14 Publications

Mark all

[14]
2023 | Journal Article | IST-REx-ID: 14775 | OA
Schnelli K, Xu Y. 2023. Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices. The Annals of Applied Probability. 33(1), 677–725.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[13]
2022 | Journal Article | IST-REx-ID: 11332 | OA
Schnelli K, Xu Y. 2022. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. 393, 839–907.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[12]
2021 | Journal Article | IST-REx-ID: 9550 | OA
Bao Z, Erdös L, Schnelli K. 2021. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 9, e44.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[11]
2020 | Journal Article | IST-REx-ID: 9104 | OA
Bao Z, Erdös L, Schnelli K. 2020. On the support of the free additive convolution. Journal d’Analyse Mathematique. 142, 323–348.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[10]
2019 | Journal Article | IST-REx-ID: 6511 | OA
Bao Z, Erdös L, Schnelli K. 2019. Local single ring theorem on optimal scale. Annals of Probability. 47(3), 1270–1334.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[9]
2018 | Journal Article | IST-REx-ID: 690 | OA
Lee J, Schnelli K. 2018. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 171(1–2), 543–616.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 
[8]
2017 | Journal Article | IST-REx-ID: 615 | OA
Erdös L, Schnelli K. 2017. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 53(4), 1606–1656.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[7]
2017 | Journal Article | IST-REx-ID: 1207 | OA
Bao Z, Erdös L, Schnelli K. 2017. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 349(3), 947–990.
[Published Version] View | Files available | DOI | WoS
 
[6]
2017 | Journal Article | IST-REx-ID: 733 | OA
Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291.
[Submitted Version] View | DOI | Download Submitted Version (ext.) | WoS
 
[5]
2016 | Journal Article | IST-REx-ID: 1157 | OA
Lee J, Schnelli K. 2016. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 26(6), 3786–3839.
[Preprint] View | DOI | Download Preprint (ext.)
 
[4]
2016 | Journal Article | IST-REx-ID: 1219 | OA
Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425.
[Preprint] View | DOI | Download Preprint (ext.)
 
[3]
2016 | Journal Article | IST-REx-ID: 1434 | OA
Bao Z, Erdös L, Schnelli K. 2016. Local stability of the free additive convolution. Journal of Functional Analysis. 271(3), 672–719.
[Preprint] View | DOI | Download Preprint (ext.)
 
[2]
2016 | Journal Article | IST-REx-ID: 1881 | OA
Lee J, Schnelli K. 2016. Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. 164(1–2), 165–241.
[Preprint] View | DOI | Download Preprint (ext.)
 
[1]
2015 | Journal Article | IST-REx-ID: 1674 | OA
Lee J, Schnelli K. 2015. Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. 27(8), 1550018.
[Preprint] View | DOI | Download Preprint (ext.)
 

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14 Publications

Mark all

[14]
2023 | Journal Article | IST-REx-ID: 14775 | OA
Schnelli K, Xu Y. 2023. Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices. The Annals of Applied Probability. 33(1), 677–725.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[13]
2022 | Journal Article | IST-REx-ID: 11332 | OA
Schnelli K, Xu Y. 2022. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. 393, 839–907.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[12]
2021 | Journal Article | IST-REx-ID: 9550 | OA
Bao Z, Erdös L, Schnelli K. 2021. Equipartition principle for Wigner matrices. Forum of Mathematics, Sigma. 9, e44.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[11]
2020 | Journal Article | IST-REx-ID: 9104 | OA
Bao Z, Erdös L, Schnelli K. 2020. On the support of the free additive convolution. Journal d’Analyse Mathematique. 142, 323–348.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[10]
2019 | Journal Article | IST-REx-ID: 6511 | OA
Bao Z, Erdös L, Schnelli K. 2019. Local single ring theorem on optimal scale. Annals of Probability. 47(3), 1270–1334.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[9]
2018 | Journal Article | IST-REx-ID: 690 | OA
Lee J, Schnelli K. 2018. Local law and Tracy–Widom limit for sparse random matrices. Probability Theory and Related Fields. 171(1–2), 543–616.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 
[8]
2017 | Journal Article | IST-REx-ID: 615 | OA
Erdös L, Schnelli K. 2017. Universality for random matrix flows with time dependent density. Annales de l’institut Henri Poincare (B) Probability and Statistics. 53(4), 1606–1656.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[7]
2017 | Journal Article | IST-REx-ID: 1207 | OA
Bao Z, Erdös L, Schnelli K. 2017. Local law of addition of random matrices on optimal scale. Communications in Mathematical Physics. 349(3), 947–990.
[Published Version] View | Files available | DOI | WoS
 
[6]
2017 | Journal Article | IST-REx-ID: 733 | OA
Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291.
[Submitted Version] View | DOI | Download Submitted Version (ext.) | WoS
 
[5]
2016 | Journal Article | IST-REx-ID: 1157 | OA
Lee J, Schnelli K. 2016. Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. 26(6), 3786–3839.
[Preprint] View | DOI | Download Preprint (ext.)
 
[4]
2016 | Journal Article | IST-REx-ID: 1219 | OA
Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425.
[Preprint] View | DOI | Download Preprint (ext.)
 
[3]
2016 | Journal Article | IST-REx-ID: 1434 | OA
Bao Z, Erdös L, Schnelli K. 2016. Local stability of the free additive convolution. Journal of Functional Analysis. 271(3), 672–719.
[Preprint] View | DOI | Download Preprint (ext.)
 
[2]
2016 | Journal Article | IST-REx-ID: 1881 | OA
Lee J, Schnelli K. 2016. Extremal eigenvalues and eigenvectors of deformed Wigner matrices. Probability Theory and Related Fields. 164(1–2), 165–241.
[Preprint] View | DOI | Download Preprint (ext.)
 
[1]
2015 | Journal Article | IST-REx-ID: 1674 | OA
Lee J, Schnelli K. 2015. Edge universality for deformed Wigner matrices. Reviews in Mathematical Physics. 27(8), 1550018.
[Preprint] View | DOI | Download Preprint (ext.)
 

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