Kevin Schnelli

Erdoes Group

14 Publications

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[14]
2023 | Published | Journal Article | IST-REx-ID: 14775 | OA
K. Schnelli and Y. 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, pp. 677–725, 2023.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[13]
2022 | Published | Journal Article | IST-REx-ID: 11332 | OA
K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices,” Communications in Mathematical Physics, vol. 393. Springer Nature, pp. 839–907, 2022.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[12]
2021 | Published | Journal Article | IST-REx-ID: 9550 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Equipartition principle for Wigner matrices,” Forum of Mathematics, Sigma, vol. 9. Cambridge University Press, 2021.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[11]
2020 | Published | Journal Article | IST-REx-ID: 9104 | OA
Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,” Journal d’Analyse Mathematique, vol. 142. Springer Nature, pp. 323–348, 2020.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[10]
2019 | Published | Journal Article | IST-REx-ID: 6511 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,” Annals of Probability, vol. 47, no. 3. Institute of Mathematical Statistics, pp. 1270–1334, 2019.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[9]
2018 | Published | Journal Article | IST-REx-ID: 690 | OA
J. Lee and K. Schnelli, “Local law and Tracy–Widom limit for sparse random matrices,” Probability Theory and Related Fields, vol. 171, no. 1–2. Springer, 2018.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 
[8]
2017 | Published | Journal Article | IST-REx-ID: 1207 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Local law of addition of random matrices on optimal scale,” Communications in Mathematical Physics, vol. 349, no. 3. Springer, pp. 947–990, 2017.
[Published Version] View | Files available | DOI | WoS
 
[7]
2017 | Published | Journal Article | IST-REx-ID: 615 | OA
L. Erdös and K. 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, pp. 1606–1656, 2017.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[6]
2017 | Published | Journal Article | IST-REx-ID: 733 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Convergence rate for spectral distribution of addition of random matrices,” Advances in Mathematics, vol. 319. Academic Press, pp. 251–291, 2017.
[Submitted Version] View | DOI | Download Submitted Version (ext.) | WoS
 
[5]
2016 | Published | Journal Article | IST-REx-ID: 1157 | OA
J. Lee and K. 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, pp. 3786–3839, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[4]
2016 | Published | Journal Article | IST-REx-ID: 1219 | OA
J. Lee, K. Schnelli, B. Stetler, and H. Yau, “Bulk universality for deformed wigner matrices,” Annals of Probability, vol. 44, no. 3. Institute of Mathematical Statistics, pp. 2349–2425, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[3]
2016 | Published | Journal Article | IST-REx-ID: 1434 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Local stability of the free additive convolution,” Journal of Functional Analysis, vol. 271, no. 3. Academic Press, pp. 672–719, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[2]
2016 | Published | Journal Article | IST-REx-ID: 1881 | OA
J. Lee and K. Schnelli, “Extremal eigenvalues and eigenvectors of deformed Wigner matrices,” Probability Theory and Related Fields, vol. 164, no. 1–2. Springer, pp. 165–241, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[1]
2015 | Published | Journal Article | IST-REx-ID: 1674 | OA
J. Lee and K. Schnelli, “Edge universality for deformed Wigner matrices,” Reviews in Mathematical Physics, vol. 27, no. 8. World Scientific Publishing, 2015.
[Preprint] View | DOI | Download Preprint (ext.)
 
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14 Publications

Mark all

[14]
2023 | Published | Journal Article | IST-REx-ID: 14775 | OA
K. Schnelli and Y. 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, pp. 677–725, 2023.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[13]
2022 | Published | Journal Article | IST-REx-ID: 11332 | OA
K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices,” Communications in Mathematical Physics, vol. 393. Springer Nature, pp. 839–907, 2022.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[12]
2021 | Published | Journal Article | IST-REx-ID: 9550 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Equipartition principle for Wigner matrices,” Forum of Mathematics, Sigma, vol. 9. Cambridge University Press, 2021.
[Published Version] View | Files available | DOI | WoS | arXiv
 
[11]
2020 | Published | Journal Article | IST-REx-ID: 9104 | OA
Z. Bao, L. Erdös, and K. Schnelli, “On the support of the free additive convolution,” Journal d’Analyse Mathematique, vol. 142. Springer Nature, pp. 323–348, 2020.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[10]
2019 | Published | Journal Article | IST-REx-ID: 6511 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,” Annals of Probability, vol. 47, no. 3. Institute of Mathematical Statistics, pp. 1270–1334, 2019.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
[9]
2018 | Published | Journal Article | IST-REx-ID: 690 | OA
J. Lee and K. Schnelli, “Local law and Tracy–Widom limit for sparse random matrices,” Probability Theory and Related Fields, vol. 171, no. 1–2. Springer, 2018.
[Preprint] View | DOI | Download Preprint (ext.) | arXiv
 
[8]
2017 | Published | Journal Article | IST-REx-ID: 1207 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Local law of addition of random matrices on optimal scale,” Communications in Mathematical Physics, vol. 349, no. 3. Springer, pp. 947–990, 2017.
[Published Version] View | Files available | DOI | WoS
 
[7]
2017 | Published | Journal Article | IST-REx-ID: 615 | OA
L. Erdös and K. 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, pp. 1606–1656, 2017.
[Submitted Version] View | DOI | Download Submitted Version (ext.)
 
[6]
2017 | Published | Journal Article | IST-REx-ID: 733 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Convergence rate for spectral distribution of addition of random matrices,” Advances in Mathematics, vol. 319. Academic Press, pp. 251–291, 2017.
[Submitted Version] View | DOI | Download Submitted Version (ext.) | WoS
 
[5]
2016 | Published | Journal Article | IST-REx-ID: 1157 | OA
J. Lee and K. 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, pp. 3786–3839, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[4]
2016 | Published | Journal Article | IST-REx-ID: 1219 | OA
J. Lee, K. Schnelli, B. Stetler, and H. Yau, “Bulk universality for deformed wigner matrices,” Annals of Probability, vol. 44, no. 3. Institute of Mathematical Statistics, pp. 2349–2425, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[3]
2016 | Published | Journal Article | IST-REx-ID: 1434 | OA
Z. Bao, L. Erdös, and K. Schnelli, “Local stability of the free additive convolution,” Journal of Functional Analysis, vol. 271, no. 3. Academic Press, pp. 672–719, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[2]
2016 | Published | Journal Article | IST-REx-ID: 1881 | OA
J. Lee and K. Schnelli, “Extremal eigenvalues and eigenvectors of deformed Wigner matrices,” Probability Theory and Related Fields, vol. 164, no. 1–2. Springer, pp. 165–241, 2016.
[Preprint] View | DOI | Download Preprint (ext.)
 
[1]
2015 | Published | Journal Article | IST-REx-ID: 1674 | OA
J. Lee and K. Schnelli, “Edge universality for deformed Wigner matrices,” Reviews in Mathematical Physics, vol. 27, no. 8. World Scientific Publishing, 2015.
[Preprint] View | DOI | Download Preprint (ext.)
 
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