Kevin Schnelli
Erdoes Group
14 Publications
2023 | Journal Article | IST-REx-ID: 14775 | 
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals of Applied Probability, vol. 33, no. 1, Institute of Mathematical Statistics, 2023, pp. 677–725, doi:10.1214/22-aap1826.
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2022 | Journal Article | IST-REx-ID: 11332 |
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics, vol. 393, Springer Nature, 2022, pp. 839–907, doi:10.1007/s00220-022-04377-y.
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2021 | Journal Article | IST-REx-ID: 9550 |
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.
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| arXiv
2020 | Journal Article | IST-REx-ID: 9104 |
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.
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2019 | Journal Article | IST-REx-ID: 6511 |
Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Institute of Mathematical Statistics, 2019, pp. 1270–334, doi:10.1214/18-AOP1284.
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| arXiv
2018 | Journal Article | IST-REx-ID: 690 |
Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields, vol. 171, no. 1–2, 543–616, Springer, 2018, doi:10.1007/s00440-017-0787-8.
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2017 | Journal Article | IST-REx-ID: 615 |
Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4, Institute of Mathematical Statistics, 2017, pp. 1606–56, doi:10.1214/16-AIHP765.
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2017 | Journal Article | IST-REx-ID: 1207 |
Bao, Zhigang, et al. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics, vol. 349, no. 3, Springer, 2017, pp. 947–90, doi:10.1007/s00220-016-2805-6.
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2017 | Journal Article | IST-REx-ID: 733 |
Bao, Zhigang, et al. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics, vol. 319, Academic Press, 2017, pp. 251–91, doi:10.1016/j.aim.2017.08.028.
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2016 | Journal Article | IST-REx-ID: 1157 |
Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability, vol. 26, no. 6, Institute of Mathematical Statistics, 2016, pp. 3786–839, doi:10.1214/16-AAP1193.
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2016 | Journal Article | IST-REx-ID: 1219 |
Lee, Jioon, et al. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability, vol. 44, no. 3, Institute of Mathematical Statistics, 2016, pp. 2349–425, doi:10.1214/15-AOP1023.
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2016 | Journal Article | IST-REx-ID: 1434 |
Bao, Zhigang, et al. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis, vol. 271, no. 3, Academic Press, 2016, pp. 672–719, doi:10.1016/j.jfa.2016.04.006.
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2016 | Journal Article | IST-REx-ID: 1881 |
Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 164, no. 1–2, Springer, 2016, pp. 165–241, doi:10.1007/s00440-014-0610-8.
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2015 | Journal Article | IST-REx-ID: 1674 |
Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics, vol. 27, no. 8, 1550018, World Scientific Publishing, 2015, doi:10.1142/S0129055X1550018X.
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14 Publications
2023 | Journal Article | IST-REx-ID: 14775 |
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Sample Covariance Matrices.” The Annals of Applied Probability, vol. 33, no. 1, Institute of Mathematical Statistics, 2023, pp. 677–725, doi:10.1214/22-aap1826.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2022 | Journal Article | IST-REx-ID: 11332 |
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics, vol. 393, Springer Nature, 2022, pp. 839–907, doi:10.1007/s00220-022-04377-y.
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2021 | Journal Article | IST-REx-ID: 9550 |
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.
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
2020 | Journal Article | IST-REx-ID: 9104 |
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.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2019 | Journal Article | IST-REx-ID: 6511 |
Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Institute of Mathematical Statistics, 2019, pp. 1270–334, doi:10.1214/18-AOP1284.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
2018 | Journal Article | IST-REx-ID: 690 |
Lee, Jii, and Kevin Schnelli. “Local Law and Tracy–Widom Limit for Sparse Random Matrices.” Probability Theory and Related Fields, vol. 171, no. 1–2, 543–616, Springer, 2018, doi:10.1007/s00440-017-0787-8.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| arXiv
2017 | Journal Article | IST-REx-ID: 615 |
Erdös, László, and Kevin Schnelli. “Universality for Random Matrix Flows with Time Dependent Density.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 53, no. 4, Institute of Mathematical Statistics, 2017, pp. 1606–56, doi:10.1214/16-AIHP765.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
2017 | Journal Article | IST-REx-ID: 1207 |
Bao, Zhigang, et al. “Local Law of Addition of Random Matrices on Optimal Scale.” Communications in Mathematical Physics, vol. 349, no. 3, Springer, 2017, pp. 947–90, doi:10.1007/s00220-016-2805-6.
[Published Version]
View
| Files available
| DOI
| WoS
2017 | Journal Article | IST-REx-ID: 733 |
Bao, Zhigang, et al. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics, vol. 319, Academic Press, 2017, pp. 251–91, doi:10.1016/j.aim.2017.08.028.
[Submitted Version]
View
| DOI
| Download Submitted Version (ext.)
| WoS
2016 | Journal Article | IST-REx-ID: 1157 |
Lee, Ji, and Kevin Schnelli. “Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population.” Annals of Applied Probability, vol. 26, no. 6, Institute of Mathematical Statistics, 2016, pp. 3786–839, doi:10.1214/16-AAP1193.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Journal Article | IST-REx-ID: 1219 |
Lee, Jioon, et al. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability, vol. 44, no. 3, Institute of Mathematical Statistics, 2016, pp. 2349–425, doi:10.1214/15-AOP1023.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Journal Article | IST-REx-ID: 1434 |
Bao, Zhigang, et al. “Local Stability of the Free Additive Convolution.” Journal of Functional Analysis, vol. 271, no. 3, Academic Press, 2016, pp. 672–719, doi:10.1016/j.jfa.2016.04.006.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2016 | Journal Article | IST-REx-ID: 1881 |
Lee, Jioon, and Kevin Schnelli. “Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices.” Probability Theory and Related Fields, vol. 164, no. 1–2, Springer, 2016, pp. 165–241, doi:10.1007/s00440-014-0610-8.
[Preprint]
View
| DOI
| Download Preprint (ext.)
2015 | Journal Article | IST-REx-ID: 1674 |
Lee, Jioon, and Kevin Schnelli. “Edge Universality for Deformed Wigner Matrices.” Reviews in Mathematical Physics, vol. 27, no. 8, 1550018, World Scientific Publishing, 2015, doi:10.1142/S0129055X1550018X.
[Preprint]
View
| DOI
| Download Preprint (ext.)