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125 Publications

2019 | Journal Article | IST-REx-ID: 6511 | OA
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AOP1284.
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2019 | Journal Article | IST-REx-ID: 6843 | OA
Gehér, György Pál, Tamás Titkos, and Daniel Virosztek. “On Isometric Embeddings of Wasserstein Spaces – the Discrete Case.” Journal of Mathematical Analysis and Applications. Elsevier, 2019. https://doi.org/10.1016/j.jmaa.2019.123435.
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2019 | Journal Article | IST-REx-ID: 7423 | OA
Akemann, Gernot, Tomasz Checinski, Dangzheng Liu, and Eugene Strahov. “Finite Rank Perturbations in Products of Coupled Random Matrices: From One Correlated to Two Wishart Ensembles.” Annales de l’Institut Henri Poincaré, Probabilités et Statistiques. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-aihp888.
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2019 | Journal Article | IST-REx-ID: 6182 | OA
Erdös, László, Torben H Krüger, and Dominik J Schröder. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma. Cambridge University Press, 2019. https://doi.org/10.1017/fms.2019.2.
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2019 | Journal Article | IST-REx-ID: 6186 | OA
Cipolloni, Giorgio, László Erdös, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis . MSP, 2019. https://doi.org/10.2140/paa.2019.1.615.
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2019 | Journal Article | IST-REx-ID: 10879 | OA
Dietlein, Adrian M, Martin Gebert, and Peter Müller. “Perturbations of Continuum Random Schrödinger Operators with Applications to Anderson Orthogonality and the Spectral Shift Function.” Journal of Spectral Theory. European Mathematical Society Publishing House, 2019. https://doi.org/10.4171/jst/267.
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2019 | Journal Article | IST-REx-ID: 72 | OA
Ferrari, Patrick, Promit Ghosal, and Peter Nejjar. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2019. https://doi.org/10.1214/18-AIHP916.
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2019 | Journal Article | IST-REx-ID: 6240 | OA
Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare. Institut Henri Poincaré, 2019. https://doi.org/10.1214/18-AIHP894.
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2019 | Thesis | IST-REx-ID: 6179 | OA
Schröder, Dominik J. “From Dyson to Pearcey: Universal Statistics in Random Matrix Theory.” Institute of Science and Technology Austria, 2019. https://doi.org/10.15479/AT:ISTA:th6179.
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2018 | Journal Article | IST-REx-ID: 690 | OA
Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields. Springer, 2018. https://doi.org/10.1007/s00440-017-0787-8.
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2018 | Journal Article | IST-REx-ID: 566 | OA
Alt, Johannes, László Erdös, and Torben H Krüger. “Local Inhomogeneous Circular Law.” Annals Applied Probability . Institute of Mathematical Statistics, 2018. https://doi.org/10.1214/17-AAP1302.
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2018 | Journal Article | IST-REx-ID: 181 | OA
Erdös, László, Torben H Krüger, and David T Renfrew. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics , 2018. https://doi.org/10.1137/17M1143125.
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2018 | Journal Article | IST-REx-ID: 5971 | OA
Erdös, László, and Peter Mühlbacher. “Bounds on the Norm of Wigner-Type Random Matrices.” Random Matrices: Theory and Applications. World Scientific Publishing, 2018. https://doi.org/10.1142/s2010326319500096.
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2018 | Journal Article | IST-REx-ID: 1012 | OA
Erdös, László, and Dominik J Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices. Oxford University Press, 2018. https://doi.org/10.1093/imrn/rnw330.
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2018 | Journal Article | IST-REx-ID: 70 | OA
Nejjar, Peter. “Transition to Shocks in TASEP and Decoupling of Last Passage Times.” Latin American Journal of Probability and Mathematical Statistics. Instituto Nacional de Matematica Pura e Aplicada, 2018. https://doi.org/10.30757/ALEA.v15-49.
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2018 | Journal Article | IST-REx-ID: 284 | OA
Virosztek, Daniel. “Maps on Probability Measures Preserving Certain Distances - a Survey and Some New Results.” Acta Scientiarum Mathematicarum. Springer Nature, 2018. https://doi.org/10.14232/actasm-018-753-y.
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2018 | Preprint | IST-REx-ID: 6183 | OA
Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv, n.d.
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2018 | Journal Article | IST-REx-ID: 556 | OA
Betea, Dan, Jeremie Bouttier, Peter Nejjar, and Mirjana Vuletic. “The Free Boundary Schur Process and Applications I.” Annales Henri Poincare. Springer Nature, 2018. https://doi.org/10.1007/s00023-018-0723-1.
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2018 | Thesis | IST-REx-ID: 149 | OA
Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.” Institute of Science and Technology Austria, 2018. https://doi.org/10.15479/AT:ISTA:TH_1040.
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2017 | Journal Article | IST-REx-ID: 483 | OA
Bourgade, Paul, László Erdös, Horng Yau, and Jun Yin. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics. International Press, 2017. https://doi.org/10.4310/ATMP.2017.v21.n3.a5.
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2017 | Book | IST-REx-ID: 567
Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28. Courant Lecture Notes. American Mathematical Society, 2017. https://doi.org/10.1090/cln/028.
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2017 | Journal Article | IST-REx-ID: 615 | OA
Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-AIHP765.
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2017 | Journal Article | IST-REx-ID: 721 | OA
Ajanki, Oskari H, Torben H Krüger, and László Erdös. “Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics. Wiley-Blackwell, 2017. https://doi.org/10.1002/cpa.21639.
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2017 | Journal Article | IST-REx-ID: 550 | OA
Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-ECP97.
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2017 | Journal Article | IST-REx-ID: 1144 | OA
Erdös, László, and Dominik J Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-ECP38.
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2017 | Journal Article | IST-REx-ID: 1528 | OA
Bao, Zhigang, and László Erdös. “Delocalization for a Class of Random Block Band Matrices.” Probability Theory and Related Fields. Springer, 2017. https://doi.org/10.1007/s00440-015-0692-y.
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2017 | Journal Article | IST-REx-ID: 1337 | OA
Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Universality for General Wigner-Type Matrices.” Probability Theory and Related Fields. Springer, 2017. https://doi.org/10.1007/s00440-016-0740-2.
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2017 | Journal Article | IST-REx-ID: 1207 | OA
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics. Springer, 2017. https://doi.org/10.1007/s00220-016-2805-6.
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2017 | Journal Article | IST-REx-ID: 1023 | OA
Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP38.
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2017 | Journal Article | IST-REx-ID: 1010 | OA
Alt, Johannes, László Erdös, and Torben H Krüger. “Local Law for Random Gram Matrices.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP42.
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2017 | Journal Article | IST-REx-ID: 733 | OA
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028.
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2017 | Journal Article | IST-REx-ID: 447 | OA
Ferrari, Patrik, and Peter Nejjar. “Fluctuations of the Competition Interface in Presence of Shocks.” Revista Latino-Americana de Probabilidade e Estatística. Instituto Nacional de Matematica Pura e Aplicada, 2017. https://doi.org/10.30757/ALEA.v14-17.
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2016 | Journal Article | IST-REx-ID: 1157 | OA
Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/16-AAP1193.
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2016 | Journal Article | IST-REx-ID: 1219 | OA
Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023.
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2016 | Journal Article | IST-REx-ID: 1223 | OA
Froese, Richard, Darrick Lee, Christian Sadel, Wolfgang Spitzer, and Günter Stolz. “Localization for Transversally Periodic Random Potentials on Binary Trees.” Journal of Spectral Theory. European Mathematical Society, 2016. https://doi.org/10.4171/JST/132.
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2016 | Journal Article | IST-REx-ID: 1257 | OA
Sadel, Christian, and Bálint Virág. “A Central Limit Theorem for Products of Random Matrices and GOE Statistics for the Anderson Model on Long Boxes.” Communications in Mathematical Physics. Springer, 2016. https://doi.org/10.1007/s00220-016-2600-4.
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2016 | Journal Article | IST-REx-ID: 1280 | OA
Bourgade, Paul, László Erdös, Horngtzer Yau, and Jun Yin. “Fixed Energy Universality for Generalized Wigner Matrices.” Communications on Pure and Applied Mathematics. Wiley-Blackwell, 2016. https://doi.org/10.1002/cpa.21624.
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2016 | Journal Article | IST-REx-ID: 1434 | OA
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis. Academic Press, 2016. https://doi.org/10.1016/j.jfa.2016.04.006.
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2016 | Journal Article | IST-REx-ID: 1489 | OA
Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Spectral Statistics of Gaussian Matrices with Correlated Entries.” Journal of Statistical Physics. Springer, 2016. https://doi.org/10.1007/s10955-016-1479-y.
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2016 | Journal Article | IST-REx-ID: 1608 | OA
Sadel, Christian. “Anderson Transition at 2 Dimensional Growth Rate on Antitrees and Spectral Theory for Operators with One Propagating Channel.” Annales Henri Poincare. Birkhäuser, 2016. https://doi.org/10.1007/s00023-015-0456-3.
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2016 | Journal Article | IST-REx-ID: 1881 | OA
Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer, 2016. https://doi.org/10.1007/s00440-014-0610-8.
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2015 | Journal Article | IST-REx-ID: 1505 | OA
Bao, Zhigang, Guangming Pan, and Wang Zhou. “Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population.” Annals of Statistics. Institute of Mathematical Statistics, 2015. https://doi.org/10.1214/14-AOS1281.
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2015 | Journal Article | IST-REx-ID: 1508 | OA
Erdös, László, and Horng Yau. “Gap Universality of Generalized Wigner and β Ensembles.” Journal of the European Mathematical Society. European Mathematical Society, 2015. https://doi.org/10.4171/JEMS/548.
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2015 | Journal Article | IST-REx-ID: 1506 | OA
Bao, Zhigang, Guangming Pan, and Wang Zhou. “The Logarithmic Law of Random Determinant.” Bernoulli. Bernoulli Society for Mathematical Statistics and Probability, 2015. https://doi.org/10.3150/14-BEJ615.
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2015 | Journal Article | IST-REx-ID: 1585
Bao, Zhigang, Guangming Pan, and Wang Zhou. “Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices.” IEEE Transactions on Information Theory. IEEE, 2015. https://doi.org/10.1109/TIT.2015.2421894.
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2015 | Journal Article | IST-REx-ID: 1674 | OA
Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics. World Scientific Publishing, 2015. https://doi.org/10.1142/S0129055X1550018X.
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2015 | Journal Article | IST-REx-ID: 1824 | OA
Knebel, Johannes, Markus Weber, Torben H Krüger, and Erwin Frey. “Evolutionary Games of Condensates in Coupled Birth-Death Processes.” Nature Communications. Nature Publishing Group, 2015. https://doi.org/10.1038/ncomms7977.
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2015 | Journal Article | IST-REx-ID: 1864 | OA
Erdös, László, and Antti Knowles. “The Altshuler–Shklovskii Formulas for Random Band Matrices II: The General Case.” Annales Henri Poincare. Springer, 2015. https://doi.org/10.1007/s00023-014-0333-5.
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2015 | Journal Article | IST-REx-ID: 2166 | OA
Erdös, László, and Antti Knowles. “The Altshuler-Shklovskii Formulas for Random Band Matrices I: The Unimodular Case.” Communications in Mathematical Physics. Springer, 2015. https://doi.org/10.1007/s00220-014-2119-5.
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2015 | Journal Article | IST-REx-ID: 1677 | OA
Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold Symmetry.” Journal of Mathematical Physics. American Institute of Physics, 2015. https://doi.org/10.1063/1.4932606.
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