 1 issue: '5' language: - iso: eng license: https://creativecommons.org/licenses/by-nc-nd/4.0/ month: '05' oa: 1 oa_version: Published Version page: 946-1034 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: Communications on Pure and Applied Mathematics publication_identifier: eissn: - 1097-0312 issn: - 0010-3640 publication_status: published publisher: Wiley quality_controlled: '1' scopus_import: '1' status: public title: Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices tmp: image: /images/cc_by_nc_nd.png legal_code_url: https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode name: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) short: CC BY-NC-ND (4.0) type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 76 year: '2023' ... --- _id: '12707' abstract: - lang: eng text: 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. article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Yuanyuan full_name: Xu, Yuanyuan id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3 last_name: Xu orcid: 0000-0003-1559-1205 citation: ama: Erdös L, Xu Y. Small deviation estimates for the largest eigenvalue of Wigner matrices. Bernoulli. 2023;29(2):1063-1079. doi:10.3150/22-BEJ1490 apa: Erdös, L., & Xu, Y. (2023). Small deviation estimates for the largest eigenvalue of Wigner matrices. Bernoulli. Bernoulli Society for Mathematical Statistics and Probability. https://doi.org/10.3150/22-BEJ1490 chicago: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest Eigenvalue of Wigner Matrices.” Bernoulli. Bernoulli Society for Mathematical Statistics and Probability, 2023. https://doi.org/10.3150/22-BEJ1490. ieee: L. Erdös and Y. Xu, “Small deviation estimates for the largest eigenvalue of Wigner matrices,” Bernoulli, vol. 29, no. 2. Bernoulli Society for Mathematical Statistics and Probability, pp. 1063–1079, 2023. ista: Erdös L, Xu Y. 2023. Small deviation estimates for the largest eigenvalue of Wigner matrices. Bernoulli. 29(2), 1063–1079. mla: Erdös, László, and Yuanyuan Xu. “Small Deviation Estimates for the Largest Eigenvalue of Wigner Matrices.” Bernoulli, vol. 29, no. 2, Bernoulli Society for Mathematical Statistics and Probability, 2023, pp. 1063–79, doi:10.3150/22-BEJ1490. short: L. Erdös, Y. Xu, Bernoulli 29 (2023) 1063–1079. date_created: 2023-03-05T23:01:05Z date_published: 2023-05-01T00:00:00Z date_updated: 2023-10-04T10:21:07Z day: '01' department: - _id: LaEr doi: 10.3150/22-BEJ1490 ec_funded: 1 external_id: arxiv: - '2112.12093 ' isi: - '000947270100008' intvolume: ' 29' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/2112.12093 month: '05' oa: 1 oa_version: Preprint page: 1063-1079 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Bernoulli publication_identifier: issn: - 1350-7265 publication_status: published publisher: Bernoulli Society for Mathematical Statistics and Probability quality_controlled: '1' scopus_import: '1' status: public title: Small deviation estimates for the largest eigenvalue of Wigner matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 29 year: '2023' ... --- _id: '12792' abstract: - lang: eng text: 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. acknowledgement: "We are grateful to the authors of [25] for sharing with us their insights and preliminary numerical results. We are especially thankful to Stephen Shenker for very valuable advice over several email communications. Helpful comments on the manuscript from Peter Forrester and from the anonymous referees are also acknowledged.\r\nOpen access funding provided by Institute of Science and Technology (IST Austria).\r\nLászló Erdős: Partially supported by ERC Advanced Grant \"RMTBeyond\" No. 101020331. Dominik Schröder: Supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation." article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. On the spectral form factor for random matrices. Communications in Mathematical Physics. 2023;401:1665-1700. doi:10.1007/s00220-023-04692-y apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). On the spectral form factor for random matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-023-04692-y chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Spectral Form Factor for Random Matrices.” Communications in Mathematical Physics. Springer Nature, 2023. https://doi.org/10.1007/s00220-023-04692-y. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the spectral form factor for random matrices,” Communications in Mathematical Physics, vol. 401. Springer Nature, pp. 1665–1700, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. On the spectral form factor for random matrices. Communications in Mathematical Physics. 401, 1665–1700. mla: Cipolloni, Giorgio, et al. “On the Spectral Form Factor for Random Matrices.” Communications in Mathematical Physics, vol. 401, Springer Nature, 2023, pp. 1665–700, doi:10.1007/s00220-023-04692-y. short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 401 (2023) 1665–1700. date_created: 2023-04-02T22:01:11Z date_published: 2023-07-01T00:00:00Z date_updated: 2023-10-04T12:10:31Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00220-023-04692-y ec_funded: 1 external_id: isi: - '000957343500001' file: - access_level: open_access checksum: 72057940f76654050ca84a221f21786c content_type: application/pdf creator: dernst date_created: 2023-10-04T12:09:18Z date_updated: 2023-10-04T12:09:18Z file_id: '14397' file_name: 2023_CommMathPhysics_Cipolloni.pdf file_size: 859967 relation: main_file success: 1 file_date_updated: 2023-10-04T12:09:18Z has_accepted_license: '1' intvolume: ' 401' isi: 1 language: - iso: eng month: '07' oa: 1 oa_version: Published Version page: 1665-1700 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: On the spectral form factor for random 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 401 year: '2023' ... --- _id: '14408' abstract: - lang: eng text: "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 0Probability Theory and Related Fields. 2023. doi:10.1007/s00440-023-01229-1 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Mesoscopic central limit theorem for non-Hermitian random matrices. Probability Theory and Related Fields. Springer Nature. https://doi.org/10.1007/s00440-023-01229-1 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Mesoscopic Central Limit Theorem for Non-Hermitian Random Matrices.” Probability Theory and Related Fields. Springer Nature, 2023. https://doi.org/10.1007/s00440-023-01229-1. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Mesoscopic central limit theorem for non-Hermitian random matrices,” Probability Theory and Related Fields. Springer Nature, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Mesoscopic central limit theorem for non-Hermitian random matrices. Probability Theory and Related Fields. mla: Cipolloni, Giorgio, et al. “Mesoscopic Central Limit Theorem for Non-Hermitian Random Matrices.” Probability Theory and Related Fields, Springer Nature, 2023, doi:10.1007/s00440-023-01229-1. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields (2023). date_created: 2023-10-08T22:01:17Z date_published: 2023-09-28T00:00:00Z date_updated: 2023-10-09T07:19:01Z day: '28' department: - _id: LaEr doi: 10.1007/s00440-023-01229-1 external_id: arxiv: - '2210.12060' language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.2210.12060 month: '09' oa: 1 oa_version: Preprint publication: Probability Theory and Related Fields publication_identifier: eissn: - 1432-2064 issn: - 0178-8051 publication_status: epub_ahead publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Mesoscopic central limit theorem for non-Hermitian random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 year: '2023' ... --- _id: '12683' abstract: - lang: eng text: We study the eigenvalue trajectories of a time dependent matrix Gt=H+itvv∗ for t≥0, where H is an N×N Hermitian random matrix and v is a unit vector. In particular, we establish that with high probability, an outlier can be distinguished at all times t>1+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. acknowledgement: G. Dubach gratefully acknowledges funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 754411. L. Erdős is supported by ERC Advanced Grant “RMTBeyond” No. 101020331. article_processing_charge: No article_type: original author: - first_name: Guillaume full_name: Dubach, Guillaume id: D5C6A458-10C4-11EA-ABF4-A4B43DDC885E last_name: Dubach orcid: 0000-0001-6892-8137 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: Dubach G, Erdös L. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 2023;28:1-13. doi:10.1214/23-ECP516 apa: Dubach, G., & Erdös, L. (2023). Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/23-ECP516 chicago: Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-ECP516. ieee: G. Dubach and L. Erdös, “Dynamics of a rank-one perturbation of a Hermitian matrix,” Electronic Communications in Probability, vol. 28. Institute of Mathematical Statistics, pp. 1–13, 2023. ista: Dubach G, Erdös L. 2023. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 28, 1–13. mla: Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability, vol. 28, Institute of Mathematical Statistics, 2023, pp. 1–13, doi:10.1214/23-ECP516. short: G. Dubach, L. Erdös, Electronic Communications in Probability 28 (2023) 1–13. date_created: 2023-02-26T23:01:01Z date_published: 2023-02-08T00:00:00Z date_updated: 2023-10-17T12:48:10Z day: '08' ddc: - '510' department: - _id: LaEr doi: 10.1214/23-ECP516 ec_funded: 1 external_id: arxiv: - '2108.13694' isi: - '000950650200005' file: - access_level: open_access checksum: a1c6f0a3e33688fd71309c86a9aad86e content_type: application/pdf creator: dernst date_created: 2023-02-27T09:43:27Z date_updated: 2023-02-27T09:43:27Z file_id: '12692' file_name: 2023_ElectCommProbability_Dubach.pdf file_size: 479105 relation: main_file success: 1 file_date_updated: 2023-02-27T09:43:27Z has_accepted_license: '1' intvolume: ' 28' isi: 1 language: - iso: eng month: '02' oa: 1 oa_version: Published Version page: 1-13 project: - _id: 260C2330-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '754411' name: ISTplus - Postdoctoral Fellowships - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Electronic Communications in Probability publication_identifier: eissn: - 1083-589X publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Dynamics of a rank-one perturbation of a Hermitian 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 28 year: '2023' ... --- _id: '12761' abstract: - lang: eng text: "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\r\nthe 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\r\nmultiresolvent local laws with traceless deterministic matrices from the companion paper (Comm. Math. Phys. 388 (2021) 1005–1048)." acknowledgement: The second author is partially funded by the ERC Advanced Grant “RMTBEYOND” No. 101020331. The third author is supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation. article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Functional central limit theorems for Wigner matrices. Annals of Applied Probability. 2023;33(1):447-489. doi:10.1214/22-AAP1820 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Functional central limit theorems for Wigner matrices. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/22-AAP1820 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Functional Central Limit Theorems for Wigner Matrices.” Annals of Applied Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AAP1820. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Functional central limit theorems for Wigner matrices,” Annals of Applied Probability, vol. 33, no. 1. Institute of Mathematical Statistics, pp. 447–489, 2023. ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Functional central limit theorems for Wigner matrices. Annals of Applied Probability. 33(1), 447–489. mla: Cipolloni, Giorgio, et al. “Functional Central Limit Theorems for Wigner Matrices.” Annals of Applied Probability, vol. 33, no. 1, Institute of Mathematical Statistics, 2023, pp. 447–89, doi:10.1214/22-AAP1820. short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023) 447–489. date_created: 2023-03-26T22:01:08Z date_published: 2023-02-01T00:00:00Z date_updated: 2023-10-17T12:48:52Z day: '01' department: - _id: LaEr doi: 10.1214/22-AAP1820 ec_funded: 1 external_id: arxiv: - '2012.13218' isi: - '000946432400015' intvolume: ' 33' isi: 1 issue: '1' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/2012.13218 month: '02' oa: 1 oa_version: Preprint page: 447-489 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: 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: Functional central limit theorems for Wigner matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 33 year: '2023' ... --- _id: '14667' abstract: - lang: eng text: '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. ' - lang: fre text: On étudie les fluctuations de f (X), où X est une matrice aléatoire non-hermitienne de grande taille à coefficients i.i.d. (réels ou complexes), et f une fonction analytique sur un domaine qui contient le spectre de X. On prouve que, pour une matrice carrée générique et bornée A, les fluctuations de la quantité tr f (X)A sont asymptotiquement gaussiennes et comportent deux modes indépendants, correspondant aux composantes traciale et de trace nulle de A. Une nouvelle formule est établie pour la variance de la composante de trace nulle, qui fait intervenir la norme de Frobenius de A et la norme L2 de f sur la frontière du spectre limite. acknowledgement: "The first author was partially supported by ERC Advanced Grant “RMTBeyond” No. 101020331. The second author was supported by ERC Advanced Grant “RMTBeyond” No. 101020331.\r\nThe authors are grateful to the anonymous referees and associated editor for carefully reading this paper and providing helpful comments that improved the quality of the article. Also the authors would like to thank Peter Forrester for pointing out the reference [12] that was absent in the previous version of the manuscript." article_processing_charge: No article_type: original author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Hong Chang full_name: Ji, Hong Chang id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d last_name: Ji citation: ama: Erdös L, Ji HC. Functional CLT for non-Hermitian random matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics. 2023;59(4):2083-2105. doi:10.1214/22-AIHP1304 apa: Erdös, L., & Ji, H. C. (2023). Functional CLT for non-Hermitian random matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics. https://doi.org/10.1214/22-AIHP1304 chicago: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AIHP1304. ieee: L. Erdös and H. C. Ji, “Functional CLT for non-Hermitian random matrices,” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 59, no. 4. Institute of Mathematical Statistics, pp. 2083–2105, 2023. ista: Erdös L, Ji HC. 2023. Functional CLT for non-Hermitian random matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics. 59(4), 2083–2105. mla: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 59, no. 4, Institute of Mathematical Statistics, 2023, pp. 2083–105, doi:10.1214/22-AIHP1304. short: L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and Statistics 59 (2023) 2083–2105. date_created: 2023-12-10T23:01:00Z date_published: 2023-11-01T00:00:00Z date_updated: 2023-12-11T12:36:56Z day: '01' department: - _id: LaEr doi: 10.1214/22-AIHP1304 ec_funded: 1 external_id: arxiv: - '2112.11382' intvolume: ' 59' issue: '4' language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.2112.11382 month: '11' oa: 1 oa_version: Preprint page: 2083-2105 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Annales de l'institut Henri Poincare (B) Probability and Statistics publication_identifier: issn: - 0246-0203 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Functional CLT for non-Hermitian random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 59 year: '2023' ... --- _id: '13317' abstract: - lang: eng text: 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. acknowledgement: "LE, JH, and VR were supported by ERC Advanced Grant “RMTBeyond” No. 101020331. SS was supported by KAKENHI Grant Number JP22J14935 from the Japan Society for the Promotion of Science (JSPS) and Forefront Physics and Mathematics Program to Drive Transformation (FoPM), a World-leading Innovative Graduate Study (WINGS) Program, the University of Tokyo.\r\nOpen access funding provided by The University of Tokyo." article_number: '128' article_processing_charge: Yes (in subscription journal) article_type: original author: - first_name: Shoki full_name: Sugimoto, Shoki last_name: Sugimoto - first_name: Sven Joscha full_name: Henheik, Sven Joscha id: 31d731d7-d235-11ea-ad11-b50331c8d7fb last_name: Henheik orcid: 0000-0003-1106-327X - first_name: Volodymyr full_name: Riabov, Volodymyr id: 1949f904-edfb-11eb-afb5-e2dfddabb93b last_name: Riabov - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 citation: ama: Sugimoto S, Henheik SJ, Riabov V, Erdös L. Eigenstate thermalisation hypothesis for translation invariant spin systems. Journal of Statistical Physics. 2023;190(7). doi:10.1007/s10955-023-03132-4 apa: Sugimoto, S., Henheik, S. J., Riabov, V., & Erdös, L. (2023). Eigenstate thermalisation hypothesis for translation invariant spin systems. Journal of Statistical Physics. Springer Nature. https://doi.org/10.1007/s10955-023-03132-4 chicago: Sugimoto, Shoki, Sven Joscha Henheik, Volodymyr Riabov, and László Erdös. “Eigenstate Thermalisation Hypothesis for Translation Invariant Spin Systems.” Journal of Statistical Physics. Springer Nature, 2023. https://doi.org/10.1007/s10955-023-03132-4. ieee: S. Sugimoto, S. J. Henheik, V. Riabov, and L. Erdös, “Eigenstate thermalisation hypothesis for translation invariant spin systems,” Journal of Statistical Physics, vol. 190, no. 7. Springer Nature, 2023. ista: Sugimoto S, Henheik SJ, Riabov V, Erdös L. 2023. Eigenstate thermalisation hypothesis for translation invariant spin systems. Journal of Statistical Physics. 190(7), 128. mla: Sugimoto, Shoki, et al. “Eigenstate Thermalisation Hypothesis for Translation Invariant Spin Systems.” Journal of Statistical Physics, vol. 190, no. 7, 128, Springer Nature, 2023, doi:10.1007/s10955-023-03132-4. short: S. Sugimoto, S.J. Henheik, V. Riabov, L. Erdös, Journal of Statistical Physics 190 (2023). date_created: 2023-07-30T22:01:02Z date_published: 2023-07-21T00:00:00Z date_updated: 2023-12-13T11:38:44Z day: '21' ddc: - '510' - '530' department: - _id: LaEr doi: 10.1007/s10955-023-03132-4 ec_funded: 1 external_id: arxiv: - '2304.04213' isi: - '001035677200002' file: - access_level: open_access checksum: c2ef6b2aecfee1ad6d03fab620507c2c content_type: application/pdf creator: dernst date_created: 2023-07-31T07:49:31Z date_updated: 2023-07-31T07:49:31Z file_id: '13325' file_name: 2023_JourStatPhysics_Sugimoto.pdf file_size: 612755 relation: main_file success: 1 file_date_updated: 2023-07-31T07:49:31Z has_accepted_license: '1' intvolume: ' 190' isi: 1 issue: '7' language: - iso: eng month: '07' oa: 1 oa_version: Published Version project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Journal of Statistical Physics publication_identifier: eissn: - 1572-9613 issn: - 0022-4715 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Eigenstate thermalisation hypothesis for translation invariant spin systems 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: 190 year: '2023' ... --- _id: '14343' abstract: - lang: eng text: 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. acknowledgement: "G.C. and L.E. gratefully acknowledge many discussions with Dominik Schröder at the preliminary stage of this project, especially his essential contribution to identify the correct generalisation of traceless observables to the deformed Wigner ensembles.\r\nL.E. and J.H. acknowledges support by ERC Advanced Grant ‘RMTBeyond’ No. 101020331." article_number: e74 article_processing_charge: Yes article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Sven Joscha full_name: Henheik, Sven Joscha id: 31d731d7-d235-11ea-ad11-b50331c8d7fb last_name: Henheik orcid: 0000-0003-1106-327X - first_name: Oleksii full_name: Kolupaiev, Oleksii id: 149b70d4-896a-11ed-bdf8-8c63fd44ca61 last_name: Kolupaiev citation: ama: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. Gaussian fluctuations in the equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 2023;11. doi:10.1017/fms.2023.70 apa: Cipolloni, G., Erdös, L., Henheik, S. J., & Kolupaiev, O. (2023). Gaussian fluctuations in the equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2023.70 chicago: Cipolloni, Giorgio, László Erdös, Sven Joscha Henheik, and Oleksii Kolupaiev. “Gaussian Fluctuations in the Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2023. https://doi.org/10.1017/fms.2023.70. ieee: G. Cipolloni, L. Erdös, S. J. Henheik, and O. Kolupaiev, “Gaussian fluctuations in the equipartition principle for Wigner matrices,” Forum of Mathematics, Sigma, vol. 11. Cambridge University Press, 2023. ista: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2023. Gaussian fluctuations in the equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 11, e74. mla: Cipolloni, Giorgio, et al. “Gaussian Fluctuations in the Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 11, e74, Cambridge University Press, 2023, doi:10.1017/fms.2023.70. short: G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Forum of Mathematics, Sigma 11 (2023). date_created: 2023-09-17T22:01:09Z date_published: 2023-08-23T00:00:00Z date_updated: 2023-12-13T12:24:23Z day: '23' ddc: - '510' department: - _id: LaEr - _id: GradSch doi: 10.1017/fms.2023.70 ec_funded: 1 external_id: arxiv: - '2301.05181' isi: - '001051980200001' file: - access_level: open_access checksum: eb747420e6a88a7796fa934151957676 content_type: application/pdf creator: dernst date_created: 2023-09-20T11:09:35Z date_updated: 2023-09-20T11:09:35Z file_id: '14352' file_name: 2023_ForumMathematics_Cipolloni.pdf file_size: 852652 relation: main_file success: 1 file_date_updated: 2023-09-20T11:09:35Z has_accepted_license: '1' intvolume: ' 11' isi: 1 language: - iso: eng month: '08' oa: 1 oa_version: Published Version project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Forum of Mathematics, Sigma publication_identifier: eissn: - 2050-5094 publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: Gaussian fluctuations in the 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: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 11 year: '2023' ... --- _id: '14849' abstract: - lang: eng text: 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. acknowledgement: "The second and the fourth author were supported by the ERC Advanced Grant\r\n“RMTBeyond” No. 101020331. The third author was supported by Dr. Max Rössler, the\r\nWalter Haefner Foundation and the ETH Zürich Foundation." article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 - first_name: Yuanyuan full_name: Xu, Yuanyuan last_name: Xu citation: ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. On the rightmost eigenvalue of non-Hermitian random matrices. The Annals of Probability. 2023;51(6):2192-2242. doi:10.1214/23-aop1643 apa: Cipolloni, G., Erdös, L., Schröder, D. J., & Xu, Y. (2023). On the rightmost eigenvalue of non-Hermitian random matrices. The Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/23-aop1643 chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu. “On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” The Annals of Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-aop1643. ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “On the rightmost eigenvalue of non-Hermitian random matrices,” The Annals of Probability, vol. 51, no. 6. Institute of Mathematical Statistics, pp. 2192–2242, 2023. ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2023. On the rightmost eigenvalue of non-Hermitian random matrices. The Annals of Probability. 51(6), 2192–2242. mla: Cipolloni, Giorgio, et al. “On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” The Annals of Probability, vol. 51, no. 6, Institute of Mathematical Statistics, 2023, pp. 2192–242, doi:10.1214/23-aop1643. short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51 (2023) 2192–2242. date_created: 2024-01-22T08:08:41Z date_published: 2023-11-01T00:00:00Z date_updated: 2024-01-23T10:56:30Z day: '01' department: - _id: LaEr doi: 10.1214/23-aop1643 ec_funded: 1 external_id: arxiv: - '2206.04448' intvolume: ' 51' issue: '6' keyword: - Statistics - Probability and Uncertainty - Statistics and Probability language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.2206.04448 month: '11' oa: 1 oa_version: Preprint page: 2192-2242 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: The Annals of Probability publication_identifier: issn: - 0091-1798 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' status: public title: On the rightmost eigenvalue of non-Hermitian random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 51 year: '2023' ... --- _id: '12179' abstract: - lang: eng text: 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]. article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. On the condition number of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 2022;43(3):1469-1487. doi:10.1137/21m1424408 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). On the condition number of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. Society for Industrial and Applied Mathematics. https://doi.org/10.1137/21m1424408 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Condition Number of the Shifted Real Ginibre Ensemble.” SIAM Journal on Matrix Analysis and Applications. Society for Industrial and Applied Mathematics, 2022. https://doi.org/10.1137/21m1424408. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the condition number of the shifted real Ginibre ensemble,” SIAM Journal on Matrix Analysis and Applications, vol. 43, no. 3. Society for Industrial and Applied Mathematics, pp. 1469–1487, 2022. ista: Cipolloni G, Erdös L, Schröder DJ. 2022. On the condition number of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 43(3), 1469–1487. mla: Cipolloni, Giorgio, et al. “On the Condition Number of the Shifted Real Ginibre Ensemble.” SIAM Journal on Matrix Analysis and Applications, vol. 43, no. 3, Society for Industrial and Applied Mathematics, 2022, pp. 1469–87, doi:10.1137/21m1424408. short: G. Cipolloni, L. Erdös, D.J. Schröder, SIAM Journal on Matrix Analysis and Applications 43 (2022) 1469–1487. date_created: 2023-01-12T12:12:38Z date_published: 2022-07-01T00:00:00Z date_updated: 2023-01-27T06:56:06Z day: '01' department: - _id: LaEr doi: 10.1137/21m1424408 external_id: arxiv: - '2105.13719' intvolume: ' 43' issue: '3' keyword: - Analysis language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.2105.13719 month: '07' oa: 1 oa_version: Preprint page: 1469-1487 publication: SIAM Journal on Matrix Analysis and Applications publication_identifier: eissn: - 1095-7162 issn: - 0895-4798 publication_status: published publisher: Society for Industrial and Applied Mathematics quality_controlled: '1' scopus_import: '1' status: public title: On the condition number of the shifted real Ginibre ensemble type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 43 year: '2022' ... --- _id: '10732' abstract: - lang: eng text: 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. acknowledgement: 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 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. article_number: '109394' article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Thermalisation for Wigner matrices. Journal of Functional Analysis. 2022;282(8). doi:10.1016/j.jfa.2022.109394 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Thermalisation for Wigner matrices. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2022.109394 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Thermalisation for Wigner Matrices.” Journal of Functional Analysis. Elsevier, 2022. https://doi.org/10.1016/j.jfa.2022.109394. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Thermalisation for Wigner matrices,” Journal of Functional Analysis, vol. 282, no. 8. Elsevier, 2022. ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Thermalisation for Wigner matrices. Journal of Functional Analysis. 282(8), 109394. mla: Cipolloni, Giorgio, et al. “Thermalisation for Wigner Matrices.” Journal of Functional Analysis, vol. 282, no. 8, 109394, Elsevier, 2022, doi:10.1016/j.jfa.2022.109394. short: G. Cipolloni, L. Erdös, D.J. Schröder, Journal of Functional Analysis 282 (2022). date_created: 2022-02-06T23:01:30Z date_published: 2022-04-15T00:00:00Z date_updated: 2023-08-02T14:12:35Z day: '15' ddc: - '500' department: - _id: LaEr doi: 10.1016/j.jfa.2022.109394 external_id: arxiv: - '2102.09975' isi: - '000781239100004' file: - access_level: open_access checksum: b75fdad606ab507dc61109e0907d86c0 content_type: application/pdf creator: dernst date_created: 2022-07-29T07:22:08Z date_updated: 2022-07-29T07:22:08Z file_id: '11690' file_name: 2022_JourFunctionalAnalysis_Cipolloni.pdf file_size: 652573 relation: main_file success: 1 file_date_updated: 2022-07-29T07:22:08Z has_accepted_license: '1' intvolume: ' 282' isi: 1 issue: '8' language: - iso: eng month: '04' oa: 1 oa_version: Published Version publication: Journal of Functional Analysis publication_identifier: eissn: - 1096-0783 issn: - 0022-1236 publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: Thermalisation 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: 282 year: '2022' ... --- _id: '11418' abstract: - lang: eng text: "We consider the quadratic form of a general high-rank deterministic matrix on the eigenvectors of an N×N\r\nWigner 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)." acknowledgement: L.E. would like to thank Zhigang Bao for many illuminating discussions in an early stage of this research. The authors are also grateful to Paul Bourgade for his comments on the manuscript and the anonymous referee for several useful suggestions. article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Normal fluctuation in quantum ergodicity for Wigner matrices. Annals of Probability. 2022;50(3):984-1012. doi:10.1214/21-AOP1552 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Normal fluctuation in quantum ergodicity for Wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/21-AOP1552 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Normal Fluctuation in Quantum Ergodicity for Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2022. https://doi.org/10.1214/21-AOP1552. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Normal fluctuation in quantum ergodicity for Wigner matrices,” Annals of Probability, vol. 50, no. 3. Institute of Mathematical Statistics, pp. 984–1012, 2022. ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Normal fluctuation in quantum ergodicity for Wigner matrices. Annals of Probability. 50(3), 984–1012. mla: Cipolloni, Giorgio, et al. “Normal Fluctuation in Quantum Ergodicity for Wigner Matrices.” Annals of Probability, vol. 50, no. 3, Institute of Mathematical Statistics, 2022, pp. 984–1012, doi:10.1214/21-AOP1552. short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Probability 50 (2022) 984–1012. date_created: 2022-05-29T22:01:53Z date_published: 2022-05-01T00:00:00Z date_updated: 2023-08-03T07:16:53Z day: '01' department: - _id: LaEr doi: 10.1214/21-AOP1552 external_id: arxiv: - '2103.06730' isi: - '000793963400005' intvolume: ' 50' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/2103.06730 month: '05' oa: 1 oa_version: Preprint page: 984-1012 publication: Annals of Probability publication_identifier: eissn: - 2168-894X issn: - 0091-1798 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Normal fluctuation in quantum ergodicity for Wigner matrices type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 50 year: '2022' ... --- _id: '12148' abstract: - lang: eng text: '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.' acknowledgement: L.E. acknowledges support by ERC Advanced Grant ‘RMTBeyond’ No. 101020331. D.S. acknowledges the support of Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation. article_number: e96 article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Rank-uniform local law for Wigner matrices. Forum of Mathematics, Sigma. 2022;10. doi:10.1017/fms.2022.86 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Rank-uniform local law for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2022.86 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Rank-Uniform Local Law for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2022. https://doi.org/10.1017/fms.2022.86. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Rank-uniform local law for Wigner matrices,” Forum of Mathematics, Sigma, vol. 10. Cambridge University Press, 2022. ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Rank-uniform local law for Wigner matrices. Forum of Mathematics, Sigma. 10, e96. mla: Cipolloni, Giorgio, et al. “Rank-Uniform Local Law for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 10, e96, Cambridge University Press, 2022, doi:10.1017/fms.2022.86. short: G. Cipolloni, L. Erdös, D.J. Schröder, Forum of Mathematics, Sigma 10 (2022). date_created: 2023-01-12T12:07:30Z date_published: 2022-10-27T00:00:00Z date_updated: 2023-08-04T09:00:35Z day: '27' ddc: - '510' department: - _id: LaEr doi: 10.1017/fms.2022.86 ec_funded: 1 external_id: isi: - '000873719200001' file: - access_level: open_access checksum: 94a049aeb1eea5497aa097712a73c400 content_type: application/pdf creator: dernst date_created: 2023-01-24T10:02:40Z date_updated: 2023-01-24T10:02:40Z file_id: '12356' file_name: 2022_ForumMath_Cipolloni.pdf file_size: 817089 relation: main_file success: 1 file_date_updated: 2023-01-24T10:02:40Z has_accepted_license: '1' intvolume: ' 10' isi: 1 keyword: - Computational Mathematics - Discrete Mathematics and Combinatorics - Geometry and Topology - Mathematical Physics - Statistics and Probability - Algebra and Number Theory - Theoretical Computer Science - Analysis language: - iso: eng month: '10' oa: 1 oa_version: Published Version project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Forum of Mathematics, Sigma publication_identifier: issn: - 2050-5094 publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: Rank-uniform local law 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: 10 year: '2022' ... --- _id: '12232' abstract: - lang: eng text: 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. acknowledgement: Open access funding provided by Swiss Federal Institute of Technology Zurich. Supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation. article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Density of small singular values of the shifted real Ginibre ensemble. Annales Henri Poincaré. 2022;23(11):3981-4002. doi:10.1007/s00023-022-01188-8 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Density of small singular values of the shifted real Ginibre ensemble. Annales Henri Poincaré. Springer Nature. https://doi.org/10.1007/s00023-022-01188-8 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Density of Small Singular Values of the Shifted Real Ginibre Ensemble.” Annales Henri Poincaré. Springer Nature, 2022. https://doi.org/10.1007/s00023-022-01188-8. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Density of small singular values of the shifted real Ginibre ensemble,” Annales Henri Poincaré, vol. 23, no. 11. Springer Nature, pp. 3981–4002, 2022. ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Density of small singular values of the shifted real Ginibre ensemble. Annales Henri Poincaré. 23(11), 3981–4002. mla: Cipolloni, Giorgio, et al. “Density of Small Singular Values of the Shifted Real Ginibre Ensemble.” Annales Henri Poincaré, vol. 23, no. 11, Springer Nature, 2022, pp. 3981–4002, doi:10.1007/s00023-022-01188-8. short: G. Cipolloni, L. Erdös, D.J. Schröder, Annales Henri Poincaré 23 (2022) 3981–4002. date_created: 2023-01-16T09:50:26Z date_published: 2022-11-01T00:00:00Z date_updated: 2023-08-04T09:33:52Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00023-022-01188-8 external_id: isi: - '000796323500001' file: - access_level: open_access checksum: 5582f059feeb2f63e2eb68197a34d7dc content_type: application/pdf creator: dernst date_created: 2023-01-27T11:06:47Z date_updated: 2023-01-27T11:06:47Z file_id: '12424' file_name: 2022_AnnalesHenriP_Cipolloni.pdf file_size: 1333638 relation: main_file success: 1 file_date_updated: 2023-01-27T11:06:47Z has_accepted_license: '1' intvolume: ' 23' isi: 1 issue: '11' keyword: - Mathematical Physics - Nuclear and High Energy Physics - Statistical and Nonlinear Physics language: - iso: eng month: '11' oa: 1 oa_version: Published Version page: 3981-4002 publication: Annales Henri Poincaré publication_identifier: eissn: - 1424-0661 issn: - 1424-0637 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Density of small singular values of the shifted real Ginibre ensemble 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: 23 year: '2022' ... --- _id: '12243' abstract: - lang: eng text: '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)]. ' acknowledgement: "The authors are grateful to G. Akemann for bringing Refs. 19 and 24–26 to their attention. Discussions with Guillaume Dubach on a preliminary version of this project are acknowledged.\r\nL.E. and Y.X. were supported by the ERC Advanced Grant “RMTBeyond” under Grant No. 101020331. D.S. was supported by Dr. Max Rössler, the Walter Haefner Foundation, and the ETH Zürich Foundation." article_number: '103303' article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 - first_name: Yuanyuan full_name: Xu, Yuanyuan id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3 last_name: Xu citation: ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. Directional extremal statistics for Ginibre eigenvalues. Journal of Mathematical Physics. 2022;63(10). doi:10.1063/5.0104290 apa: Cipolloni, G., Erdös, L., Schröder, D. J., & Xu, Y. (2022). Directional extremal statistics for Ginibre eigenvalues. Journal of Mathematical Physics. AIP Publishing. https://doi.org/10.1063/5.0104290 chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu. “Directional Extremal Statistics for Ginibre Eigenvalues.” Journal of Mathematical Physics. AIP Publishing, 2022. https://doi.org/10.1063/5.0104290. ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “Directional extremal statistics for Ginibre eigenvalues,” Journal of Mathematical Physics, vol. 63, no. 10. AIP Publishing, 2022. ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2022. Directional extremal statistics for Ginibre eigenvalues. Journal of Mathematical Physics. 63(10), 103303. mla: Cipolloni, Giorgio, et al. “Directional Extremal Statistics for Ginibre Eigenvalues.” Journal of Mathematical Physics, vol. 63, no. 10, 103303, AIP Publishing, 2022, doi:10.1063/5.0104290. short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, Journal of Mathematical Physics 63 (2022). date_created: 2023-01-16T09:52:58Z date_published: 2022-10-14T00:00:00Z date_updated: 2023-08-04T09:40:02Z day: '14' ddc: - '510' - '530' department: - _id: LaEr doi: 10.1063/5.0104290 ec_funded: 1 external_id: arxiv: - '2206.04443' isi: - '000869715800001' file: - access_level: open_access checksum: 2db278ae5b07f345a7e3fec1f92b5c33 content_type: application/pdf creator: dernst date_created: 2023-01-30T08:01:10Z date_updated: 2023-01-30T08:01:10Z file_id: '12436' file_name: 2022_JourMathPhysics_Cipolloni2.pdf file_size: 7356807 relation: main_file success: 1 file_date_updated: 2023-01-30T08:01:10Z has_accepted_license: '1' intvolume: ' 63' isi: 1 issue: '10' keyword: - Mathematical Physics - Statistical and Nonlinear Physics language: - iso: eng month: '10' oa: 1 oa_version: Published Version project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Journal of Mathematical Physics publication_identifier: eissn: - 1089-7658 issn: - 0022-2488 publication_status: published publisher: AIP Publishing quality_controlled: '1' scopus_import: '1' status: public title: Directional extremal statistics for Ginibre eigenvalues 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: 63 year: '2022' ... --- _id: '12290' abstract: - lang: eng text: 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. acknowledgement: L. Erdős was supported by ERC Advanced Grant “RMTBeyond” No. 101020331. D. Schröder was supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation. article_processing_charge: No article_type: original author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Optimal multi-resolvent local laws for Wigner matrices. Electronic Journal of Probability. 2022;27:1-38. doi:10.1214/22-ejp838 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Optimal multi-resolvent local laws for Wigner matrices. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/22-ejp838 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Multi-Resolvent Local Laws for Wigner Matrices.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2022. https://doi.org/10.1214/22-ejp838. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal multi-resolvent local laws for Wigner matrices,” Electronic Journal of Probability, vol. 27. Institute of Mathematical Statistics, pp. 1–38, 2022. ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Optimal multi-resolvent local laws for Wigner matrices. Electronic Journal of Probability. 27, 1–38. mla: Cipolloni, Giorgio, et al. “Optimal Multi-Resolvent Local Laws for Wigner Matrices.” Electronic Journal of Probability, vol. 27, Institute of Mathematical Statistics, 2022, pp. 1–38, doi:10.1214/22-ejp838. short: G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability 27 (2022) 1–38. date_created: 2023-01-16T10:04:38Z date_published: 2022-09-12T00:00:00Z date_updated: 2023-08-04T10:32:23Z day: '12' ddc: - '510' department: - _id: LaEr doi: 10.1214/22-ejp838 ec_funded: 1 external_id: isi: - '000910863700003' file: - access_level: open_access checksum: bb647b48fbdb59361210e425c220cdcb content_type: application/pdf creator: dernst date_created: 2023-01-30T11:59:21Z date_updated: 2023-01-30T11:59:21Z file_id: '12464' file_name: 2022_ElecJournProbability_Cipolloni.pdf file_size: 502149 relation: main_file success: 1 file_date_updated: 2023-01-30T11:59:21Z has_accepted_license: '1' intvolume: ' 27' isi: 1 keyword: - Statistics - Probability and Uncertainty - Statistics and Probability language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1-38 project: - _id: 62796744-2b32-11ec-9570-940b20777f1d call_identifier: H2020 grant_number: '101020331' name: Random matrices beyond Wigner-Dyson-Mehta publication: Electronic Journal of Probability publication_identifier: eissn: - 1083-6489 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Optimal multi-resolvent local laws 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: 27 year: '2022' ... --- _id: '9412' abstract: - lang: eng text: 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. article_number: '24' article_processing_charge: No author: - first_name: Giorgio full_name: Cipolloni, Giorgio id: 42198EFA-F248-11E8-B48F-1D18A9856A87 last_name: Cipolloni orcid: 0000-0002-4901-7992 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Dominik J full_name: Schröder, Dominik J id: 408ED176-F248-11E8-B48F-1D18A9856A87 last_name: Schröder orcid: 0000-0002-2904-1856 citation: ama: Cipolloni G, Erdös L, Schröder DJ. Fluctuation around the circular law for random matrices with real entries. Electronic Journal of Probability. 2021;26. doi:10.1214/21-EJP591 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Fluctuation around the circular law for random matrices with real entries. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/21-EJP591 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Fluctuation around the Circular Law for Random Matrices with Real Entries.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2021. https://doi.org/10.1214/21-EJP591. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Fluctuation around the circular law for random matrices with real entries,” Electronic Journal of Probability, vol. 26. Institute of Mathematical Statistics, 2021. ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Fluctuation around the circular law for random matrices with real entries. Electronic Journal of Probability. 26, 24. mla: Cipolloni, Giorgio, et al. “Fluctuation around the Circular Law for Random Matrices with Real Entries.” Electronic Journal of Probability, vol. 26, 24, Institute of Mathematical Statistics, 2021, doi:10.1214/21-EJP591. short: G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability 26 (2021). date_created: 2021-05-23T22:01:44Z date_published: 2021-03-23T00:00:00Z date_updated: 2023-08-08T13:39:19Z day: '23' ddc: - '510' department: - _id: LaEr doi: 10.1214/21-EJP591 ec_funded: 1 external_id: arxiv: - '2002.02438' isi: - '000641855600001' file: - access_level: open_access checksum: 864ab003ad4cffea783f65aa8c2ba69f content_type: application/pdf creator: kschuh date_created: 2021-05-25T13:24:19Z date_updated: 2021-05-25T13:24:19Z file_id: '9423' file_name: 2021_EJP_Cipolloni.pdf file_size: 865148 relation: main_file success: 1 file_date_updated: 2021-05-25T13:24:19Z has_accepted_license: '1' intvolume: ' 26' isi: 1 language: - iso: eng month: '03' oa: 1 oa_version: Published Version project: - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: Electronic Journal of Probability publication_identifier: eissn: - '10836489' publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' scopus_import: '1' status: public title: Fluctuation around the circular law for random matrices with real 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 26 year: '2021' ...