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65 Publications
2019 | Journal Article | IST-REx-ID: 6488   

Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
G. Cipolloni, L. Erdös, Random Matrices: Theory and Application (2019).
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G. Cipolloni, L. Erdös, Random Matrices: Theory and Application (2019).
2019 | Thesis | IST-REx-ID: 6179
From Dyson to Pearcey: Universal statistics in random matrix theory
D.J. Schröder, From Dyson to Pearcey: Universal Statistics in Random Matrix Theory, IST Austria, 2019.
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D.J. Schröder, From Dyson to Pearcey: Universal Statistics in Random Matrix Theory, IST Austria, 2019.
2019 | Journal Article | IST-REx-ID: 6511   

Local single ring theorem on optimal scale
Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334.
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Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334.
2019 | Journal Article | IST-REx-ID: 405   

Jointly convex quantum Jensen divergences
D. Virosztek, Linear Algebra and Its Applications 576 (2019) 67–78.
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D. Virosztek, Linear Algebra and Its Applications 576 (2019) 67–78.
2019 | Journal Article | IST-REx-ID: 6086   

Singular analytic linear cocycles with negative infinite Lyapunov exponents
C. Sadel, D. Xu, Ergodic Theory and Dynamical Systems 39 (2019) 1082–1098.
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C. Sadel, D. Xu, Ergodic Theory and Dynamical Systems 39 (2019) 1082–1098.
2019 | Journal Article | IST-REx-ID: 6240   

Location of the spectrum of Kronecker random matrices
J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’institut Henri Poincare 55 (2019) 661–696.
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J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’institut Henri Poincare 55 (2019) 661–696.
2019 | Journal Article | IST-REx-ID: 6182   

Random matrices with slow correlation decay
L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma 7 (2019) e8.
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L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma 7 (2019) e8.
2019 | Conference Paper | IST-REx-ID: 7035   

Dirac masses and isometric rigidity
G.P. Geher, T. Titkos, D. Virosztek, in:, Kyoto RIMS Kôkyûroku, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41.
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G.P. Geher, T. Titkos, D. Virosztek, in:, Kyoto RIMS Kôkyûroku, Research Institute for Mathematical Sciences, Kyoto University, 2019, pp. 34–41.
2019 | Journal Article | IST-REx-ID: 6843   

On isometric embeddings of Wasserstein spaces – the discrete case
G.P. Gehér, T. Titkos, D. Virosztek, Journal of Mathematical Analysis and Applications 480 (n.d.).
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G.P. Gehér, T. Titkos, D. Virosztek, Journal of Mathematical Analysis and Applications 480 (n.d.).
2019 | Journal Article | IST-REx-ID: 72   

Limit law of a second class particle in TASEP with non-random initial condition
P. Ferrari, P. Ghosal, P. Nejjar, Annales de l’institut Henri Poincare (B) Probability and Statistics 55 (2019) 1203–1225.
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P. Ferrari, P. Ghosal, P. Nejjar, Annales de l’institut Henri Poincare (B) Probability and Statistics 55 (2019) 1203–1225.
2018 | Journal Article | IST-REx-ID: 181   

Power law decay for systems of randomly coupled differential equations
L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis 50 (2018) 3271–3290.
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L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis 50 (2018) 3271–3290.
2018 | Journal Article | IST-REx-ID: 566   

Local inhomogeneous circular law
J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability 28 (2018) 148–203.
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J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability 28 (2018) 148–203.
2018 | Preprint | IST-REx-ID: 6185   

Cusp universality for random matrices I: Local law and the complex hermitian case
L. Erdös, T.H. Krüger, D.J. Schröder, ArXiv (n.d.).
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L. Erdös, T.H. Krüger, D.J. Schröder, ArXiv (n.d.).
2018 | Thesis | IST-REx-ID: 149
Dyson equation and eigenvalue statistics of random matrices
J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, IST Austria, 2018.
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J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, IST Austria, 2018.
2018 | Preprint | IST-REx-ID: 6186   

Cusp universality for random matrices II: The real symmetric case
G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, ArXiv (n.d.).
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G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, ArXiv (n.d.).
2018 | Journal Article | IST-REx-ID: 284   

Maps on probability measures preserving certain distances - a survey and some new results
D. Virosztek, Acta Scientiarum Mathematicarum (Szeged) 84 (2018) 65–80.
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D. Virosztek, Acta Scientiarum Mathematicarum (Szeged) 84 (2018) 65–80.
2018 | Journal Article | IST-REx-ID: 556   

The free boundary Schur process and applications
D. Betea, J. Bouttier, P. Nejjar, M. Vuletic, Annales Henri Poincare 19 (2018) 3663–3742.
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D. Betea, J. Bouttier, P. Nejjar, M. Vuletic, Annales Henri Poincare 19 (2018) 3663–3742.
2018 | Journal Article | IST-REx-ID: 1012
Fluctuations of rectangular young diagrams of interlacing wigner eigenvalues
L. Erdös, D.J. Schröder, International Mathematics Research Notices 2018 (2018) 3255–3298.
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L. Erdös, D.J. Schröder, International Mathematics Research Notices 2018 (2018) 3255–3298.
2018 | Journal Article | IST-REx-ID: 690   

Local law and Tracy–Widom limit for sparse random matrices
J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018).
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J. Lee, K. Schnelli, Probability Theory and Related Fields 171 (2018).
2018 | Journal Article | IST-REx-ID: 70   

Transition to shocks in TASEP and decoupling of last passage times
P. Nejjar, Latin American Journal of Probability and Mathematical Statistics 15 (2018) 1311–1334.
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P. Nejjar, Latin American Journal of Probability and Mathematical Statistics 15 (2018) 1311–1334.
2018 | Journal Article | IST-REx-ID: 429   

Stability of the matrix Dyson equation and random matrices with correlations
O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields (2018).
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O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields (2018).
2018 | Journal Article | IST-REx-ID: 5971   

Bounds on the norm of Wigner-type random matrices
L. Erdös, P. Mühlbacher, Random Matrices: Theory and Applications (2018).
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L. Erdös, P. Mühlbacher, Random Matrices: Theory and Applications (2018).
2018 | Preprint | IST-REx-ID: 6183   

The Dyson equation with linear self-energy: Spectral bands, edges and cusps
J. Alt, L. Erdös, T.H. Krüger, ArXiv:1804.07752 (n.d.).
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J. Alt, L. Erdös, T.H. Krüger, ArXiv:1804.07752 (n.d.).
2018 | Preprint | IST-REx-ID: 6184   

Correlated random matrices: Band rigidity and edge universality
J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, ArXiv:1804.07744 (n.d.).
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J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, ArXiv:1804.07744 (n.d.).
2017 | Journal Article | IST-REx-ID: 1010
Local law for random Gram matrices
J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017) 25.
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J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017) 25.
2017 | Journal Article | IST-REx-ID: 1337   

Universality for general Wigner-type matrices
O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 169 (2017) 667–727.
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O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 169 (2017) 667–727.
2017 | Journal Article | IST-REx-ID: 1023   

Local law for the product of independent non-Hermitian random matrices with independent entries
Y. Nemish, Electronic Journal of Probability 22 (2017).
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Y. Nemish, Electronic Journal of Probability 22 (2017).
2017 | Journal Article | IST-REx-ID: 1528   

Delocalization for a class of random block band matrices
Z. Bao, L. Erdös, Probability Theory and Related Fields 167 (2017) 673–776.
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Z. Bao, L. Erdös, Probability Theory and Related Fields 167 (2017) 673–776.
2017 | Journal Article | IST-REx-ID: 447   

Fluctuations of the competition interface in presence of shocks
P. Ferrari, P. Nejjar, Revista Latino-Americana de Probabilidade e Estatística 9 (2017) 299–325.
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P. Ferrari, P. Nejjar, Revista Latino-Americana de Probabilidade e Estatística 9 (2017) 299–325.
2017 | Journal Article | IST-REx-ID: 550   

Singularities of the density of states of random Gram matrices
J. Alt, Electronic Communications in Probability 22 (2017) 63.
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J. Alt, Electronic Communications in Probability 22 (2017) 63.
2017 | Book | IST-REx-ID: 567
A dynamical approach to random matrix theory
L. Erdös, H. Yau, A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 2017.
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L. Erdös, H. Yau, A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 2017.
2017 | Journal Article | IST-REx-ID: 721   

Singularities of solutions to quadratic vector equations on the complex upper half plane
O.H. Ajanki, T.H. Krüger, L. Erdös, Communications on Pure and Applied Mathematics 70 (2017) 1672–1705.
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O.H. Ajanki, T.H. Krüger, L. Erdös, Communications on Pure and Applied Mathematics 70 (2017) 1672–1705.
2017 | Journal Article | IST-REx-ID: 733   

Convergence rate for spectral distribution of addition of random matrices
Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291.
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Z. Bao, L. Erdös, K. Schnelli, Advances in Mathematics 319 (2017) 251–291.
2017 | Journal Article | IST-REx-ID: 1207   

Local law of addition of random matrices on optimal scale
Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990.
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Z. Bao, L. Erdös, K. Schnelli, Communications in Mathematical Physics 349 (2017) 947–990.
2017 | Journal Article | IST-REx-ID: 1144
Fluctuations of functions of Wigner matrices
L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017) 86.
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L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017) 86.
2017 | Journal Article | IST-REx-ID: 615   

Universality for random matrix flows with time dependent density
L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656.
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L. Erdös, K. Schnelli, Annales de l’institut Henri Poincare (B) Probability and Statistics 53 (2017) 1606–1656.
2017 | Journal Article | IST-REx-ID: 483   

Universality for a class of random band matrices
P. Bourgade, L. Erdös, H. Yau, J. Yin, Advances in Theoretical and Mathematical Physics 21 (2017) 739–800.
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P. Bourgade, L. Erdös, H. Yau, J. Yin, Advances in Theoretical and Mathematical Physics 21 (2017) 739–800.
2016 | Journal Article | IST-REx-ID: 1434   

Local stability of the free additive convolution
Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016) 672–719.
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Z. Bao, L. Erdös, K. Schnelli, Journal of Functional Analysis 271 (2016) 672–719.
2016 | Journal Article | IST-REx-ID: 1489   

Local spectral statistics of Gaussian matrices with correlated entries
O.H. Ajanki, L. Erdös, T.H. Krüger, Journal of Statistical Physics 163 (2016) 280–302.
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O.H. Ajanki, L. Erdös, T.H. Krüger, Journal of Statistical Physics 163 (2016) 280–302.
2016 | Journal Article | IST-REx-ID: 1219   

Bulk universality for deformed wigner matrices
J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425.
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J. Lee, K. Schnelli, B. Stetler, H. Yau, Annals of Probability 44 (2016) 2349–2425.
2016 | Journal Article | IST-REx-ID: 1257   

A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes
C. Sadel, B. Virág, Communications in Mathematical Physics 343 (2016) 881–919.
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C. Sadel, B. Virág, Communications in Mathematical Physics 343 (2016) 881–919.
2016 | Journal Article | IST-REx-ID: 1157   

Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population
J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839.
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J. Lee, K. Schnelli, Annals of Applied Probability 26 (2016) 3786–3839.
2016 | Journal Article | IST-REx-ID: 1223   

Localization for transversally periodic random potentials on binary trees
R. Froese, D. Lee, C. Sadel, W. Spitzer, G. Stolz, Journal of Spectral Theory 6 (2016) 557–600.
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R. Froese, D. Lee, C. Sadel, W. Spitzer, G. Stolz, Journal of Spectral Theory 6 (2016) 557–600.
2016 | Journal Article | IST-REx-ID: 1280   

Fixed energy universality for generalized wigner matrices
P. Bourgade, L. Erdös, H. Yau, J. Yin, Communications on Pure and Applied Mathematics 69 (2016) 1815–1881.
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P. Bourgade, L. Erdös, H. Yau, J. Yin, Communications on Pure and Applied Mathematics 69 (2016) 1815–1881.
2016 | Journal Article | IST-REx-ID: 1608   

Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel
C. Sadel, Annales Henri Poincare 17 (2016) 1631–1675.
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C. Sadel, Annales Henri Poincare 17 (2016) 1631–1675.
2016 | Journal Article | IST-REx-ID: 1881   

Extremal eigenvalues and eigenvectors of deformed Wigner matrices
J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241.
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J. Lee, K. Schnelli, Probability Theory and Related Fields 164 (2016) 165–241.
2015 | Journal Article | IST-REx-ID: 1508   

Gap universality of generalized Wigner and β ensembles
L. Erdös, H. Yau, Journal of the European Mathematical Society 17 (2015) 1927–2036.
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L. Erdös, H. Yau, Journal of the European Mathematical Society 17 (2015) 1927–2036.
2015 | Journal Article | IST-REx-ID: 1585
Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices
Z. Bao, G. Pan, W. Zhou, IEEE Transactions on Information Theory 61 (2015) 3413–3426.
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Z. Bao, G. Pan, W. Zhou, IEEE Transactions on Information Theory 61 (2015) 3413–3426.
2015 | Journal Article | IST-REx-ID: 1674   

Edge universality for deformed Wigner matrices
J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015).
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J. Lee, K. Schnelli, Reviews in Mathematical Physics 27 (2015).
2015 | Journal Article | IST-REx-ID: 1864   

The Altshuler–Shklovskii formulas for random band matrices II: The general case
L. Erdös, A. Knowles, Annales Henri Poincare 16 (2015) 709–799.
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L. Erdös, A. Knowles, Annales Henri Poincare 16 (2015) 709–799.