--- _id: '181' abstract: - lang: eng text: We consider large random matrices X with centered, independent entries but possibly di erent variances. We compute the normalized trace of f(X)g(X∗) for f, g functions analytic on the spectrum of X. We use these results to compute the long time asymptotics for systems of coupled di erential equations with random coe cients. We show that when the coupling is critical, the norm squared of the solution decays like t−1/2. acknowledgement: The work of the second author was also partially supported by the Hausdorff Center of Mathematics. article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: David T full_name: Renfrew, David T id: 4845BF6A-F248-11E8-B48F-1D18A9856A87 last_name: Renfrew orcid: 0000-0003-3493-121X citation: ama: Erdös L, Krüger TH, Renfrew DT. Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. 2018;50(3):3271-3290. doi:10.1137/17M1143125 apa: Erdös, L., Krüger, T. H., & Renfrew, D. T. (2018). Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics . https://doi.org/10.1137/17M1143125 chicago: Erdös, László, Torben H Krüger, and David T Renfrew. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics , 2018. https://doi.org/10.1137/17M1143125. ieee: L. Erdös, T. H. Krüger, and D. T. Renfrew, “Power law decay for systems of randomly coupled differential equations,” SIAM Journal on Mathematical Analysis, vol. 50, no. 3. Society for Industrial and Applied Mathematics , pp. 3271–3290, 2018. ista: Erdös L, Krüger TH, Renfrew DT. 2018. Power law decay for systems of randomly coupled differential equations. SIAM Journal on Mathematical Analysis. 50(3), 3271–3290. mla: Erdös, László, et al. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis, vol. 50, no. 3, Society for Industrial and Applied Mathematics , 2018, pp. 3271–90, doi:10.1137/17M1143125. short: L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis 50 (2018) 3271–3290. date_created: 2018-12-11T11:45:03Z date_published: 2018-01-01T00:00:00Z date_updated: 2023-09-15T12:05:52Z day: '01' department: - _id: LaEr doi: 10.1137/17M1143125 ec_funded: 1 external_id: arxiv: - '1708.01546' isi: - '000437018500032' intvolume: ' 50' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1708.01546 month: '01' oa: 1 oa_version: Published Version page: 3271 - 3290 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 258F40A4-B435-11E9-9278-68D0E5697425 call_identifier: FWF grant_number: M02080 name: Structured Non-Hermitian Random Matrices publication: SIAM Journal on Mathematical Analysis publication_status: published publisher: 'Society for Industrial and Applied Mathematics ' publist_id: '7740' quality_controlled: '1' scopus_import: '1' status: public title: Power law decay for systems of randomly coupled differential equations type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 50 year: '2018' ... --- _id: '5971' abstract: - lang: eng text: "We consider a Wigner-type ensemble, i.e. large hermitian N×N random matrices H=H∗ with centered independent entries and with a general matrix of variances Sxy=\U0001D53C∣∣Hxy∣∣2. The norm of H is asymptotically given by the maximum of the support of the self-consistent density of states. We establish a bound on this maximum in terms of norms of powers of S that substantially improves the earlier bound 2∥S∥1/2∞ given in [O. Ajanki, L. Erdős and T. Krüger, Universality for general Wigner-type matrices, Prob. Theor. Rel. Fields169 (2017) 667–727]. The key element of the proof is an effective Markov chain approximation for the contributions of the weighted Dyck paths appearing in the iterative solution of the corresponding Dyson equation." article_number: '1950009' article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Peter full_name: Mühlbacher, Peter last_name: Mühlbacher citation: ama: 'Erdös L, Mühlbacher P. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications. 2018. doi:10.1142/s2010326319500096' apa: 'Erdös, L., & Mühlbacher, P. (2018). Bounds on the norm of Wigner-type random matrices. Random Matrices: Theory and Applications. World Scientific Publishing. https://doi.org/10.1142/s2010326319500096' chicago: 'Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications. World Scientific Publishing, 2018. https://doi.org/10.1142/s2010326319500096.' ieee: 'L. Erdös and P. Mühlbacher, “Bounds on the norm of Wigner-type random matrices,” Random matrices: Theory and applications. World Scientific Publishing, 2018.' ista: 'Erdös L, Mühlbacher P. 2018. Bounds on the norm of Wigner-type random matrices. Random matrices: Theory and applications., 1950009.' mla: 'Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications, 1950009, World Scientific Publishing, 2018, doi:10.1142/s2010326319500096.' short: 'L. Erdös, P. Mühlbacher, Random Matrices: Theory and Applications (2018).' date_created: 2019-02-13T10:40:54Z date_published: 2018-09-26T00:00:00Z date_updated: 2023-09-19T14:24:05Z day: '26' department: - _id: LaEr doi: 10.1142/s2010326319500096 ec_funded: 1 external_id: arxiv: - '1802.05175' isi: - '000477677200002' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1802.05175 month: '09' oa: 1 oa_version: Preprint project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: 'Random matrices: Theory and applications' publication_identifier: eissn: - 2010-3271 issn: - 2010-3263 publication_status: published publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Bounds on the norm of Wigner-type random matrices type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ... --- _id: '1012' abstract: - lang: eng text: We prove a new central limit theorem (CLT) for the difference of linear eigenvalue statistics of a Wigner random matrix H and its minor H and find that the fluctuation is much smaller than the fluctuations of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of H and H. In particular, our theorem identifies the fluctuation of Kerov's rectangular Young diagrams, defined by the interlacing eigenvalues ofH and H, around their asymptotic shape, the Vershik'Kerov'Logan'Shepp curve. Young diagrams equipped with the Plancherel measure follow the same limiting shape. For this, algebraically motivated, ensemble a CLT has been obtained in Ivanov and Olshanski [20] which is structurally similar to our result but the variance is different, indicating that the analogy between the two models has its limitations. Moreover, our theorem shows that Borodin's result [7] on the convergence of the spectral distribution of Wigner matrices to a Gaussian free field also holds in derivative sense. article_processing_charge: No author: - 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: Erdös L, Schröder DJ. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018;2018(10):3255-3298. doi:10.1093/imrn/rnw330 apa: Erdös, L., & Schröder, D. J. (2018). Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. Oxford University Press. https://doi.org/10.1093/imrn/rnw330 chicago: Erdös, László, and Dominik J Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices. Oxford University Press, 2018. https://doi.org/10.1093/imrn/rnw330. ieee: L. Erdös and D. J. Schröder, “Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues,” International Mathematics Research Notices, vol. 2018, no. 10. Oxford University Press, pp. 3255–3298, 2018. ista: Erdös L, Schröder DJ. 2018. Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues. International Mathematics Research Notices. 2018(10), 3255–3298. mla: Erdös, László, and Dominik J. Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices, vol. 2018, no. 10, Oxford University Press, 2018, pp. 3255–98, doi:10.1093/imrn/rnw330. short: L. Erdös, D.J. Schröder, International Mathematics Research Notices 2018 (2018) 3255–3298. date_created: 2018-12-11T11:49:41Z date_published: 2018-05-18T00:00:00Z date_updated: 2023-09-22T09:44:21Z day: '18' department: - _id: LaEr doi: 10.1093/imrn/rnw330 ec_funded: 1 external_id: arxiv: - '1608.05163' isi: - '000441668300009' intvolume: ' 2018' isi: 1 issue: '10' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1608.05163 month: '05' oa: 1 oa_version: Preprint page: 3255-3298 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: International Mathematics Research Notices publication_identifier: issn: - '10737928' publication_status: published publisher: Oxford University Press publist_id: '6383' quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues type: journal_article user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 volume: 2018 year: '2018' ... --- _id: '70' abstract: - lang: eng text: We consider the totally asymmetric simple exclusion process in a critical scaling parametrized by a≥0, which creates a shock in the particle density of order aT−1/3, T the observation time. When starting from step initial data, we provide bounds on the limiting law which in particular imply that in the double limit lima→∞limT→∞ one recovers the product limit law and the degeneration of the correlation length observed at shocks of order 1. This result is shown to apply to a general last-passage percolation model. We also obtain bounds on the two-point functions of several airy processes. article_processing_charge: No article_type: original author: - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar citation: ama: Nejjar P. Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. 2018;15(2):1311-1334. doi:10.30757/ALEA.v15-49 apa: Nejjar, P. (2018). Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada. https://doi.org/10.30757/ALEA.v15-49 chicago: Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada, 2018. https://doi.org/10.30757/ALEA.v15-49. ieee: P. Nejjar, “Transition to shocks in TASEP and decoupling of last passage times,” Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 2. Instituto Nacional de Matematica Pura e Aplicada, pp. 1311–1334, 2018. ista: Nejjar P. 2018. Transition to shocks in TASEP and decoupling of last passage times. Latin American Journal of Probability and Mathematical Statistics. 15(2), 1311–1334. mla: Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics, vol. 15, no. 2, Instituto Nacional de Matematica Pura e Aplicada, 2018, pp. 1311–34, doi:10.30757/ALEA.v15-49. short: P. Nejjar, Latin American Journal of Probability and Mathematical Statistics 15 (2018) 1311–1334. date_created: 2018-12-11T11:44:28Z date_published: 2018-10-01T00:00:00Z date_updated: 2023-10-10T13:11:29Z day: '01' ddc: - '510' department: - _id: LaEr - _id: JaMa doi: 10.30757/ALEA.v15-49 ec_funded: 1 external_id: arxiv: - '1705.08836' isi: - '000460475800022' file: - access_level: open_access checksum: 2ded46aa284a836a8cbb34133a64f1cb content_type: application/pdf creator: kschuh date_created: 2019-02-14T09:44:10Z date_updated: 2020-07-14T12:47:46Z file_id: '5981' file_name: 2018_ALEA_Nejjar.pdf file_size: 394851 relation: main_file file_date_updated: 2020-07-14T12:47:46Z has_accepted_license: '1' intvolume: ' 15' isi: 1 issue: '2' language: - iso: eng month: '10' oa: 1 oa_version: Published Version page: 1311-1334 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Latin American Journal of Probability and Mathematical Statistics publication_identifier: issn: - 1980-0436 publication_status: published publisher: Instituto Nacional de Matematica Pura e Aplicada quality_controlled: '1' scopus_import: '1' status: public title: Transition to shocks in TASEP and decoupling of last passage times type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 15 year: '2018' ... --- _id: '284' abstract: - lang: eng text: "Borel probability measures living on metric spaces are fundamental\r\nmathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are interested in the description of the structure of the isometries of such metric spaces. We overview some of the recent results of the topic and we also provide some new ones concerning the Wasserstein distance. More specifically, we consider the space of all Borel probability measures on the unit sphere of a Euclidean space endowed with the Wasserstein metric W_p for arbitrary p >= 1, and we show that the action of a Wasserstein isometry on the set of Dirac measures is induced by an isometry of the underlying unit sphere." acknowledgement: The author was supported by the ISTFELLOW program of the Institute of Science and Technol- ogy Austria (project code IC1027FELL01) and partially supported by the Hungarian National Research, Development and Innovation Office, NKFIH (grant no. K124152). article_processing_charge: No article_type: original author: - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Virosztek D. Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. 2018;84(1-2):65-80. doi:10.14232/actasm-018-753-y apa: Virosztek, D. (2018). Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. Springer Nature. https://doi.org/10.14232/actasm-018-753-y chicago: Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum. Springer Nature, 2018. https://doi.org/10.14232/actasm-018-753-y. ieee: D. Virosztek, “Maps on probability measures preserving certain distances - a survey and some new results,” Acta Scientiarum Mathematicarum, vol. 84, no. 1–2. Springer Nature, pp. 65–80, 2018. ista: Virosztek D. 2018. Maps on probability measures preserving certain distances - a survey and some new results. Acta Scientiarum Mathematicarum. 84(1–2), 65–80. mla: Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum, vol. 84, no. 1–2, Springer Nature, 2018, pp. 65–80, doi:10.14232/actasm-018-753-y. short: D. Virosztek, Acta Scientiarum Mathematicarum 84 (2018) 65–80. date_created: 2018-12-11T11:45:36Z date_published: 2018-06-04T00:00:00Z date_updated: 2023-10-16T10:29:22Z day: '04' department: - _id: LaEr doi: 10.14232/actasm-018-753-y ec_funded: 1 external_id: arxiv: - '1802.03305' intvolume: ' 84' issue: 1-2 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1802.03305 month: '06' oa: 1 oa_version: Preprint page: 65 - 80 project: - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Acta Scientiarum Mathematicarum publication_identifier: eissn: - 2064-8316 issn: - 0001-6969 publication_status: published publisher: Springer Nature publist_id: '7615' quality_controlled: '1' scopus_import: '1' status: public title: Maps on probability measures preserving certain distances - a survey and some new results type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 84 year: '2018' ... --- _id: '6183' abstract: - lang: eng text: "We study the unique solution $m$ of the Dyson equation \\[ -m(z)^{-1} = z - a\r\n+ S[m(z)] \\] on a von Neumann algebra $\\mathcal{A}$ with the constraint\r\n$\\mathrm{Im}\\,m\\geq 0$. Here, $z$ lies in the complex upper half-plane, $a$ is\r\na self-adjoint element of $\\mathcal{A}$ and $S$ is a positivity-preserving\r\nlinear operator on $\\mathcal{A}$. We show that $m$ is the Stieltjes transform\r\nof a compactly supported $\\mathcal{A}$-valued measure on $\\mathbb{R}$. Under\r\nsuitable assumptions, we establish that this measure has a uniformly\r\n$1/3$-H\\\"{o}lder continuous density with respect to the Lebesgue measure, which\r\nis supported on finitely many intervals, called bands. In fact, the density is\r\nanalytic inside the bands with a square-root growth at the edges and internal\r\ncubic root cusps whenever the gap between two bands vanishes. The shape of\r\nthese singularities is universal and no other singularity may occur. We give a\r\nprecise asymptotic description of $m$ near the singular points. These\r\nasymptotics generalize the analysis at the regular edges given in the companion\r\npaper on the Tracy-Widom universality for the edge eigenvalue statistics for\r\ncorrelated random matrices [arXiv:1804.07744] and they play a key role in the\r\nproof of the Pearcey universality at the cusp for Wigner-type matrices\r\n[arXiv:1809.03971,arXiv:1811.04055]. We also extend the finite dimensional band\r\nmass formula from [arXiv:1804.07744] to the von Neumann algebra setting by\r\nshowing that the spectral mass of the bands is topologically rigid under\r\ndeformations and we conclude that these masses are quantized in some important\r\ncases." article_number: '1804.07752' article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 citation: ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv.' apa: 'Alt, J., Erdös, L., & Krüger, T. H. (n.d.). The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv.' chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, n.d.' ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and  cusps,” arXiv. .' ista: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral bands, edges and  cusps. arXiv, 1804.07752.' mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, 1804.07752.' short: J. Alt, L. Erdös, T.H. Krüger, ArXiv (n.d.). date_created: 2019-03-28T09:20:06Z date_published: 2018-04-20T00:00:00Z date_updated: 2023-12-18T10:46:08Z day: '20' department: - _id: LaEr external_id: arxiv: - '1804.07752' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.07752 month: '04' oa: 1 oa_version: Preprint publication: arXiv publication_status: submitted related_material: record: - id: '149' relation: dissertation_contains status: public - id: '14694' relation: later_version status: public status: public title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps' type: preprint user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 year: '2018' ... --- _id: '556' abstract: - lang: eng text: 'We investigate the free boundary Schur process, a variant of the Schur process introduced by Okounkov and Reshetikhin, where we allow the first and the last partitions to be arbitrary (instead of empty in the original setting). The pfaffian Schur process, previously studied by several authors, is recovered when just one of the boundary partitions is left free. We compute the correlation functions of the process in all generality via the free fermion formalism, which we extend with the thorough treatment of “free boundary states.” For the case of one free boundary, our approach yields a new proof that the process is pfaffian. For the case of two free boundaries, we find that the process is not pfaffian, but a closely related process is. We also study three different applications of the Schur process with one free boundary: fluctuations of symmetrized last passage percolation models, limit shapes and processes for symmetric plane partitions and for plane overpartitions.' article_processing_charge: Yes (via OA deal) article_type: original author: - first_name: Dan full_name: Betea, Dan last_name: Betea - first_name: Jeremie full_name: Bouttier, Jeremie last_name: Bouttier - first_name: Peter full_name: Nejjar, Peter id: 4BF426E2-F248-11E8-B48F-1D18A9856A87 last_name: Nejjar - first_name: Mirjana full_name: Vuletic, Mirjana last_name: Vuletic citation: ama: Betea D, Bouttier J, Nejjar P, Vuletic M. The free boundary Schur process and applications I. Annales Henri Poincare. 2018;19(12):3663-3742. doi:10.1007/s00023-018-0723-1 apa: Betea, D., Bouttier, J., Nejjar, P., & Vuletic, M. (2018). The free boundary Schur process and applications I. Annales Henri Poincare. Springer Nature. https://doi.org/10.1007/s00023-018-0723-1 chicago: Betea, Dan, Jeremie Bouttier, Peter Nejjar, and Mirjana Vuletic. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare. Springer Nature, 2018. https://doi.org/10.1007/s00023-018-0723-1. ieee: D. Betea, J. Bouttier, P. Nejjar, and M. Vuletic, “The free boundary Schur process and applications I,” Annales Henri Poincare, vol. 19, no. 12. Springer Nature, pp. 3663–3742, 2018. ista: Betea D, Bouttier J, Nejjar P, Vuletic M. 2018. The free boundary Schur process and applications I. Annales Henri Poincare. 19(12), 3663–3742. mla: Betea, Dan, et al. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare, vol. 19, no. 12, Springer Nature, 2018, pp. 3663–742, doi:10.1007/s00023-018-0723-1. short: D. Betea, J. Bouttier, P. Nejjar, M. Vuletic, Annales Henri Poincare 19 (2018) 3663–3742. date_created: 2018-12-11T11:47:09Z date_published: 2018-11-13T00:00:00Z date_updated: 2024-02-20T10:48:17Z day: '13' ddc: - '500' department: - _id: LaEr - _id: JaMa doi: 10.1007/s00023-018-0723-1 ec_funded: 1 external_id: arxiv: - '1704.05809' file: - access_level: open_access checksum: 0c38abe73569b7166b7487ad5d23cc68 content_type: application/pdf creator: dernst date_created: 2019-01-21T15:18:55Z date_updated: 2020-07-14T12:47:03Z file_id: '5866' file_name: 2018_Annales_Betea.pdf file_size: 3084674 relation: main_file file_date_updated: 2020-07-14T12:47:03Z has_accepted_license: '1' intvolume: ' 19' issue: '12' language: - iso: eng license: https://creativecommons.org/licenses/by/4.0/ month: '11' oa: 1 oa_version: Published Version page: 3663-3742 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: 256E75B8-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '716117' name: Optimal Transport and Stochastic Dynamics publication: Annales Henri Poincare publication_identifier: issn: - 1424-0637 publication_status: published publisher: Springer Nature publist_id: '7258' quality_controlled: '1' scopus_import: '1' status: public title: The free boundary Schur process and applications I 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: 19 year: '2018' ... --- _id: '149' abstract: - lang: eng text: The eigenvalue density of many large random matrices is well approximated by a deterministic measure, the self-consistent density of states. In the present work, we show this behaviour for several classes of random matrices. In fact, we establish that, in each of these classes, the self-consistent density of states approximates the eigenvalue density of the random matrix on all scales slightly above the typical eigenvalue spacing. For large classes of random matrices, the self-consistent density of states exhibits several universal features. We prove that, under suitable assumptions, random Gram matrices and Hermitian random matrices with decaying correlations have a 1/3-Hölder continuous self-consistent density of states ρ on R, which is analytic, where it is positive, and has either a square root edge or a cubic root cusp, where it vanishes. We, thus, extend the validity of the corresponding result for Wigner-type matrices from [4, 5, 7]. We show that ρ is determined as the inverse Stieltjes transform of the normalized trace of the unique solution m(z) to the Dyson equation −m(z) −1 = z − a + S[m(z)] on C N×N with the constraint Im m(z) ≥ 0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of C N×N and S is a positivity-preserving operator on C N×N encoding the first two moments of the random matrix. In order to analyze a possible limit of ρ for N → ∞ and address some applications in free probability theory, we also consider the Dyson equation on infinite dimensional von Neumann algebras. We present two applications to random matrices. We first establish that, under certain assumptions, large random matrices with independent entries have a rotationally symmetric self-consistent density of states which is supported on a centered disk in C. Moreover, it is infinitely often differentiable apart from a jump on the boundary of this disk. Second, we show edge universality at all regular (not necessarily extreme) spectral edges for Hermitian random matrices with decaying correlations. alternative_title: - ISTA Thesis article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt citation: ama: Alt J. Dyson equation and eigenvalue statistics of random matrices. 2018. doi:10.15479/AT:ISTA:TH_1040 apa: Alt, J. (2018). Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:TH_1040 chicago: Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.” Institute of Science and Technology Austria, 2018. https://doi.org/10.15479/AT:ISTA:TH_1040. ieee: J. Alt, “Dyson equation and eigenvalue statistics of random matrices,” Institute of Science and Technology Austria, 2018. ista: Alt J. 2018. Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. mla: Alt, Johannes. Dyson Equation and Eigenvalue Statistics of Random Matrices. Institute of Science and Technology Austria, 2018, doi:10.15479/AT:ISTA:TH_1040. short: J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute of Science and Technology Austria, 2018. date_created: 2018-12-11T11:44:53Z date_published: 2018-07-12T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '12' ddc: - '515' - '519' degree_awarded: PhD department: - _id: LaEr doi: 10.15479/AT:ISTA:TH_1040 ec_funded: 1 file: - access_level: open_access checksum: d4dad55a7513f345706aaaba90cb1bb8 content_type: application/pdf creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6241' file_name: 2018_thesis_Alt.pdf file_size: 5801709 relation: main_file - access_level: closed checksum: d73fcf46300dce74c403f2b491148ab4 content_type: application/zip creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6242' file_name: 2018_thesis_Alt_source.zip file_size: 3802059 relation: source_file file_date_updated: 2020-07-14T12:44:57Z has_accepted_license: '1' language: - iso: eng month: '07' oa: 1 oa_version: Published Version page: '456' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: issn: - 2663-337X publication_status: published publisher: Institute of Science and Technology Austria publist_id: '7772' pubrep_id: '1040' related_material: record: - id: '1677' relation: part_of_dissertation status: public - id: '550' relation: part_of_dissertation status: public - id: '6183' relation: part_of_dissertation status: public - id: '566' relation: part_of_dissertation status: public - id: '1010' relation: part_of_dissertation status: public - id: '6240' relation: part_of_dissertation status: public - id: '6184' relation: part_of_dissertation status: public status: public supervisor: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 title: Dyson equation and eigenvalue statistics of 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: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ... --- _id: '483' abstract: - lang: eng text: We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, W ~ N. All previous results concerning universality of non-Gaussian random matrices are for mean-field models. By relying on a new mean-field reduction technique, we deduce universality from quantum unique ergodicity for band matrices. author: - first_name: Paul full_name: Bourgade, Paul last_name: Bourgade - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau - first_name: Jun full_name: Yin, Jun last_name: Yin citation: ama: Bourgade P, Erdös L, Yau H, Yin J. Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. 2017;21(3):739-800. doi:10.4310/ATMP.2017.v21.n3.a5 apa: Bourgade, P., Erdös, L., Yau, H., & Yin, J. (2017). Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. International Press. https://doi.org/10.4310/ATMP.2017.v21.n3.a5 chicago: Bourgade, Paul, László Erdös, Horng Yau, and Jun Yin. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics. International Press, 2017. https://doi.org/10.4310/ATMP.2017.v21.n3.a5. ieee: P. Bourgade, L. Erdös, H. Yau, and J. Yin, “Universality for a class of random band matrices,” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3. International Press, pp. 739–800, 2017. ista: Bourgade P, Erdös L, Yau H, Yin J. 2017. Universality for a class of random band matrices. Advances in Theoretical and Mathematical Physics. 21(3), 739–800. mla: Bourgade, Paul, et al. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3, International Press, 2017, pp. 739–800, doi:10.4310/ATMP.2017.v21.n3.a5. short: P. Bourgade, L. Erdös, H. Yau, J. Yin, Advances in Theoretical and Mathematical Physics 21 (2017) 739–800. date_created: 2018-12-11T11:46:43Z date_published: 2017-08-25T00:00:00Z date_updated: 2021-01-12T08:00:57Z day: '25' department: - _id: LaEr doi: 10.4310/ATMP.2017.v21.n3.a5 ec_funded: 1 intvolume: ' 21' issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1602.02312 month: '08' oa: 1 oa_version: Submitted Version page: 739 - 800 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Advances in Theoretical and Mathematical Physics publication_identifier: issn: - '10950761' publication_status: published publisher: International Press publist_id: '7337' quality_controlled: '1' scopus_import: 1 status: public title: Universality for a class of random band matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 21 year: '2017' ... --- _id: '567' abstract: - lang: eng text: "This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.\r\n" alternative_title: - Courant Lecture Notes article_processing_charge: No author: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Horng full_name: Yau, Horng last_name: Yau citation: ama: Erdös L, Yau H. A Dynamical Approach to Random Matrix Theory. Vol 28. American Mathematical Society; 2017. doi:10.1090/cln/028 apa: Erdös, L., & Yau, H. (2017). A Dynamical Approach to Random Matrix Theory (Vol. 28). American Mathematical Society. https://doi.org/10.1090/cln/028 chicago: Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28. Courant Lecture Notes. American Mathematical Society, 2017. https://doi.org/10.1090/cln/028. ieee: L. Erdös and H. Yau, A Dynamical Approach to Random Matrix Theory, vol. 28. American Mathematical Society, 2017. ista: Erdös L, Yau H. 2017. A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 226p. mla: Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28, American Mathematical Society, 2017, doi:10.1090/cln/028. short: L. Erdös, H. Yau, A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 2017. date_created: 2018-12-11T11:47:13Z date_published: 2017-01-01T00:00:00Z date_updated: 2022-05-24T06:57:28Z day: '01' department: - _id: LaEr doi: 10.1090/cln/028 ec_funded: 1 intvolume: ' 28' language: - iso: eng month: '01' oa_version: None page: '226' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: eisbn: - 978-1-4704-4194-4 isbn: - 9-781-4704-3648-3 publication_status: published publisher: American Mathematical Society publist_id: '7247' quality_controlled: '1' series_title: Courant Lecture Notes status: public title: A Dynamical Approach to Random Matrix Theory type: book user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 28 year: '2017' ...