--- _id: '9036' abstract: - lang: eng text: In this short note, we prove that the square root of the quantum Jensen-Shannon divergence is a true metric on the cone of positive matrices, and hence in particular on the quantum state space. acknowledgement: D. Virosztek was supported by the European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 846294, and partially supported by the Hungarian National Research, Development and Innovation Office (NKFIH) via grants no. K124152, and no. KH129601. article_number: '107595' 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. The metric property of the quantum Jensen-Shannon divergence. Advances in Mathematics. 2021;380(3). doi:10.1016/j.aim.2021.107595 apa: Virosztek, D. (2021). The metric property of the quantum Jensen-Shannon divergence. Advances in Mathematics. Elsevier. https://doi.org/10.1016/j.aim.2021.107595 chicago: Virosztek, Daniel. “The Metric Property of the Quantum Jensen-Shannon Divergence.” Advances in Mathematics. Elsevier, 2021. https://doi.org/10.1016/j.aim.2021.107595. ieee: D. Virosztek, “The metric property of the quantum Jensen-Shannon divergence,” Advances in Mathematics, vol. 380, no. 3. Elsevier, 2021. ista: Virosztek D. 2021. The metric property of the quantum Jensen-Shannon divergence. Advances in Mathematics. 380(3), 107595. mla: Virosztek, Daniel. “The Metric Property of the Quantum Jensen-Shannon Divergence.” Advances in Mathematics, vol. 380, no. 3, 107595, Elsevier, 2021, doi:10.1016/j.aim.2021.107595. short: D. Virosztek, Advances in Mathematics 380 (2021). date_created: 2021-01-22T17:55:17Z date_published: 2021-03-26T00:00:00Z date_updated: 2023-08-07T13:34:48Z day: '26' department: - _id: LaEr doi: 10.1016/j.aim.2021.107595 ec_funded: 1 external_id: arxiv: - '1910.10447' isi: - '000619676100035' intvolume: ' 380' isi: 1 issue: '3' keyword: - General Mathematics language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1910.10447 month: '03' oa: 1 oa_version: Preprint project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability publication: Advances in Mathematics publication_identifier: issn: - 0001-8708 publication_status: published publisher: Elsevier quality_controlled: '1' status: public title: The metric property of the quantum Jensen-Shannon divergence type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 380 year: '2021' ... --- _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 license: https://creativecommons.org/licenses/by/4.0/ 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' ... --- _id: '9550' abstract: - lang: eng text: 'We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the equipartition principle for quantum systems whose components are modelled by Wigner matrices. ' acknowledgement: The first author is supported in part by Hong Kong RGC Grant GRF 16301519 and NSFC 11871425. The second author is supported in part by ERC Advanced Grant RANMAT 338804. The third author is supported in part by Swedish Research Council Grant VR-2017-05195 and the Knut and Alice Wallenberg Foundation article_number: e44 article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 2021;9. doi:10.1017/fms.2021.38 apa: Bao, Z., Erdös, L., & Schnelli, K. (2021). Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2021.38 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge University Press, 2021. https://doi.org/10.1017/fms.2021.38. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Equipartition principle for Wigner matrices,” Forum of Mathematics, Sigma, vol. 9. Cambridge University Press, 2021. ista: Bao Z, Erdös L, Schnelli K. 2021. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 9, e44. mla: Bao, Zhigang, et al. “Equipartition Principle for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 9, e44, Cambridge University Press, 2021, doi:10.1017/fms.2021.38. short: Z. Bao, L. Erdös, K. Schnelli, Forum of Mathematics, Sigma 9 (2021). date_created: 2021-06-13T22:01:33Z date_published: 2021-05-27T00:00:00Z date_updated: 2023-08-08T14:03:40Z day: '27' ddc: - '510' department: - _id: LaEr doi: 10.1017/fms.2021.38 ec_funded: 1 external_id: arxiv: - '2008.07061' isi: - '000654960800001' file: - access_level: open_access checksum: 47c986578de132200d41e6d391905519 content_type: application/pdf creator: cziletti date_created: 2021-06-15T14:40:45Z date_updated: 2021-06-15T14:40:45Z file_id: '9555' file_name: 2021_ForumMath_Bao.pdf file_size: 483458 relation: main_file success: 1 file_date_updated: 2021-06-15T14:40:45Z has_accepted_license: '1' intvolume: ' 9' isi: 1 language: - iso: eng month: '05' oa: 1 oa_version: Published Version project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Forum of Mathematics, Sigma publication_identifier: eissn: - '20505094' publication_status: published publisher: Cambridge University Press quality_controlled: '1' scopus_import: '1' status: public title: Equipartition principle for Wigner matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 9 year: '2021' ... --- _id: '9912' abstract: - lang: eng text: "In the customary random matrix model for transport in quantum dots with M internal degrees of freedom coupled to a chaotic environment via \U0001D441≪\U0001D440 channels, the density \U0001D70C of transmission eigenvalues is computed from a specific invariant ensemble for which explicit formula for the joint probability density of all eigenvalues is available. We revisit this problem in the large N regime allowing for (i) arbitrary ratio \U0001D719:=\U0001D441/\U0001D440≤1; and (ii) general distributions for the matrix elements of the Hamiltonian of the quantum dot. In the limit \U0001D719→0, we recover the formula for the density \U0001D70C that Beenakker (Rev Mod Phys 69:731–808, 1997) has derived for a special matrix ensemble. We also prove that the inverse square root singularity of the density at zero and full transmission in Beenakker’s formula persists for any \U0001D719<1 but in the borderline case \U0001D719=1 an anomalous \U0001D706−2/3 singularity arises at zero. To access this level of generality, we develop the theory of global and local laws on the spectral density of a large class of noncommutative rational expressions in large random matrices with i.i.d. entries." acknowledgement: The authors are very grateful to Yan Fyodorov for discussions on the physical background and for providing references, and to the anonymous referee for numerous valuable remarks. article_processing_charge: Yes (in subscription journal) 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: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Erdös L, Krüger TH, Nemish Y. Scattering in quantum dots via noncommutative rational functions. Annales Henri Poincaré . 2021;22:4205–4269. doi:10.1007/s00023-021-01085-6 apa: Erdös, L., Krüger, T. H., & Nemish, Y. (2021). Scattering in quantum dots via noncommutative rational functions. Annales Henri Poincaré . Springer Nature. https://doi.org/10.1007/s00023-021-01085-6 chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Scattering in Quantum Dots via Noncommutative Rational Functions.” Annales Henri Poincaré . Springer Nature, 2021. https://doi.org/10.1007/s00023-021-01085-6. ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Scattering in quantum dots via noncommutative rational functions,” Annales Henri Poincaré , vol. 22. Springer Nature, pp. 4205–4269, 2021. ista: Erdös L, Krüger TH, Nemish Y. 2021. Scattering in quantum dots via noncommutative rational functions. Annales Henri Poincaré . 22, 4205–4269. mla: Erdös, László, et al. “Scattering in Quantum Dots via Noncommutative Rational Functions.” Annales Henri Poincaré , vol. 22, Springer Nature, 2021, pp. 4205–4269, doi:10.1007/s00023-021-01085-6. short: L. Erdös, T.H. Krüger, Y. Nemish, Annales Henri Poincaré 22 (2021) 4205–4269. date_created: 2021-08-15T22:01:29Z date_published: 2021-12-01T00:00:00Z date_updated: 2023-08-11T10:31:48Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00023-021-01085-6 ec_funded: 1 external_id: arxiv: - '1911.05112' isi: - '000681531500001' file: - access_level: open_access checksum: 8d6bac0e2b0a28539608b0538a8e3b38 content_type: application/pdf creator: dernst date_created: 2022-05-12T12:50:27Z date_updated: 2022-05-12T12:50:27Z file_id: '11365' file_name: 2021_AnnHenriPoincare_Erdoes.pdf file_size: 1162454 relation: main_file success: 1 file_date_updated: 2022-05-12T12:50:27Z has_accepted_license: '1' intvolume: ' 22' isi: 1 language: - iso: eng month: '12' oa: 1 oa_version: Published Version page: 4205–4269 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems 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: Scattering in quantum dots via noncommutative rational functions 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: 22 year: '2021' ... --- _id: '10221' abstract: - lang: eng text: We prove that any deterministic matrix is approximately the identity in the eigenbasis of a large random Wigner matrix with very high probability and with an optimal error inversely proportional to the square root of the dimension. Our theorem thus rigorously verifies the Eigenstate Thermalisation Hypothesis by Deutsch (Phys Rev A 43:2046–2049, 1991) for the simplest chaotic quantum system, the Wigner ensemble. In mathematical terms, we prove the strong form of Quantum Unique Ergodicity (QUE) with an optimal convergence rate for all eigenvectors simultaneously, generalizing previous probabilistic QUE results in Bourgade and Yau (Commun Math Phys 350:231–278, 2017) and Bourgade et al. (Commun Pure Appl Math 73:1526–1596, 2020). acknowledgement: Open 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. Eigenstate thermalization hypothesis for Wigner matrices. Communications in Mathematical Physics. 2021;388(2):1005–1048. doi:10.1007/s00220-021-04239-z apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Eigenstate thermalization hypothesis for Wigner matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-021-04239-z chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Eigenstate Thermalization Hypothesis for Wigner Matrices.” Communications in Mathematical Physics. Springer Nature, 2021. https://doi.org/10.1007/s00220-021-04239-z. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Eigenstate thermalization hypothesis for Wigner matrices,” Communications in Mathematical Physics, vol. 388, no. 2. Springer Nature, pp. 1005–1048, 2021. ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Eigenstate thermalization hypothesis for Wigner matrices. Communications in Mathematical Physics. 388(2), 1005–1048. mla: Cipolloni, Giorgio, et al. “Eigenstate Thermalization Hypothesis for Wigner Matrices.” Communications in Mathematical Physics, vol. 388, no. 2, Springer Nature, 2021, pp. 1005–1048, doi:10.1007/s00220-021-04239-z. short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics 388 (2021) 1005–1048. date_created: 2021-11-07T23:01:25Z date_published: 2021-10-29T00:00:00Z date_updated: 2023-08-14T10:29:49Z day: '29' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00220-021-04239-z external_id: arxiv: - '2012.13215' isi: - '000712232700001' file: - access_level: open_access checksum: a2c7b6f5d23b5453cd70d1261272283b content_type: application/pdf creator: cchlebak date_created: 2022-02-02T10:19:55Z date_updated: 2022-02-02T10:19:55Z file_id: '10715' file_name: 2021_CommunMathPhys_Cipolloni.pdf file_size: 841426 relation: main_file success: 1 file_date_updated: 2022-02-02T10:19:55Z has_accepted_license: '1' intvolume: ' 388' isi: 1 issue: '2' language: - iso: eng month: '10' oa: 1 oa_version: Published Version page: 1005–1048 project: - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund 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: Eigenstate thermalization hypothesis 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: 388 year: '2021' ... --- _id: '9022' abstract: - lang: eng text: "In the first part of the thesis we consider Hermitian random matrices. Firstly, we consider sample covariance matrices XX∗ with X having independent identically distributed (i.i.d.) centred entries. We prove a Central Limit Theorem for differences of linear statistics of XX∗ and its minor after removing the first column of X. Secondly, we consider Wigner-type matrices and prove that the eigenvalue statistics near cusp singularities of the limiting density of states are universal and that they form a Pearcey process. Since the limiting eigenvalue distribution admits only square root (edge) and cubic root (cusp) singularities, this concludes the third and last remaining case of the Wigner-Dyson-Mehta universality conjecture. The main technical ingredients are an optimal local law at the cusp, and the proof of the fast relaxation to equilibrium of the Dyson Brownian motion in the cusp regime.\r\nIn the second part we consider non-Hermitian matrices X with centred i.i.d. entries. We normalise the entries of X to have variance N −1. It is well known that the empirical eigenvalue density converges to the uniform distribution on the unit disk (circular law). In the first project, we prove universality of the local eigenvalue statistics close to the edge of the spectrum. This is the non-Hermitian analogue of the TracyWidom universality at the Hermitian edge. Technically we analyse the evolution of the spectral distribution of X along the Ornstein-Uhlenbeck flow for very long time\r\n(up to t = +∞). In the second project, we consider linear statistics of eigenvalues for macroscopic test functions f in the Sobolev space H2+ϵ and prove their convergence to the projection of the Gaussian Free Field on the unit disk. We prove this result for non-Hermitian matrices with real or complex entries. The main technical ingredients are: (i) local law for products of two resolvents at different spectral parameters, (ii) analysis of correlated Dyson Brownian motions.\r\nIn the third and final part we discuss the mathematically rigorous application of supersymmetric techniques (SUSY ) to give a lower tail estimate of the lowest singular value of X − z, with z ∈ C. More precisely, we use superbosonisation formula to give an integral representation of the resolvent of (X − z)(X − z)∗ which reduces to two and three contour integrals in the complex and real case, respectively. The rigorous analysis of these integrals is quite challenging since simple saddle point analysis cannot be applied (the main contribution comes from a non-trivial manifold). Our result\r\nimproves classical smoothing inequalities in the regime |z| ≈ 1; this result is essential to prove edge universality for i.i.d. non-Hermitian matrices." acknowledgement: I gratefully acknowledge the financial support from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 665385 and my advisor’s ERC Advanced Grant No. 338804. alternative_title: - ISTA Thesis 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 citation: ama: Cipolloni G. Fluctuations in the spectrum of random matrices. 2021. doi:10.15479/AT:ISTA:9022 apa: Cipolloni, G. (2021). Fluctuations in the spectrum of random matrices. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:9022 chicago: Cipolloni, Giorgio. “Fluctuations in the Spectrum of Random Matrices.” Institute of Science and Technology Austria, 2021. https://doi.org/10.15479/AT:ISTA:9022. ieee: G. Cipolloni, “Fluctuations in the spectrum of random matrices,” Institute of Science and Technology Austria, 2021. ista: Cipolloni G. 2021. Fluctuations in the spectrum of random matrices. Institute of Science and Technology Austria. mla: Cipolloni, Giorgio. Fluctuations in the Spectrum of Random Matrices. Institute of Science and Technology Austria, 2021, doi:10.15479/AT:ISTA:9022. short: G. Cipolloni, Fluctuations in the Spectrum of Random Matrices, Institute of Science and Technology Austria, 2021. date_created: 2021-01-21T18:16:54Z date_published: 2021-01-25T00:00:00Z date_updated: 2023-09-07T13:29:32Z day: '25' ddc: - '510' degree_awarded: PhD department: - _id: GradSch - _id: LaEr doi: 10.15479/AT:ISTA:9022 ec_funded: 1 file: - access_level: open_access checksum: 5a93658a5f19478372523ee232887e2b content_type: application/pdf creator: gcipollo date_created: 2021-01-25T14:19:03Z date_updated: 2021-01-25T14:19:03Z file_id: '9043' file_name: thesis.pdf file_size: 4127796 relation: main_file success: 1 - access_level: closed checksum: e8270eddfe6a988e92a53c88d1d19b8c content_type: application/zip creator: gcipollo date_created: 2021-01-25T14:19:10Z date_updated: 2021-01-25T14:19:10Z file_id: '9044' file_name: Thesis_files.zip file_size: 12775206 relation: source_file file_date_updated: 2021-01-25T14:19:10Z has_accepted_license: '1' language: - iso: eng month: '01' oa: 1 oa_version: Published Version page: '380' project: - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program - _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 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: Fluctuations in the spectrum of random matrices type: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2021' ... --- _id: '15013' abstract: - lang: eng text: We consider random n×n matrices X with independent and centered entries and a general variance profile. We show that the spectral radius of X converges with very high probability to the square root of the spectral radius of the variance matrix of X when n tends to infinity. We also establish the optimal rate of convergence, that is a new result even for general i.i.d. matrices beyond the explicitly solvable Gaussian cases. The main ingredient is the proof of the local inhomogeneous circular law [arXiv:1612.07776] at the spectral edge. acknowledgement: Partially supported by ERC Starting Grant RandMat No. 715539 and the SwissMap grant of Swiss National Science Foundation. Partially supported by ERC Advanced Grant RanMat No. 338804. Partially supported by the Hausdorff Center for Mathematics in Bonn. article_processing_charge: No article_type: original 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. Spectral radius of random matrices with independent entries. Probability and Mathematical Physics. 2021;2(2):221-280. doi:10.2140/pmp.2021.2.221 apa: Alt, J., Erdös, L., & Krüger, T. H. (2021). Spectral radius of random matrices with independent entries. Probability and Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2021.2.221 chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Spectral Radius of Random Matrices with Independent Entries.” Probability and Mathematical Physics. Mathematical Sciences Publishers, 2021. https://doi.org/10.2140/pmp.2021.2.221. ieee: J. Alt, L. Erdös, and T. H. Krüger, “Spectral radius of random matrices with independent entries,” Probability and Mathematical Physics, vol. 2, no. 2. Mathematical Sciences Publishers, pp. 221–280, 2021. ista: Alt J, Erdös L, Krüger TH. 2021. Spectral radius of random matrices with independent entries. Probability and Mathematical Physics. 2(2), 221–280. mla: Alt, Johannes, et al. “Spectral Radius of Random Matrices with Independent Entries.” Probability and Mathematical Physics, vol. 2, no. 2, Mathematical Sciences Publishers, 2021, pp. 221–80, doi:10.2140/pmp.2021.2.221. short: J. Alt, L. Erdös, T.H. Krüger, Probability and Mathematical Physics 2 (2021) 221–280. date_created: 2024-02-18T23:01:03Z date_published: 2021-05-21T00:00:00Z date_updated: 2024-02-19T08:30:00Z day: '21' department: - _id: LaEr doi: 10.2140/pmp.2021.2.221 ec_funded: 1 external_id: arxiv: - '1907.13631' intvolume: ' 2' issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.1907.13631 month: '05' oa: 1 oa_version: Preprint page: 221-280 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Probability and Mathematical Physics publication_identifier: eissn: - 2690-1005 issn: - 2690-0998 publication_status: published publisher: Mathematical Sciences Publishers quality_controlled: '1' scopus_import: '1' status: public title: Spectral radius of random matrices with independent entries type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 2 year: '2021' ... --- _id: '8601' abstract: - lang: eng text: We consider large non-Hermitian real or complex random matrices X with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of the Ginibre ensemble, i.e. when the matrix elements of X are Gaussian. This result is the non-Hermitian counterpart of the universality of the Tracy–Widom distribution at the spectral edges of the Wigner ensemble. 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. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. 2021. doi:10.1007/s00440-020-01003-7 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. Springer Nature. https://doi.org/10.1007/s00440-020-01003-7 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Edge Universality for Non-Hermitian Random Matrices.” Probability Theory and Related Fields. Springer Nature, 2021. https://doi.org/10.1007/s00440-020-01003-7. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Edge universality for non-Hermitian random matrices,” Probability Theory and Related Fields. Springer Nature, 2021. ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. mla: Cipolloni, Giorgio, et al. “Edge Universality for Non-Hermitian Random Matrices.” Probability Theory and Related Fields, Springer Nature, 2021, doi:10.1007/s00440-020-01003-7. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields (2021). date_created: 2020-10-04T22:01:37Z date_published: 2021-02-01T00:00:00Z date_updated: 2024-03-07T15:07:53Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.1007/s00440-020-01003-7 ec_funded: 1 external_id: arxiv: - '1908.00969' isi: - '000572724600002' file: - access_level: open_access checksum: 611ae28d6055e1e298d53a57beb05ef4 content_type: application/pdf creator: dernst date_created: 2020-10-05T14:53:40Z date_updated: 2020-10-05T14:53:40Z file_id: '8612' file_name: 2020_ProbTheory_Cipolloni.pdf file_size: 497032 relation: main_file success: 1 file_date_updated: 2020-10-05T14:53:40Z has_accepted_license: '1' isi: 1 language: - iso: eng month: '02' oa: 1 oa_version: Published Version project: - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund - _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: Probability Theory and Related Fields publication_identifier: eissn: - '14322064' issn: - '01788051' publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Edge universality for non-Hermitian 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: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 year: '2021' ... --- _id: '7389' abstract: - lang: eng text: "Recently Kloeckner described the structure of the isometry group of the quadratic Wasserstein space W_2(R^n). It turned out that the case of the real line is exceptional in the sense that there exists an exotic isometry flow. Following this line of investigation, we compute Isom(W_p(R)), the isometry group of the Wasserstein space\r\nW_p(R) for all p \\in [1,\\infty) \\setminus {2}. We show that W_2(R) is also exceptional regarding the\r\nparameter p: W_p(R) is isometrically rigid if and only if p is not equal to 2. Regarding the underlying\r\nspace, we prove that the exceptionality of p = 2 disappears if we replace R by the compact\r\ninterval [0,1]. Surprisingly, in that case, W_p([0,1]) is isometrically rigid if and only if\r\np is not equal to 1. Moreover, W_1([0,1]) admits isometries that split mass, and Isom(W_1([0,1]))\r\ncannot be embedded into Isom(W_1(R))." article_processing_charge: No article_type: original author: - first_name: Gyorgy Pal full_name: Geher, Gyorgy Pal last_name: Geher - first_name: Tamas full_name: Titkos, Tamas last_name: Titkos - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Geher GP, Titkos T, Virosztek D. Isometric study of Wasserstein spaces - the real line. Transactions of the American Mathematical Society. 2020;373(8):5855-5883. doi:10.1090/tran/8113 apa: Geher, G. P., Titkos, T., & Virosztek, D. (2020). Isometric study of Wasserstein spaces - the real line. Transactions of the American Mathematical Society. American Mathematical Society. https://doi.org/10.1090/tran/8113 chicago: Geher, Gyorgy Pal, Tamas Titkos, and Daniel Virosztek. “Isometric Study of Wasserstein Spaces - the Real Line.” Transactions of the American Mathematical Society. American Mathematical Society, 2020. https://doi.org/10.1090/tran/8113. ieee: G. P. Geher, T. Titkos, and D. Virosztek, “Isometric study of Wasserstein spaces - the real line,” Transactions of the American Mathematical Society, vol. 373, no. 8. American Mathematical Society, pp. 5855–5883, 2020. ista: Geher GP, Titkos T, Virosztek D. 2020. Isometric study of Wasserstein spaces - the real line. Transactions of the American Mathematical Society. 373(8), 5855–5883. mla: Geher, Gyorgy Pal, et al. “Isometric Study of Wasserstein Spaces - the Real Line.” Transactions of the American Mathematical Society, vol. 373, no. 8, American Mathematical Society, 2020, pp. 5855–83, doi:10.1090/tran/8113. short: G.P. Geher, T. Titkos, D. Virosztek, Transactions of the American Mathematical Society 373 (2020) 5855–5883. date_created: 2020-01-29T10:20:46Z date_published: 2020-08-01T00:00:00Z date_updated: 2023-08-17T14:31:03Z day: '01' ddc: - '515' department: - _id: LaEr doi: 10.1090/tran/8113 ec_funded: 1 external_id: arxiv: - '2002.00859' isi: - '000551418100018' intvolume: ' 373' isi: 1 issue: '8' keyword: - Wasserstein space - isometric embeddings - isometric rigidity - exotic isometry flow language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/2002.00859 month: '08' oa: 1 oa_version: Preprint page: 5855-5883 project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability publication: Transactions of the American Mathematical Society publication_identifier: eissn: - '10886850' issn: - '00029947' publication_status: published publisher: American Mathematical Society quality_controlled: '1' status: public title: Isometric study of Wasserstein spaces - the real line type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 373 year: '2020' ... --- _id: '7512' abstract: - lang: eng text: We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the eigenvalue density on scales just above the eigenvalue spacing follows the global density of states which is determined by free probability theory. We prove that these conditions hold for general homogeneous polynomials of degree two and for symmetrized products of independent matrices with i.i.d. entries, thus establishing the optimal bulk local law for these classes of ensembles. In particular, we generalize a similar result of Anderson for anticommutator. For more general polynomials our conditions are effectively checkable numerically. acknowledgement: "The authors are grateful to Oskari Ajanki for his invaluable help at the initial stage of this project, to Serban Belinschi for useful discussions, to Alexander Tikhomirov for calling our attention to the model example in Section 6.2 and to the anonymous referee for suggesting to simplify certain proofs. Erdös: Partially funded by ERC Advanced Grant RANMAT No. 338804\r\n" article_number: '108507' 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: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - first_name: Yuriy full_name: Nemish, Yuriy id: 4D902E6A-F248-11E8-B48F-1D18A9856A87 last_name: Nemish orcid: 0000-0002-7327-856X citation: ama: Erdös L, Krüger TH, Nemish Y. Local laws for polynomials of Wigner matrices. Journal of Functional Analysis. 2020;278(12). doi:10.1016/j.jfa.2020.108507 apa: Erdös, L., Krüger, T. H., & Nemish, Y. (2020). Local laws for polynomials of Wigner matrices. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2020.108507 chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Local Laws for Polynomials of Wigner Matrices.” Journal of Functional Analysis. Elsevier, 2020. https://doi.org/10.1016/j.jfa.2020.108507. ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Local laws for polynomials of Wigner matrices,” Journal of Functional Analysis, vol. 278, no. 12. Elsevier, 2020. ista: Erdös L, Krüger TH, Nemish Y. 2020. Local laws for polynomials of Wigner matrices. Journal of Functional Analysis. 278(12), 108507. mla: Erdös, László, et al. “Local Laws for Polynomials of Wigner Matrices.” Journal of Functional Analysis, vol. 278, no. 12, 108507, Elsevier, 2020, doi:10.1016/j.jfa.2020.108507. short: L. Erdös, T.H. Krüger, Y. Nemish, Journal of Functional Analysis 278 (2020). date_created: 2020-02-23T23:00:36Z date_published: 2020-07-01T00:00:00Z date_updated: 2023-08-18T06:36:10Z day: '01' department: - _id: LaEr doi: 10.1016/j.jfa.2020.108507 ec_funded: 1 external_id: arxiv: - '1804.11340' isi: - '000522798900001' intvolume: ' 278' isi: 1 issue: '12' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.11340 month: '07' 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: Journal of Functional Analysis publication_identifier: eissn: - '10960783' issn: - '00221236' publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: Local laws for polynomials of Wigner matrices type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 278 year: '2020' ... --- _id: '7618' abstract: - lang: eng text: 'This short note aims to study quantum Hellinger distances investigated recently by Bhatia et al. (Lett Math Phys 109:1777–1804, 2019) with a particular emphasis on barycenters. We introduce the family of generalized quantum Hellinger divergences that are of the form ϕ(A,B)=Tr((1−c)A+cB−AσB), where σ is an arbitrary Kubo–Ando mean, and c∈(0,1) is the weight of σ. We note that these divergences belong to the family of maximal quantum f-divergences, and hence are jointly convex, and satisfy the data processing inequality. We derive a characterization of the barycenter of finitely many positive definite operators for these generalized quantum Hellinger divergences. We note that the characterization of the barycenter as the weighted multivariate 1/2-power mean, that was claimed in Bhatia et al. (2019), is true in the case of commuting operators, but it is not correct in the general case. ' acknowledgement: "J. Pitrik was supported by the Hungarian Academy of Sciences Lendület-Momentum Grant for Quantum\r\nInformation Theory, No. 96 141, and by the Hungarian National Research, Development and Innovation\r\nOffice (NKFIH) via Grants Nos. K119442, K124152 and KH129601. D. Virosztek was supported by the\r\nISTFELLOW program of the Institute of Science and Technology Austria (Project Code IC1027FELL01),\r\nby the European Union’s Horizon 2020 research and innovation program under the Marie\r\nSklodowska-Curie Grant Agreement No. 846294, and partially supported by the Hungarian National\r\nResearch, Development and Innovation Office (NKFIH) via Grants Nos. K124152 and KH129601.\r\nWe are grateful to Milán Mosonyi for drawing our attention to Ref.’s [6,14,15,17,\r\n20,21], for comments on earlier versions of this paper, and for several discussions on the topic. We are\r\nalso grateful to Miklós Pálfia for several discussions; to László Erdös for his essential suggestions on the\r\nstructure and highlights of this paper, and for his comments on earlier versions; and to the anonymous\r\nreferee for his/her valuable comments and suggestions." article_processing_charge: No article_type: original author: - first_name: Jozsef full_name: Pitrik, Jozsef last_name: Pitrik - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: Pitrik J, Virosztek D. Quantum Hellinger distances revisited. Letters in Mathematical Physics. 2020;110(8):2039-2052. doi:10.1007/s11005-020-01282-0 apa: Pitrik, J., & Virosztek, D. (2020). Quantum Hellinger distances revisited. Letters in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s11005-020-01282-0 chicago: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.” Letters in Mathematical Physics. Springer Nature, 2020. https://doi.org/10.1007/s11005-020-01282-0. ieee: J. Pitrik and D. Virosztek, “Quantum Hellinger distances revisited,” Letters in Mathematical Physics, vol. 110, no. 8. Springer Nature, pp. 2039–2052, 2020. ista: Pitrik J, Virosztek D. 2020. Quantum Hellinger distances revisited. Letters in Mathematical Physics. 110(8), 2039–2052. mla: Pitrik, Jozsef, and Daniel Virosztek. “Quantum Hellinger Distances Revisited.” Letters in Mathematical Physics, vol. 110, no. 8, Springer Nature, 2020, pp. 2039–52, doi:10.1007/s11005-020-01282-0. short: J. Pitrik, D. Virosztek, Letters in Mathematical Physics 110 (2020) 2039–2052. date_created: 2020-03-25T15:57:48Z date_published: 2020-08-01T00:00:00Z date_updated: 2023-08-18T10:17:26Z day: '01' department: - _id: LaEr doi: 10.1007/s11005-020-01282-0 ec_funded: 1 external_id: arxiv: - '1903.10455' isi: - '000551556000002' intvolume: ' 110' isi: 1 issue: '8' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1903.10455 month: '08' oa: 1 oa_version: Preprint page: 2039-2052 project: - _id: 26A455A6-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '846294' name: Geometric study of Wasserstein spaces and free probability - _id: 25681D80-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '291734' name: International IST Postdoc Fellowship Programme publication: Letters in Mathematical Physics publication_identifier: eissn: - 1573-0530 issn: - 0377-9017 publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: Quantum Hellinger distances revisited type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 110 year: '2020' ... --- _id: '9104' abstract: - lang: eng text: We consider the free additive convolution of two probability measures μ and ν on the real line and show that μ ⊞ v is supported on a single interval if μ and ν each has single interval support. Moreover, the density of μ ⊞ ν is proven to vanish as a square root near the edges of its support if both μ and ν have power law behavior with exponents between −1 and 1 near their edges. In particular, these results show the ubiquity of the conditions in our recent work on optimal local law at the spectral edges for addition of random matrices [5]. acknowledgement: "Supported in part by Hong Kong RGC Grant ECS 26301517.\r\nSupported in part by ERC Advanced Grant RANMAT No. 338804.\r\nSupported in part by the Knut and Alice Wallenberg Foundation and the Swedish Research Council Grant VR-2017-05195." article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin id: 434AD0AE-F248-11E8-B48F-1D18A9856A87 last_name: Schnelli orcid: 0000-0003-0954-3231 citation: ama: Bao Z, Erdös L, Schnelli K. On the support of the free additive convolution. Journal d’Analyse Mathematique. 2020;142:323-348. doi:10.1007/s11854-020-0135-2 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). On the support of the free additive convolution. Journal d’Analyse Mathematique. Springer Nature. https://doi.org/10.1007/s11854-020-0135-2 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique. Springer Nature, 2020. https://doi.org/10.1007/s11854-020-0135-2. ieee: Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,” Journal d’Analyse Mathematique, vol. 142. Springer Nature, pp. 323–348, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. On the support of the free additive convolution. Journal d’Analyse Mathematique. 142, 323–348. mla: Bao, Zhigang, et al. “On the Support of the Free Additive Convolution.” Journal d’Analyse Mathematique, vol. 142, Springer Nature, 2020, pp. 323–48, doi:10.1007/s11854-020-0135-2. short: Z. Bao, L. Erdös, K. Schnelli, Journal d’Analyse Mathematique 142 (2020) 323–348. date_created: 2021-02-07T23:01:15Z date_published: 2020-11-01T00:00:00Z date_updated: 2023-08-24T11:16:03Z day: '01' department: - _id: LaEr doi: 10.1007/s11854-020-0135-2 ec_funded: 1 external_id: arxiv: - '1804.11199' isi: - '000611879400008' intvolume: ' 142' isi: 1 language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.11199 month: '11' oa: 1 oa_version: Preprint page: 323-348 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Journal d'Analyse Mathematique publication_identifier: eissn: - '15658538' issn: - '00217670' publication_status: published publisher: Springer Nature quality_controlled: '1' scopus_import: '1' status: public title: On the support of the free additive convolution type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 142 year: '2020' ... --- _id: '10862' abstract: - lang: eng text: We consider the sum of two large Hermitian matrices A and B with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is asymptotically given by the free additive convolution of the laws of A and B as the dimension of the matrix increases. This implies optimal rigidity of the eigenvalues and optimal rate of convergence in Voiculescu's theorem. Our previous works [4], [5] established these results in the bulk spectrum, the current paper completely settles the problem at the spectral edges provided they have the typical square-root behavior. The key element of our proof is to compensate the deterioration of the stability of the subordination equations by sharp error estimates that properly account for the local density near the edge. Our results also hold if the Haar unitary matrix is replaced by the Haar orthogonal matrix. acknowledgement: Partially supported by ERC Advanced Grant RANMAT No. 338804. article_number: '108639' article_processing_charge: No article_type: original author: - first_name: Zhigang full_name: Bao, Zhigang id: 442E6A6C-F248-11E8-B48F-1D18A9856A87 last_name: Bao orcid: 0000-0003-3036-1475 - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 - first_name: Kevin full_name: Schnelli, Kevin last_name: Schnelli citation: ama: Bao Z, Erdös L, Schnelli K. Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. 2020;279(7). doi:10.1016/j.jfa.2020.108639 apa: Bao, Z., Erdös, L., & Schnelli, K. (2020). Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2020.108639 chicago: Bao, Zhigang, László Erdös, and Kevin Schnelli. “Spectral Rigidity for Addition of Random Matrices at the Regular Edge.” Journal of Functional Analysis. Elsevier, 2020. https://doi.org/10.1016/j.jfa.2020.108639. ieee: Z. Bao, L. Erdös, and K. Schnelli, “Spectral rigidity for addition of random matrices at the regular edge,” Journal of Functional Analysis, vol. 279, no. 7. Elsevier, 2020. ista: Bao Z, Erdös L, Schnelli K. 2020. Spectral rigidity for addition of random matrices at the regular edge. Journal of Functional Analysis. 279(7), 108639. mla: Bao, Zhigang, et al. “Spectral Rigidity for Addition of Random Matrices at the Regular Edge.” Journal of Functional Analysis, vol. 279, no. 7, 108639, Elsevier, 2020, doi:10.1016/j.jfa.2020.108639. short: Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 279 (2020). date_created: 2022-03-18T10:18:59Z date_published: 2020-10-15T00:00:00Z date_updated: 2023-08-24T14:08:42Z day: '15' department: - _id: LaEr doi: 10.1016/j.jfa.2020.108639 ec_funded: 1 external_id: arxiv: - '1708.01597' isi: - '000559623200009' intvolume: ' 279' isi: 1 issue: '7' keyword: - Analysis language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1708.01597 month: '10' 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: Journal of Functional Analysis publication_identifier: issn: - 0022-1236 publication_status: published publisher: Elsevier quality_controlled: '1' scopus_import: '1' status: public title: Spectral rigidity for addition of random matrices at the regular edge type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 279 year: '2020' ... --- _id: '6488' abstract: - lang: eng text: We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix W˜ and its minor W. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of W˜ and W. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices, the fluctuation may entirely vanish. article_number: '2050006' 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 citation: ama: 'Cipolloni G, Erdös L. Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. 2020;9(3). doi:10.1142/S2010326320500069' apa: 'Cipolloni, G., & Erdös, L. (2020). Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. World Scientific Publishing. https://doi.org/10.1142/S2010326320500069' chicago: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application. World Scientific Publishing, 2020. https://doi.org/10.1142/S2010326320500069.' ieee: 'G. Cipolloni and L. Erdös, “Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices,” Random Matrices: Theory and Application, vol. 9, no. 3. World Scientific Publishing, 2020.' ista: 'Cipolloni G, Erdös L. 2020. Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Random Matrices: Theory and Application. 9(3), 2050006.' mla: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application, vol. 9, no. 3, 2050006, World Scientific Publishing, 2020, doi:10.1142/S2010326320500069.' short: 'G. Cipolloni, L. Erdös, Random Matrices: Theory and Application 9 (2020).' date_created: 2019-05-26T21:59:14Z date_published: 2020-07-01T00:00:00Z date_updated: 2023-08-28T08:38:48Z day: '01' department: - _id: LaEr doi: 10.1142/S2010326320500069 ec_funded: 1 external_id: arxiv: - '1806.08751' isi: - '000547464400001' intvolume: ' 9' isi: 1 issue: '3' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1806.08751 month: '07' 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 - _id: 2564DBCA-B435-11E9-9278-68D0E5697425 call_identifier: H2020 grant_number: '665385' name: International IST Doctoral Program publication: 'Random Matrices: Theory and Application' publication_identifier: eissn: - '20103271' issn: - '20103263' publication_status: published publisher: World Scientific Publishing quality_controlled: '1' scopus_import: '1' status: public title: Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices type: journal_article user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8 volume: 9 year: '2020' ... --- _id: '6185' abstract: - lang: eng text: For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are universal and form a Pearcey process. Since the density of states typically exhibits only square root or cubic root cusp singularities, our work complements previous results on the bulk and edge universality and it thus completes the resolution of the Wigner–Dyson–Mehta universality conjecture for the last remaining universality type in the complex Hermitian class. Our analysis holds not only for exact cusps, but approximate cusps as well, where an extended Pearcey process emerges. As a main technical ingredient we prove an optimal local law at the cusp for both symmetry classes. This result is also the key input in the companion paper (Cipolloni et al. in Pure Appl Anal, 2018. arXiv:1811.04055) where the cusp universality for real symmetric Wigner-type matrices is proven. The novel cusp fluctuation mechanism is also essential for the recent results on the spectral radius of non-Hermitian random matrices (Alt et al. in Spectral radius of random matrices with independent entries, 2019. arXiv:1907.13631), and the non-Hermitian edge universality (Cipolloni et al. in Edge universality for non-Hermitian random matrices, 2019. arXiv:1908.00969). acknowledgement: Open access funding provided by Institute of Science and Technology (IST Austria). The authors are very grateful to Johannes Alt for numerous discussions on the Dyson equation and for his invaluable help in adjusting [10] to the needs of the present work. article_processing_charge: Yes (via OA deal) 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: Torben H full_name: Krüger, Torben H id: 3020C786-F248-11E8-B48F-1D18A9856A87 last_name: Krüger orcid: 0000-0002-4821-3297 - 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, Krüger TH, Schröder DJ. Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. 2020;378:1203-1278. doi:10.1007/s00220-019-03657-4' apa: 'Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-019-03657-4' chicago: 'Erdös, László, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” Communications in Mathematical Physics. Springer Nature, 2020. https://doi.org/10.1007/s00220-019-03657-4.' ieee: 'L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random matrices I: Local law and the complex Hermitian case,” Communications in Mathematical Physics, vol. 378. Springer Nature, pp. 1203–1278, 2020.' ista: 'Erdös L, Krüger TH, Schröder DJ. 2020. Cusp universality for random matrices I: Local law and the complex Hermitian case. Communications in Mathematical Physics. 378, 1203–1278.' mla: 'Erdös, László, et al. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” Communications in Mathematical Physics, vol. 378, Springer Nature, 2020, pp. 1203–78, doi:10.1007/s00220-019-03657-4.' short: L. Erdös, T.H. Krüger, D.J. Schröder, Communications in Mathematical Physics 378 (2020) 1203–1278. date_created: 2019-03-28T10:21:15Z date_published: 2020-09-01T00:00:00Z date_updated: 2023-09-07T12:54:12Z day: '01' ddc: - '530' - '510' department: - _id: LaEr doi: 10.1007/s00220-019-03657-4 ec_funded: 1 external_id: arxiv: - '1809.03971' isi: - '000529483000001' file: - access_level: open_access checksum: c3a683e2afdcea27afa6880b01e53dc2 content_type: application/pdf creator: dernst date_created: 2020-11-18T11:14:37Z date_updated: 2020-11-18T11:14:37Z file_id: '8771' file_name: 2020_CommMathPhysics_Erdoes.pdf file_size: 2904574 relation: main_file success: 1 file_date_updated: 2020-11-18T11:14:37Z has_accepted_license: '1' intvolume: ' 378' isi: 1 language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1203-1278 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems - _id: B67AFEDC-15C9-11EA-A837-991A96BB2854 name: IST Austria Open Access Fund publication: Communications in Mathematical Physics publication_identifier: eissn: - 1432-0916 issn: - 0010-3616 publication_status: published publisher: Springer Nature quality_controlled: '1' related_material: record: - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: 'Cusp universality for random matrices I: Local law and the complex Hermitian case' 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: 378 year: '2020' ... --- _id: '14694' abstract: - lang: eng text: We study the unique solution m of the Dyson equation \( -m(z)^{-1} = z\1 - a + S[m(z)] \) on a von Neumann algebra A with the constraint Imm≥0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of A and S is a positivity-preserving linear operator on A. We show that m is the Stieltjes transform of a compactly supported A-valued measure on R. Under suitable assumptions, we establish that this measure has a uniformly 1/3-Hölder continuous density with respect to the Lebesgue measure, which is supported on finitely many intervals, called bands. In fact, the density is analytic inside the bands with a square-root growth at the edges and internal cubic root cusps whenever the gap between two bands vanishes. The shape of these singularities is universal and no other singularity may occur. We give a precise asymptotic description of m near the singular points. These asymptotics generalize the analysis at the regular edges given in the companion paper on the Tracy-Widom universality for the edge eigenvalue statistics for correlated random matrices [the first author et al., Ann. Probab. 48, No. 2, 963--1001 (2020; Zbl 1434.60017)] and they play a key role in the proof of the Pearcey universality at the cusp for Wigner-type matrices [G. Cipolloni et al., Pure Appl. Anal. 1, No. 4, 615--707 (2019; Zbl 07142203); the second author et al., Commun. Math. Phys. 378, No. 2, 1203--1278 (2020; Zbl 07236118)]. We also extend the finite dimensional band mass formula from [the first author et al., loc. cit.] to the von Neumann algebra setting by showing that the spectral mass of the bands is topologically rigid under deformations and we conclude that these masses are quantized in some important cases. article_processing_charge: Yes article_type: original 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. Documenta Mathematica. 2020;25:1421-1539. doi:10.4171/dm/780' apa: 'Alt, J., Erdös, L., & Krüger, T. H. (2020). The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. EMS Press. https://doi.org/10.4171/dm/780' chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica. EMS Press, 2020. https://doi.org/10.4171/dm/780.' ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy: Spectral bands, edges and cusps,” Documenta Mathematica, vol. 25. EMS Press, pp. 1421–1539, 2020.' ista: 'Alt J, Erdös L, Krüger TH. 2020. The Dyson equation with linear self-energy: Spectral bands, edges and cusps. Documenta Mathematica. 25, 1421–1539.' mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica, vol. 25, EMS Press, 2020, pp. 1421–539, doi:10.4171/dm/780.' short: J. Alt, L. Erdös, T.H. Krüger, Documenta Mathematica 25 (2020) 1421–1539. date_created: 2023-12-18T10:37:43Z date_published: 2020-09-01T00:00:00Z date_updated: 2023-12-18T10:46:09Z day: '01' ddc: - '510' department: - _id: LaEr doi: 10.4171/dm/780 external_id: arxiv: - '1804.07752' file: - access_level: open_access checksum: 12aacc1d63b852ff9a51c1f6b218d4a6 content_type: application/pdf creator: dernst date_created: 2023-12-18T10:42:32Z date_updated: 2023-12-18T10:42:32Z file_id: '14695' file_name: 2020_DocumentaMathematica_Alt.pdf file_size: 1374708 relation: main_file success: 1 file_date_updated: 2023-12-18T10:42:32Z has_accepted_license: '1' intvolume: ' 25' keyword: - General Mathematics language: - iso: eng month: '09' oa: 1 oa_version: Published Version page: 1421-1539 publication: Documenta Mathematica publication_identifier: eissn: - 1431-0643 issn: - 1431-0635 publication_status: published publisher: EMS Press quality_controlled: '1' related_material: record: - id: '6183' relation: earlier_version status: public status: public title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps' 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: 25 year: '2020' ... --- _id: '6184' abstract: - lang: eng text: We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models. article_processing_charge: No article_type: original 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 - 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: 'Alt J, Erdös L, Krüger TH, Schröder DJ. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 2020;48(2):963-1001. doi:10.1214/19-AOP1379' apa: 'Alt, J., Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Correlated random matrices: Band rigidity and edge universality. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/19-AOP1379' chicago: 'Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/19-AOP1379.' ieee: 'J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices: Band rigidity and edge universality,” Annals of Probability, vol. 48, no. 2. Institute of Mathematical Statistics, pp. 963–1001, 2020.' ista: 'Alt J, Erdös L, Krüger TH, Schröder DJ. 2020. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 48(2), 963–1001.' mla: 'Alt, Johannes, et al. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability, vol. 48, no. 2, Institute of Mathematical Statistics, 2020, pp. 963–1001, doi:10.1214/19-AOP1379.' short: J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, Annals of Probability 48 (2020) 963–1001. date_created: 2019-03-28T09:20:08Z date_published: 2020-03-01T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '01' department: - _id: LaEr doi: 10.1214/19-AOP1379 ec_funded: 1 external_id: arxiv: - '1804.07744' isi: - '000528269100013' intvolume: ' 48' isi: 1 issue: '2' language: - iso: eng main_file_link: - open_access: '1' url: https://arxiv.org/abs/1804.07744 month: '03' oa: 1 oa_version: Preprint page: 963-1001 project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication: Annals of Probability publication_identifier: issn: - 0091-1798 publication_status: published publisher: Institute of Mathematical Statistics quality_controlled: '1' related_material: record: - id: '149' relation: dissertation_contains status: public - id: '6179' relation: dissertation_contains status: public scopus_import: '1' status: public title: 'Correlated random matrices: Band rigidity and edge universality' type: journal_article user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87 volume: 48 year: '2020' ... --- _id: '15063' abstract: - lang: eng text: We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal lower tail estimate on this singular value in the critical regime where z is around the spectral edge, thus improving the classical bound of Sankar, Spielman and Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395). acknowledgement: Partially supported by ERC Advanced Grant No. 338804. This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No. 66538 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 lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 2020;1(1):101-146. doi:10.2140/pmp.2020.1.101 apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2020). Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2020.1.101 chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics. Mathematical Sciences Publishers, 2020. https://doi.org/10.2140/pmp.2020.1.101. ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least singular value of the shifted Ginibre ensemble,” Probability and Mathematical Physics, vol. 1, no. 1. Mathematical Sciences Publishers, pp. 101–146, 2020. ista: Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics. 1(1), 101–146. mla: Cipolloni, Giorgio, et al. “Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics, vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:10.2140/pmp.2020.1.101. short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability and Mathematical Physics 1 (2020) 101–146. date_created: 2024-03-04T10:27:57Z date_published: 2020-11-16T00:00:00Z date_updated: 2024-03-04T10:33:15Z day: '16' department: - _id: LaEr doi: 10.2140/pmp.2020.1.101 ec_funded: 1 external_id: arxiv: - '1908.01653' intvolume: ' 1' issue: '1' keyword: - General Medicine language: - iso: eng main_file_link: - open_access: '1' url: https://doi.org/10.48550/arXiv.1908.01653 month: '11' oa: 1 oa_version: Preprint page: 101-146 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: Probability and Mathematical Physics publication_identifier: issn: - 2690-1005 - 2690-0998 publication_status: published publisher: Mathematical Sciences Publishers quality_controlled: '1' scopus_import: '1' status: public title: Optimal lower bound on the least singular value of the shifted Ginibre ensemble type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 1 year: '2020' ... --- _id: '15079' abstract: - lang: eng text: "Large complex systems tend to develop universal patterns that often represent their essential characteristics. For example, the cumulative effects of independent or weakly dependent random variables often yield the Gaussian universality class via the central limit theorem. For non-commutative random variables, e.g. matrices, the Gaussian behavior is often replaced by another universality class, commonly called random matrix statistics. Nearby eigenvalues are strongly correlated, and, remarkably, their correlation structure is universal, depending only on the symmetry type of the matrix. Even more surprisingly, this feature is not restricted to matrices; in fact Eugene Wigner, the pioneer of the field, discovered in the 1950s that distributions of the gaps between energy levels of complicated quantum systems universally follow the same random matrix statistics. This claim has never been rigorously proved for any realistic physical system but experimental data and extensive numerics leave no doubt as to its correctness. Since then random matrices have proved to be extremely useful phenomenological models in a wide range of applications beyond quantum physics that include number theory, statistics, neuroscience, population dynamics, wireless communication and mathematical finance. The ubiquity of random matrices in natural sciences is still a mystery, but recent years have witnessed a breakthrough in the mathematical description of the statistical structure of their spectrum. Random matrices and closely related areas such as log-gases have become an extremely active research area in probability theory.\r\nThis workshop brought together outstanding researchers from a variety of mathematical backgrounds whose areas of research are linked to random matrices. While there are strong links between their motivations, the techniques used by these researchers span a large swath of mathematics, ranging from purely algebraic techniques to stochastic analysis, classical probability theory, operator algebra, supersymmetry, orthogonal polynomials, etc." 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: Friedrich full_name: Götze, Friedrich last_name: Götze - first_name: Alice full_name: Guionnet, Alice last_name: Guionnet citation: ama: Erdös L, Götze F, Guionnet A. Random matrices. Oberwolfach Reports. 2020;16(4):3459-3527. doi:10.4171/owr/2019/56 apa: Erdös, L., Götze, F., & Guionnet, A. (2020). Random matrices. Oberwolfach Reports. European Mathematical Society. https://doi.org/10.4171/owr/2019/56 chicago: Erdös, László, Friedrich Götze, and Alice Guionnet. “Random Matrices.” Oberwolfach Reports. European Mathematical Society, 2020. https://doi.org/10.4171/owr/2019/56. ieee: L. Erdös, F. Götze, and A. Guionnet, “Random matrices,” Oberwolfach Reports, vol. 16, no. 4. European Mathematical Society, pp. 3459–3527, 2020. ista: Erdös L, Götze F, Guionnet A. 2020. Random matrices. Oberwolfach Reports. 16(4), 3459–3527. mla: Erdös, László, et al. “Random Matrices.” Oberwolfach Reports, vol. 16, no. 4, European Mathematical Society, 2020, pp. 3459–527, doi:10.4171/owr/2019/56. short: L. Erdös, F. Götze, A. Guionnet, Oberwolfach Reports 16 (2020) 3459–3527. date_created: 2024-03-05T07:54:44Z date_published: 2020-11-19T00:00:00Z date_updated: 2024-03-12T12:25:18Z day: '19' department: - _id: LaEr doi: 10.4171/owr/2019/56 intvolume: ' 16' issue: '4' language: - iso: eng month: '11' oa_version: None page: 3459-3527 publication: Oberwolfach Reports publication_identifier: issn: - 1660-8933 publication_status: published publisher: European Mathematical Society quality_controlled: '1' status: public title: Random matrices type: journal_article user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 16 year: '2020' ... --- _id: '7035' abstract: - lang: eng text: 'The aim of this short note is to expound one particular issue that was discussed during the talk [10] given at the symposium ”Researches on isometries as preserver problems and related topics” at Kyoto RIMS. That is, the role of Dirac masses by describing the isometry group of various metric spaces of probability measures. This article is of survey character, and it does not contain any essentially new results.From an isometric point of view, in some cases, metric spaces of measures are similar to C(K)-type function spaces. Similarity means here that their isometries are driven by some nice transformations of the underlying space. Of course, it depends on the particular choice of the metric how nice these transformations should be. Sometimes, as we will see, being a homeomorphism is enough to generate an isometry. But sometimes we need more: the transformation must preserve the underlying distance as well. Statements claiming that isometries in questions are necessarily induced by homeomorphisms are called Banach-Stone-type results, while results asserting that the underlying transformation is necessarily an isometry are termed as isometric rigidity results.As Dirac masses can be considered as building bricks of the set of all Borel measures, a natural question arises:Is it enough to understand how an isometry acts on the set of Dirac masses? Does this action extend uniquely to all measures?In what follows, we will thoroughly investigate this question.' article_processing_charge: No author: - first_name: Gyorgy Pal full_name: Geher, Gyorgy Pal last_name: Geher - first_name: Tamas full_name: Titkos, Tamas last_name: Titkos - first_name: Daniel full_name: Virosztek, Daniel id: 48DB45DA-F248-11E8-B48F-1D18A9856A87 last_name: Virosztek orcid: 0000-0003-1109-5511 citation: ama: 'Geher GP, Titkos T, Virosztek D. Dirac masses and isometric rigidity. In: Kyoto RIMS Kôkyûroku. Vol 2125. Research Institute for Mathematical Sciences, Kyoto University; 2019:34-41.' apa: 'Geher, G. P., Titkos, T., & Virosztek, D. (2019). Dirac masses and isometric rigidity. In Kyoto RIMS Kôkyûroku (Vol. 2125, pp. 34–41). Kyoto, Japan: Research Institute for Mathematical Sciences, Kyoto University.' chicago: Geher, Gyorgy Pal, Tamas Titkos, and Daniel Virosztek. “Dirac Masses and Isometric Rigidity.” In Kyoto RIMS Kôkyûroku, 2125:34–41. Research Institute for Mathematical Sciences, Kyoto University, 2019. ieee: G. P. Geher, T. Titkos, and D. Virosztek, “Dirac masses and isometric rigidity,” in Kyoto RIMS Kôkyûroku, Kyoto, Japan, 2019, vol. 2125, pp. 34–41. ista: Geher GP, Titkos T, Virosztek D. 2019. Dirac masses and isometric rigidity. Kyoto RIMS Kôkyûroku. Research on isometries as preserver problems and related topics vol. 2125, 34–41. mla: Geher, Gyorgy Pal, et al. “Dirac Masses and Isometric Rigidity.” Kyoto RIMS Kôkyûroku, vol. 2125, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41. short: G.P. Geher, T. Titkos, D. Virosztek, in:, Kyoto RIMS Kôkyûroku, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41. conference: end_date: 2019-01-30 location: Kyoto, Japan name: Research on isometries as preserver problems and related topics start_date: 2019-01-28 date_created: 2019-11-18T15:39:53Z date_published: 2019-01-30T00:00:00Z date_updated: 2021-01-12T08:11:33Z day: '30' department: - _id: LaEr intvolume: ' 2125' language: - iso: eng main_file_link: - open_access: '1' url: http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku/contents/2125.html month: '01' oa: 1 oa_version: Submitted Version page: 34-41 publication: Kyoto RIMS Kôkyûroku publication_status: published publisher: Research Institute for Mathematical Sciences, Kyoto University quality_controlled: '1' status: public title: Dirac masses and isometric rigidity type: conference user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87 volume: 2125 year: '2019' ...