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64 Publications


2019 | Journal Article | IST-REx-ID: 6488   OA
Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory and Application, World Scientific Publishing, 2019, doi:10.1142/S2010326320500069.
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2019 | Thesis | IST-REx-ID: 6179
Schröder, Dominik J. From Dyson to Pearcey: Universal Statistics in Random Matrix Theory. IST Austria, 2019, doi:10.15479/AT:ISTA:th6179.
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2019 | Journal Article | IST-REx-ID: 6511   OA
Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Project Euclid, 2019, pp. 1270–334, doi:10.1214/18-AOP1284.
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2019 | Journal Article | IST-REx-ID: 405   OA
Virosztek, Daniel. “Jointly Convex Quantum Jensen Divergences.” Linear Algebra and Its Applications, vol. 576, Elsevier, 2019, pp. 67–78, doi:10.1016/j.laa.2018.03.002.
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2019 | Journal Article | IST-REx-ID: 6086   OA
Sadel, Christian, and Disheng Xu. “Singular Analytic Linear Cocycles with Negative Infinite Lyapunov Exponents.” Ergodic Theory and Dynamical Systems, vol. 39, no. 4, Cambridge University Press, 2019, pp. 1082–98, doi:10.1017/etds.2017.52.
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2019 | Journal Article | IST-REx-ID: 6240   OA
Alt, Johannes, et al. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare, vol. 55, no. 2, 2019, pp. 661–96, doi:10.1214/18-AIHP894.
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2019 | Journal Article | IST-REx-ID: 6182   OA
Erdös, László, et al. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma, vol. 7, Cambridge University Press, 2019, p. e8, doi:10.1017/fms.2019.2.
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2019 | Journal Article | IST-REx-ID: 6843   OA
Gehér, György Pál, et al. “On Isometric Embeddings of Wasserstein Spaces – the Discrete Case.” Journal of Mathematical Analysis and Applications, vol. 480, no. 2, 123435, Elsevier, doi:10.1016/j.jmaa.2019.123435.
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2019 | Journal Article | IST-REx-ID: 72   OA
Ferrari, Patrick, et al. “Limit Law of a Second Class Particle in TASEP with Non-Random Initial Condition.” Annales de l’institut Henri Poincare (B) Probability and Statistics, vol. 55, no. 3, IHP, 2019, pp. 1203–25, doi:10.1214/18-AIHP916.
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2018 | Journal Article | IST-REx-ID: 181   OA
Erdös, László, et al. “Power Law Decay for Systems of Randomly Coupled Differential Equations.” SIAM Journal on Mathematical Analysis, vol. 50, no. 3, Society for Industrial and Applied Mathematics , 2018, pp. 3271–90, doi:10.1137/17M1143125.
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2018 | Journal Article | IST-REx-ID: 566   OA
Alt, Johannes, et al. “Local Inhomogeneous Circular Law.” Annals Applied Probability , vol. 28, no. 1, Institute of Mathematical Statistics, 2018, pp. 148–203, doi:10.1214/17-AAP1302.
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2018 | Preprint | IST-REx-ID: 6185   OA
Erdös, László, et al. “Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case.” ArXiv.
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2018 | Thesis | IST-REx-ID: 149
Alt, Johannes. Dyson Equation and Eigenvalue Statistics of Random Matrices. IST Austria, 2018, doi:10.15479/AT:ISTA:TH_1040.
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2018 | Preprint | IST-REx-ID: 6186   OA
Cipolloni, Giorgio, et al. “Cusp Universality for Random Matrices II: The Real Symmetric Case.” ArXiv.
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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 (Szeged), vol. 84, no. 1–2, Bolyai Institute, 2018, pp. 65–80, doi:10.14232/actasm-018-753-y.
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2018 | Journal Article | IST-REx-ID: 429   OA
Ajanki, Oskari H., et al. “Stability of the Matrix Dyson Equation and Random Matrices with Correlations.” Probability Theory and Related Fields, Springer, 2018, doi:10.1007/s00440-018-0835-z.
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2018 | Journal Article | IST-REx-ID: 556   OA
Betea, Dan, et al. “The Free Boundary Schur Process and Applications.” Annales Henri Poincare, vol. 19, no. 12, Fakultät für Mathematik Universität Wien, 2018, pp. 3663–742, doi:10.1007/s00023-018-0723-1.
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2018 | Journal Article | IST-REx-ID: 1012
Erdös, László, and Dominik J. Schröder. “Fluctuations of Rectangular Young Diagrams of Interlacing Wigner Eigenvalues.” International Mathematics Research Notices, vol. 2018, no. 10, Oxford University Press, 2018, pp. 3255–98, doi:10.1093/imrn/rnw330.
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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, vol. 171, no. 1–2, 543–616, Springer, 2018, doi:10.1007/s00440-017-0787-8.
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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, vol. 15, no. 2, ALEA, 2018, pp. 1311–34, doi:10.30757/ALEA.v15-49.
View | Files available | DOI | arXiv
 

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, 1950009, World Scientific Publishing, 2018, doi:10.1142/s2010326319500096.
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2018 | Preprint | IST-REx-ID: 6183   OA
Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” ArXiv:1804.07752.
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2018 | Preprint | IST-REx-ID: 6184   OA
Alt, Johannes, et al. “Correlated Random Matrices: Band Rigidity and Edge Universality.” ArXiv:1804.07744.
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2017 | Journal Article | IST-REx-ID: 1337   OA
Ajanki, Oskari H., et al. “Universality for General Wigner-Type Matrices.” Probability Theory and Related Fields, vol. 169, no. 3–4, Springer, 2017, pp. 667–727, doi:10.1007/s00440-016-0740-2.
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2017 | Journal Article | IST-REx-ID: 1010
Alt, Johannes, et al. “Local Law for Random Gram Matrices.” Electronic Journal of Probability, vol. 22, Institute of Mathematical Statistics, 2017, p. 25, doi:10.1214/17-EJP42.
View | Files available | DOI | arXiv
 

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, vol. 22, 22, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP38.
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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, vol. 167, no. 3–4, Springer, 2017, pp. 673–776, doi:10.1007/s00440-015-0692-y.
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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, vol. 9, ALEA Network, 2017, pp. 299–325.
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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, vol. 22, Institute of Mathematical Statistics, 2017, p. 63, doi:10.1214/17-ECP97.
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2017 | Book | IST-REx-ID: 567
Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28, American Mathematical Society, 2017.
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2017 | Journal Article | IST-REx-ID: 721   OA
Ajanki, Oskari H., et al. “Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” Communications on Pure and Applied Mathematics, vol. 70, no. 9, Wiley-Blackwell, 2017, pp. 1672–705, doi:10.1002/cpa.21639.
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2017 | Journal Article | IST-REx-ID: 733   OA
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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2017 | Journal Article | IST-REx-ID: 1207   OA
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: 1144
Erdös, László, and Dominik J. Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability, vol. 21, Institute of Mathematical Statistics, 2017, p. 86, doi:10.1214/16-ECP38.
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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, 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: 483   OA
Bourgade, Paul, et al. “Universality for a Class of Random Band Matrices.” Advances in Theoretical and Mathematical Physics, vol. 21, no. 3, International Press, 2017, pp. 739–800, doi:10.4310/ATMP.2017.v21.n3.a5.
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2016 | Journal Article | IST-REx-ID: 1434   OA
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: 1489   OA
Ajanki, Oskari H., et al. “Local Spectral Statistics of Gaussian Matrices with Correlated Entries.” Journal of Statistical Physics, vol. 163, no. 2, Springer, 2016, pp. 280–302, doi:10.1007/s10955-016-1479-y.
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2016 | Journal Article | IST-REx-ID: 1219   OA
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: 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, vol. 343, no. 3, Springer, 2016, pp. 881–919, doi:10.1007/s00220-016-2600-4.
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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, 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: 1223   OA
Froese, Richard, et al. “Localization for Transversally Periodic Random Potentials on Binary Trees.” Journal of Spectral Theory, vol. 6, no. 3, European Mathematical Society, 2016, pp. 557–600, doi:10.4171/JST/132.
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2016 | Journal Article | IST-REx-ID: 1280   OA
Bourgade, Paul, et al. “Fixed Energy Universality for Generalized Wigner Matrices.” Communications on Pure and Applied Mathematics, vol. 69, no. 10, Wiley-Blackwell, 2016, pp. 1815–81, doi:10.1002/cpa.21624.
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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, vol. 17, no. 7, Birkhäuser, 2016, pp. 1631–75, doi: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, 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: 1508   OA
Erdös, László, and Horng Yau. “Gap Universality of Generalized Wigner and β Ensembles.” Journal of the European Mathematical Society, vol. 17, no. 8, European Mathematical Society, 2015, pp. 1927–2036, doi:10.4171/JEMS/548.
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2015 | Journal Article | IST-REx-ID: 1585
Bao, Zhigang, et al. “Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices.” IEEE Transactions on Information Theory, vol. 61, no. 6, IEEE, 2015, pp. 3413–26, doi: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, vol. 27, no. 8, 1550018, World Scientific Publishing, 2015, doi:10.1142/S0129055X1550018X.
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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, vol. 16, no. 3, Springer, 2015, pp. 709–99, doi:10.1007/s00023-014-0333-5.
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2015 | Journal Article | IST-REx-ID: 1505   OA
Bao, Zhigang, et al. “Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population.” Annals of Statistics, vol. 43, no. 1, Institute of Mathematical Statistics, 2015, pp. 382–421, doi:10.1214/14-AOS1281.
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