Random matrices, universality and disordered quantum systems
Project Period: 2014-03-01 – 2019-08-31
Externally Funded
Acronym
RANMAT
Principal Investigator
László Erdös
Department(s)
Erdős Group
Grant Number
338804
Funding Organisation
EC/FP7
38 Publications
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: 1010
Local law for random Gram matrices
J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017).
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| arXiv
J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017).
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 | 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.
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.
2014 | Journal Article | IST-REx-ID: 2225
Isotropic local laws for sample covariance and generalized Wigner matrices
A. Bloemendal, L. Erdös, A. Knowles, H. Yau, J. Yin, Electronic Journal of Probability 19 (2014).
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A. Bloemendal, L. Erdös, A. Knowles, H. Yau, J. Yin, Electronic Journal of Probability 19 (2014).
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).
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.
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.
2014 | Conference Paper | IST-REx-ID: 1507
Random matrices, log-gases and Hölder regularity
L. Erdös, in:, Kyung Moon SA Co. Ltd., 2014, pp. 214–236.
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L. Erdös, in:, Kyung Moon SA Co. Ltd., 2014, pp. 214–236.
2015 | Journal Article | IST-REx-ID: 1677
The local semicircle law for random matrices with a fourfold symmetry
J. Alt, Journal of Mathematical Physics 56 (2015).
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J. Alt, Journal of Mathematical Physics 56 (2015).
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.
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.
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.
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.
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.
2019 | 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 173 (2019) 293–373.
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O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields 173 (2019) 293–373.
2018 | Journal Article | IST-REx-ID: 556
The free boundary Schur process and applications I
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.
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).
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L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma 7 (2019).
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.
2017 | Journal Article | IST-REx-ID: 1144
Fluctuations of functions of Wigner matrices
L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017).
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L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017).
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.
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.
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.
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.
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.
2014 | Journal Article | IST-REx-ID: 2019
Phase transition in the density of states of quantum spin glasses
L. Erdös, D.J. Schröder, Mathematical Physics, Analysis and Geometry 17 (2014) 441–464.
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L. Erdös, D.J. Schröder, Mathematical Physics, Analysis and Geometry 17 (2014) 441–464.
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).
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J. Alt, Electronic Communications in Probability 22 (2017).
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.
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: 6186
Cusp universality for random matrices, II: The real symmetric case
G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, Pure and Applied Analysis 1 (2019) 615–707.
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G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, Pure and Applied Analysis 1 (2019) 615–707.
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.
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.