@unpublished{9230, abstract = {We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length (log T)θ, where θ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic level of the maximum interpolates smoothly between the ones of log-correlated variables and of i.i.d. random variables, exhibiting a smooth transition ‘from 3/4 to 1/4’ in the second order. This provides a natural context where extreme value statistics of log-correlated variables with time-dependent variance and rate occur. A key ingredient of the proof is a precise upper tail tightness estimate for the maximum of the model on intervals of size one, that includes a Gaussian correction. This correction is expected to be present for the Riemann zeta function and pertains to the question of the correct order of the maximum of the zeta function in large intervals.}, author = {Arguin, Louis-Pierre and Dubach, Guillaume and Hartung, Lisa}, booktitle = {arXiv}, title = {{Maxima of a random model of the Riemann zeta function over intervals of varying length}}, doi = {10.48550/arXiv.2103.04817}, year = {2021}, } @unpublished{9281, abstract = {We comment on two formal proofs of Fermat's sum of two squares theorem, written using the Mathematical Components libraries of the Coq proof assistant. The first one follows Zagier's celebrated one-sentence proof; the second follows David Christopher's recent new proof relying on partition-theoretic arguments. Both formal proofs rely on a general property of involutions of finite sets, of independent interest. The proof technique consists for the most part of automating recurrent tasks (such as case distinctions and computations on natural numbers) via ad hoc tactics.}, author = {Dubach, Guillaume and Mühlböck, Fabian}, booktitle = {arXiv}, title = {{Formal verification of Zagier's one-sentence proof}}, doi = {10.48550/arXiv.2103.11389}, year = {2021}, } @article{9412, abstract = {We extend our recent result [22] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices X with independent, identically distributed complex entries to the real symmetry class. We find that the expectation and variance substantially differ from their complex counterparts, reflecting (i) the special spectral symmetry of real matrices onto the real axis; and (ii) the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes the previously known special cases where either the test function is analytic [49] or the first four moments of the matrix elements match the real Gaussian [59, 44]. The key element of the proof is the analysis of several weakly dependent Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared with [22] is that the correlation structure of the stochastic differentials in each individual DBM is non-trivial, potentially even jeopardising its well-posedness.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {10836489}, journal = {Electronic Journal of Probability}, publisher = {Institute of Mathematical Statistics}, title = {{Fluctuation around the circular law for random matrices with real entries}}, doi = {10.1214/21-EJP591}, volume = {26}, year = {2021}, } @article{9550, abstract = {We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the equipartition principle for quantum systems whose components are modelled by Wigner matrices. }, author = {Bao, Zhigang and Erdös, László and Schnelli, Kevin}, issn = {20505094}, journal = {Forum of Mathematics, Sigma}, publisher = {Cambridge University Press}, title = {{Equipartition principle for Wigner matrices}}, doi = {10.1017/fms.2021.38}, volume = {9}, year = {2021}, } @article{10221, abstract = {We prove that any deterministic matrix is approximately the identity in the eigenbasis of a large random Wigner matrix with very high probability and with an optimal error inversely proportional to the square root of the dimension. Our theorem thus rigorously verifies the Eigenstate Thermalisation Hypothesis by Deutsch (Phys Rev A 43:2046–2049, 1991) for the simplest chaotic quantum system, the Wigner ensemble. In mathematical terms, we prove the strong form of Quantum Unique Ergodicity (QUE) with an optimal convergence rate for all eigenvectors simultaneously, generalizing previous probabilistic QUE results in Bourgade and Yau (Commun Math Phys 350:231–278, 2017) and Bourgade et al. (Commun Pure Appl Math 73:1526–1596, 2020).}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, number = {2}, pages = {1005–1048}, publisher = {Springer Nature}, title = {{Eigenstate thermalization hypothesis for Wigner matrices}}, doi = {10.1007/s00220-021-04239-z}, volume = {388}, year = {2021}, } @article{10285, abstract = {We study the overlaps between right and left eigenvectors for random matrices of the spherical ensemble, as well as truncated unitary ensembles in the regime where half of the matrix at least is truncated. These two integrable models exhibit a form of duality, and the essential steps of our investigation can therefore be performed in parallel. In every case, conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent random variables with explicit distributions. This enables us to prove that the scaled diagonal overlaps, conditionally on one eigenvalue, converge in distribution to a heavy-tail limit, namely, the inverse of a γ2 distribution. We also provide formulae for the conditional expectation of diagonal and off-diagonal overlaps, either with respect to one eigenvalue, or with respect to the whole spectrum. These results, analogous to what is known for the complex Ginibre ensemble, can be obtained in these cases thanks to integration techniques inspired from a previous work by Forrester & Krishnapur.}, author = {Dubach, Guillaume}, issn = {1083-6489}, journal = {Electronic Journal of Probability}, publisher = {Institute of Mathematical Statistics}, title = {{On eigenvector statistics in the spherical and truncated unitary ensembles}}, doi = {10.1214/21-EJP686}, volume = {26}, year = {2021}, } @article{9912, abstract = {In the customary random matrix model for transport in quantum dots with M internal degrees of freedom coupled to a chaotic environment via 𝑁≪𝑀 channels, the density 𝜌 of transmission eigenvalues is computed from a specific invariant ensemble for which explicit formula for the joint probability density of all eigenvalues is available. We revisit this problem in the large N regime allowing for (i) arbitrary ratio 𝜙:=𝑁/𝑀≤1; and (ii) general distributions for the matrix elements of the Hamiltonian of the quantum dot. In the limit 𝜙→0, we recover the formula for the density 𝜌 that Beenakker (Rev Mod Phys 69:731–808, 1997) has derived for a special matrix ensemble. We also prove that the inverse square root singularity of the density at zero and full transmission in Beenakker’s formula persists for any 𝜙<1 but in the borderline case 𝜙=1 an anomalous 𝜆−2/3 singularity arises at zero. To access this level of generality, we develop the theory of global and local laws on the spectral density of a large class of noncommutative rational expressions in large random matrices with i.i.d. entries.}, author = {Erdös, László and Krüger, Torben H and Nemish, Yuriy}, issn = {1424-0661}, journal = {Annales Henri Poincaré }, pages = {4205–4269}, publisher = {Springer Nature}, title = {{Scattering in quantum dots via noncommutative rational functions}}, doi = {10.1007/s00023-021-01085-6}, volume = {22}, year = {2021}, } @article{10862, abstract = {We consider the sum of two large Hermitian matrices A and B with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is asymptotically given by the free additive convolution of the laws of A and B as the dimension of the matrix increases. This implies optimal rigidity of the eigenvalues and optimal rate of convergence in Voiculescu's theorem. Our previous works [4], [5] established these results in the bulk spectrum, the current paper completely settles the problem at the spectral edges provided they have the typical square-root behavior. The key element of our proof is to compensate the deterioration of the stability of the subordination equations by sharp error estimates that properly account for the local density near the edge. Our results also hold if the Haar unitary matrix is replaced by the Haar orthogonal matrix.}, author = {Bao, Zhigang and Erdös, László and Schnelli, Kevin}, issn = {0022-1236}, journal = {Journal of Functional Analysis}, keywords = {Analysis}, number = {7}, publisher = {Elsevier}, title = {{Spectral rigidity for addition of random matrices at the regular edge}}, doi = {10.1016/j.jfa.2020.108639}, volume = {279}, year = {2020}, } @article{7389, abstract = {Recently Kloeckner described the structure of the isometry group of the quadratic Wasserstein space W_2(R^n). It turned out that the case of the real line is exceptional in the sense that there exists an exotic isometry flow. Following this line of investigation, we compute Isom(W_p(R)), the isometry group of the Wasserstein space W_p(R) for all p \in [1,\infty) \setminus {2}. We show that W_2(R) is also exceptional regarding the parameter p: W_p(R) is isometrically rigid if and only if p is not equal to 2. Regarding the underlying space, we prove that the exceptionality of p = 2 disappears if we replace R by the compact interval [0,1]. Surprisingly, in that case, W_p([0,1]) is isometrically rigid if and only if p is not equal to 1. Moreover, W_1([0,1]) admits isometries that split mass, and Isom(W_1([0,1])) cannot be embedded into Isom(W_1(R)).}, author = {Geher, Gyorgy Pal and Titkos, Tamas and Virosztek, Daniel}, issn = {10886850}, journal = {Transactions of the American Mathematical Society}, keywords = {Wasserstein space, isometric embeddings, isometric rigidity, exotic isometry flow}, number = {8}, pages = {5855--5883}, publisher = {American Mathematical Society}, title = {{Isometric study of Wasserstein spaces - the real line}}, doi = {10.1090/tran/8113}, volume = {373}, year = {2020}, } @article{7512, abstract = {We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the eigenvalue density on scales just above the eigenvalue spacing follows the global density of states which is determined by free probability theory. We prove that these conditions hold for general homogeneous polynomials of degree two and for symmetrized products of independent matrices with i.i.d. entries, thus establishing the optimal bulk local law for these classes of ensembles. In particular, we generalize a similar result of Anderson for anticommutator. For more general polynomials our conditions are effectively checkable numerically.}, author = {Erdös, László and Krüger, Torben H and Nemish, Yuriy}, issn = {10960783}, journal = {Journal of Functional Analysis}, number = {12}, publisher = {Elsevier}, title = {{Local laws for polynomials of Wigner matrices}}, doi = {10.1016/j.jfa.2020.108507}, volume = {278}, year = {2020}, } @article{7618, abstract = {This short note aims to study quantum Hellinger distances investigated recently by Bhatia et al. (Lett Math Phys 109:1777–1804, 2019) with a particular emphasis on barycenters. We introduce the family of generalized quantum Hellinger divergences that are of the form ϕ(A,B)=Tr((1−c)A+cB−AσB), where σ is an arbitrary Kubo–Ando mean, and c∈(0,1) is the weight of σ. We note that these divergences belong to the family of maximal quantum f-divergences, and hence are jointly convex, and satisfy the data processing inequality. We derive a characterization of the barycenter of finitely many positive definite operators for these generalized quantum Hellinger divergences. We note that the characterization of the barycenter as the weighted multivariate 1/2-power mean, that was claimed in Bhatia et al. (2019), is true in the case of commuting operators, but it is not correct in the general case. }, author = {Pitrik, Jozsef and Virosztek, Daniel}, issn = {1573-0530}, journal = {Letters in Mathematical Physics}, number = {8}, pages = {2039--2052}, publisher = {Springer Nature}, title = {{Quantum Hellinger distances revisited}}, doi = {10.1007/s11005-020-01282-0}, volume = {110}, year = {2020}, } @article{6184, abstract = {We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.}, author = {Alt, Johannes and Erdös, László and Krüger, Torben H and Schröder, Dominik J}, issn = {0091-1798}, journal = {Annals of Probability}, number = {2}, pages = {963--1001}, publisher = {Institute of Mathematical Statistics}, title = {{Correlated random matrices: Band rigidity and edge universality}}, doi = {10.1214/19-AOP1379}, volume = {48}, year = {2020}, } @article{6185, abstract = {For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are universal and form a Pearcey process. Since the density of states typically exhibits only square root or cubic root cusp singularities, our work complements previous results on the bulk and edge universality and it thus completes the resolution of the Wigner–Dyson–Mehta universality conjecture for the last remaining universality type in the complex Hermitian class. Our analysis holds not only for exact cusps, but approximate cusps as well, where an extended Pearcey process emerges. As a main technical ingredient we prove an optimal local law at the cusp for both symmetry classes. This result is also the key input in the companion paper (Cipolloni et al. in Pure Appl Anal, 2018. arXiv:1811.04055) where the cusp universality for real symmetric Wigner-type matrices is proven. The novel cusp fluctuation mechanism is also essential for the recent results on the spectral radius of non-Hermitian random matrices (Alt et al. in Spectral radius of random matrices with independent entries, 2019. arXiv:1907.13631), and the non-Hermitian edge universality (Cipolloni et al. in Edge universality for non-Hermitian random matrices, 2019. arXiv:1908.00969).}, author = {Erdös, László and Krüger, Torben H and Schröder, Dominik J}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, pages = {1203--1278}, publisher = {Springer Nature}, title = {{Cusp universality for random matrices I: Local law and the complex Hermitian case}}, doi = {10.1007/s00220-019-03657-4}, volume = {378}, year = {2020}, } @article{6488, abstract = {We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix W˜ and its minor W. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of W˜ and W. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices, the fluctuation may entirely vanish.}, author = {Cipolloni, Giorgio and Erdös, László}, issn = {20103271}, journal = {Random Matrices: Theory and Application}, number = {3}, publisher = {World Scientific Publishing}, title = {{Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices}}, doi = {10.1142/S2010326320500069}, volume = {9}, year = {2020}, } @article{14694, abstract = {We study the unique solution m of the Dyson equation \( -m(z)^{-1} = z\1 - a + S[m(z)] \) on a von Neumann algebra A with the constraint Imm≥0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of A and S is a positivity-preserving linear operator on A. We show that m is the Stieltjes transform of a compactly supported A-valued measure on R. Under suitable assumptions, we establish that this measure has a uniformly 1/3-Hölder continuous density with respect to the Lebesgue measure, which is supported on finitely many intervals, called bands. In fact, the density is analytic inside the bands with a square-root growth at the edges and internal cubic root cusps whenever the gap between two bands vanishes. The shape of these singularities is universal and no other singularity may occur. We give a precise asymptotic description of m near the singular points. These asymptotics generalize the analysis at the regular edges given in the companion paper on the Tracy-Widom universality for the edge eigenvalue statistics for correlated random matrices [the first author et al., Ann. Probab. 48, No. 2, 963--1001 (2020; Zbl 1434.60017)] and they play a key role in the proof of the Pearcey universality at the cusp for Wigner-type matrices [G. Cipolloni et al., Pure Appl. Anal. 1, No. 4, 615--707 (2019; Zbl 07142203); the second author et al., Commun. Math. Phys. 378, No. 2, 1203--1278 (2020; Zbl 07236118)]. We also extend the finite dimensional band mass formula from [the first author et al., loc. cit.] to the von Neumann algebra setting by showing that the spectral mass of the bands is topologically rigid under deformations and we conclude that these masses are quantized in some important cases.}, author = {Alt, Johannes and Erdös, László and Krüger, Torben H}, issn = {1431-0643}, journal = {Documenta Mathematica}, keywords = {General Mathematics}, pages = {1421--1539}, publisher = {EMS Press}, title = {{The Dyson equation with linear self-energy: Spectral bands, edges and cusps}}, doi = {10.4171/dm/780}, volume = {25}, year = {2020}, } @article{15063, abstract = {We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal lower tail estimate on this singular value in the critical regime where z is around the spectral edge, thus improving the classical bound of Sankar, Spielman and Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395).}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {2690-1005}, journal = {Probability and Mathematical Physics}, keywords = {General Medicine}, number = {1}, pages = {101--146}, publisher = {Mathematical Sciences Publishers}, title = {{Optimal lower bound on the least singular value of the shifted Ginibre ensemble}}, doi = {10.2140/pmp.2020.1.101}, volume = {1}, year = {2020}, } @article{9104, abstract = {We consider the free additive convolution of two probability measures μ and ν on the real line and show that μ ⊞ v is supported on a single interval if μ and ν each has single interval support. Moreover, the density of μ ⊞ ν is proven to vanish as a square root near the edges of its support if both μ and ν have power law behavior with exponents between −1 and 1 near their edges. In particular, these results show the ubiquity of the conditions in our recent work on optimal local law at the spectral edges for addition of random matrices [5].}, author = {Bao, Zhigang and Erdös, László and Schnelli, Kevin}, issn = {15658538}, journal = {Journal d'Analyse Mathematique}, pages = {323--348}, publisher = {Springer Nature}, title = {{On the support of the free additive convolution}}, doi = {10.1007/s11854-020-0135-2}, volume = {142}, year = {2020}, } @article{10879, abstract = {We study effects of a bounded and compactly supported perturbation on multidimensional continuum random Schrödinger operators in the region of complete localisation. Our main emphasis is on Anderson orthogonality for random Schrödinger operators. Among others, we prove that Anderson orthogonality does occur for Fermi energies in the region of complete localisation with a non-zero probability. This partially confirms recent non-rigorous findings [V. Khemani et al., Nature Phys. 11 (2015), 560–565]. The spectral shift function plays an important role in our analysis of Anderson orthogonality. We identify it with the index of the corresponding pair of spectral projections and explore the consequences thereof. All our results rely on the main technical estimate of this paper which guarantees separate exponential decay of the disorder-averaged Schatten p-norm of χa(f(H)−f(Hτ))χb in a and b. Here, Hτ is a perturbation of the random Schrödinger operator H, χa is the multiplication operator corresponding to the indicator function of a unit cube centred about a∈Rd, and f is in a suitable class of functions of bounded variation with distributional derivative supported in the region of complete localisation for H.}, author = {Dietlein, Adrian M and Gebert, Martin and Müller, Peter}, issn = {1664-039X}, journal = {Journal of Spectral Theory}, keywords = {Random Schrödinger operators, spectral shift function, Anderson orthogonality}, number = {3}, pages = {921--965}, publisher = {European Mathematical Society Publishing House}, title = {{Perturbations of continuum random Schrödinger operators with applications to Anderson orthogonality and the spectral shift function}}, doi = {10.4171/jst/267}, volume = {9}, year = {2019}, } @inproceedings{8175, abstract = {We study edge asymptotics of poissonized Plancherel-type measures on skew Young diagrams (integer partitions). These measures can be seen as generalizations of those studied by Baik--Deift--Johansson and Baik--Rains in resolving Ulam's problem on longest increasing subsequences of random permutations and the last passage percolation (corner growth) discrete versions thereof. Moreover they interpolate between said measures and the uniform measure on partitions. In the new KPZ-like 1/3 exponent edge scaling limit with logarithmic corrections, we find new probability distributions generalizing the classical Tracy--Widom GUE, GOE and GSE distributions from the theory of random matrices.}, author = {Betea, Dan and Bouttier, Jérémie and Nejjar, Peter and Vuletíc, Mirjana}, booktitle = {Proceedings on the 31st International Conference on Formal Power Series and Algebraic Combinatorics}, location = {Ljubljana, Slovenia}, publisher = {Formal Power Series and Algebraic Combinatorics}, title = {{New edge asymptotics of skew Young diagrams via free boundaries}}, year = {2019}, } @article{6843, abstract = {The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space Wp(X), where S is a countable discrete metric space and 0