--- _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 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: '14542' abstract: - lang: eng text: "It is a remarkable property of BCS theory that the ratio of the energy gap at zero temperature Ξ\r\n and the critical temperature Tc is (approximately) given by a universal constant, independent of the microscopic details of the fermionic interaction. This universality has rigorously been proven quite recently in three spatial dimensions and three different limiting regimes: weak coupling, low density and high density. The goal of this short note is to extend the universal behavior to lower dimensions d=1,2 and give an exemplary proof in the weak coupling limit." acknowledgement: We thank Robert Seiringer for comments on the paper. J. H. gratefully acknowledges partial financial support by the ERC Advanced Grant “RMTBeyond”No. 101020331.This research was funded in part by the Austrian Science Fund (FWF) grantnumber I6427. article_number: '2360005 ' article_processing_charge: Yes (in subscription journal) article_type: original author: - 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: Asbjørn Bækgaard full_name: Lauritsen, Asbjørn Bækgaard id: e1a2682f-dc8d-11ea-abe3-81da9ac728f1 last_name: Lauritsen orcid: 0000-0003-4476-2288 - first_name: Barbara full_name: Roos, Barbara id: 5DA90512-D80F-11E9-8994-2E2EE6697425 last_name: Roos orcid: 0000-0002-9071-5880 citation: ama: Henheik SJ, Lauritsen AB, Roos B. Universality in low-dimensional BCS theory. Reviews in Mathematical Physics. 2023. doi:10.1142/s0129055x2360005x apa: Henheik, S. J., Lauritsen, A. B., & Roos, B. (2023). Universality in low-dimensional BCS theory. Reviews in Mathematical Physics. World Scientific Publishing. https://doi.org/10.1142/s0129055x2360005x chicago: Henheik, Sven Joscha, Asbjørn Bækgaard Lauritsen, and Barbara Roos. “Universality in Low-Dimensional BCS Theory.” Reviews in Mathematical Physics. World Scientific Publishing, 2023. https://doi.org/10.1142/s0129055x2360005x. ieee: S. J. Henheik, A. B. Lauritsen, and B. Roos, “Universality in low-dimensional BCS theory,” Reviews in Mathematical Physics. World Scientific Publishing, 2023. ista: Henheik SJ, Lauritsen AB, Roos B. 2023. Universality in low-dimensional BCS theory. Reviews in Mathematical Physics., 2360005. mla: Henheik, Sven Joscha, et al. “Universality in Low-Dimensional BCS Theory.” Reviews in Mathematical Physics, 2360005, World Scientific Publishing, 2023, doi:10.1142/s0129055x2360005x. short: S.J. Henheik, A.B. Lauritsen, B. Roos, Reviews in Mathematical Physics (2023). date_created: 2023-11-15T23:48:14Z date_published: 2023-10-31T00:00:00Z date_updated: 2023-11-20T10:04:38Z day: '31' department: - _id: GradSch - _id: LaEr - _id: RoSe doi: 10.1142/s0129055x2360005x ec_funded: 1 external_id: arxiv: - '2301.05621' has_accepted_license: '1' language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.1142/S0129055X2360005X 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 - _id: bda63fe5-d553-11ed-ba76-a16e3d2f256b grant_number: I06427 name: Mathematical Challenges in BCS Theory of Superconductivity publication: Reviews in Mathematical Physics publication_identifier: eissn: - 1793-6659 issn: - 0129-055X publication_status: epub_ahead publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Universality in low-dimensional BCS theory 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 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' ...