[{"month":"09","article_type":"original","date_published":"2022-09-12T00:00:00Z","publisher":"Institute of Mathematical Statistics","scopus_import":"1","language":[{"iso":"eng"}],"has_accepted_license":"1","department":[{"_id":"LaEr"}],"file":[{"access_level":"open_access","date_updated":"2023-01-30T11:59:21Z","checksum":"bb647b48fbdb59361210e425c220cdcb","date_created":"2023-01-30T11:59:21Z","file_size":502149,"file_name":"2022_ElecJournProbability_Cipolloni.pdf","creator":"dernst","file_id":"12464","relation":"main_file","content_type":"application/pdf","success":1}],"date_created":"2023-01-16T10:04:38Z","day":"12","type":"journal_article","intvolume":"        27","status":"public","publication":"Electronic Journal of Probability","page":"1-38","file_date_updated":"2023-01-30T11:59:21Z","year":"2022","doi":"10.1214/22-ejp838","ec_funded":1,"external_id":{"isi":["000910863700003"]},"title":"Optimal multi-resolvent local laws for Wigner matrices","tmp":{"image":"/images/cc_by.png","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","short":"CC BY (4.0)"},"isi":1,"ddc":["510"],"publication_status":"published","citation":{"ama":"Cipolloni G, Erdös L, Schröder DJ. Optimal multi-resolvent local laws for Wigner matrices. <i>Electronic Journal of Probability</i>. 2022;27:1-38. doi:<a href=\"https://doi.org/10.1214/22-ejp838\">10.1214/22-ejp838</a>","mla":"Cipolloni, Giorgio, et al. “Optimal Multi-Resolvent Local Laws for Wigner Matrices.” <i>Electronic Journal of Probability</i>, vol. 27, Institute of Mathematical Statistics, 2022, pp. 1–38, doi:<a href=\"https://doi.org/10.1214/22-ejp838\">10.1214/22-ejp838</a>.","ista":"Cipolloni G, Erdös L, Schröder DJ. 2022. Optimal multi-resolvent local laws for Wigner matrices. Electronic Journal of Probability. 27, 1–38.","short":"G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability 27 (2022) 1–38.","ieee":"G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal multi-resolvent local laws for Wigner matrices,” <i>Electronic Journal of Probability</i>, vol. 27. Institute of Mathematical Statistics, pp. 1–38, 2022.","apa":"Cipolloni, G., Erdös, L., &#38; Schröder, D. J. (2022). Optimal multi-resolvent local laws for Wigner matrices. <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/22-ejp838\">https://doi.org/10.1214/22-ejp838</a>","chicago":"Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Multi-Resolvent Local Laws for Wigner Matrices.” <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics, 2022. <a href=\"https://doi.org/10.1214/22-ejp838\">https://doi.org/10.1214/22-ejp838</a>."},"abstract":[{"text":"We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the deterministic matrices are traceless. Our estimates correctly account for this dependence and they hold optimally down to the smallest possible spectral scale.","lang":"eng"}],"keyword":["Statistics","Probability and Uncertainty","Statistics and Probability"],"author":[{"first_name":"Giorgio","orcid":"0000-0002-4901-7992","full_name":"Cipolloni, Giorgio","last_name":"Cipolloni","id":"42198EFA-F248-11E8-B48F-1D18A9856A87"},{"id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","first_name":"László","last_name":"Erdös","full_name":"Erdös, László","orcid":"0000-0001-5366-9603"},{"id":"408ED176-F248-11E8-B48F-1D18A9856A87","first_name":"Dominik J","orcid":"0000-0002-2904-1856","last_name":"Schröder","full_name":"Schröder, Dominik J"}],"oa":1,"date_updated":"2023-08-04T10:32:23Z","volume":27,"article_processing_charge":"No","_id":"12290","publication_identifier":{"eissn":["1083-6489"]},"user_id":"4359f0d1-fa6c-11eb-b949-802e58b17ae8","acknowledgement":"L. Erdős was supported by ERC Advanced Grant “RMTBeyond” No. 101020331. D. Schröder was supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation.","quality_controlled":"1","oa_version":"Published Version","project":[{"call_identifier":"H2020","_id":"62796744-2b32-11ec-9570-940b20777f1d","name":"Random matrices beyond Wigner-Dyson-Mehta","grant_number":"101020331"}]},{"publisher":"Institute of Mathematical Statistics","scopus_import":"1","language":[{"iso":"eng"}],"month":"09","date_published":"2021-09-28T00:00:00Z","article_type":"original","file":[{"success":1,"content_type":"application/pdf","relation":"main_file","file_id":"10288","creator":"cchlebak","file_name":"2021_ElecJournalProb_Dubach.pdf","file_size":735940,"date_created":"2021-11-15T10:10:17Z","checksum":"1c975afb31460277ce4d22b93538e5f9","date_updated":"2021-11-15T10:10:17Z","access_level":"open_access"}],"date_created":"2021-11-14T23:01:25Z","has_accepted_license":"1","department":[{"_id":"LaEr"}],"intvolume":"        26","status":"public","day":"28","type":"journal_article","publication":"Electronic Journal of Probability","file_date_updated":"2021-11-15T10:10:17Z","title":"On eigenvector statistics in the spherical and truncated unitary ensembles","year":"2021","doi":"10.1214/21-EJP686","ec_funded":1,"ddc":["519"],"tmp":{"image":"/images/cc_by.png","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","short":"CC BY (4.0)"},"article_number":"124","abstract":[{"text":"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.","lang":"eng"}],"author":[{"last_name":"Dubach","full_name":"Dubach, Guillaume","orcid":"0000-0001-6892-8137","first_name":"Guillaume","id":"D5C6A458-10C4-11EA-ABF4-A4B43DDC885E"}],"publication_status":"published","citation":{"chicago":"Dubach, Guillaume. “On Eigenvector Statistics in the Spherical and Truncated Unitary Ensembles.” <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics, 2021. <a href=\"https://doi.org/10.1214/21-EJP686\">https://doi.org/10.1214/21-EJP686</a>.","apa":"Dubach, G. (2021). On eigenvector statistics in the spherical and truncated unitary ensembles. <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/21-EJP686\">https://doi.org/10.1214/21-EJP686</a>","ieee":"G. Dubach, “On eigenvector statistics in the spherical and truncated unitary ensembles,” <i>Electronic Journal of Probability</i>, vol. 26. Institute of Mathematical Statistics, 2021.","short":"G. Dubach, Electronic Journal of Probability 26 (2021).","ista":"Dubach G. 2021. On eigenvector statistics in the spherical and truncated unitary ensembles. Electronic Journal of Probability. 26, 124.","mla":"Dubach, Guillaume. “On Eigenvector Statistics in the Spherical and Truncated Unitary Ensembles.” <i>Electronic Journal of Probability</i>, vol. 26, 124, Institute of Mathematical Statistics, 2021, doi:<a href=\"https://doi.org/10.1214/21-EJP686\">10.1214/21-EJP686</a>.","ama":"Dubach G. On eigenvector statistics in the spherical and truncated unitary ensembles. <i>Electronic Journal of Probability</i>. 2021;26. doi:<a href=\"https://doi.org/10.1214/21-EJP686\">10.1214/21-EJP686</a>"},"_id":"10285","publication_identifier":{"eissn":["1083-6489"]},"acknowledgement":"We acknowledge partial support from the grants NSF DMS-1812114 of P. Bourgade (PI) and NSF CAREER DMS-1653602 of L.-P. Arguin (PI). This project has also received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 754411. We would like to thank Paul Bourgade and László Erdős for many helpful comments.","user_id":"8b945eb4-e2f2-11eb-945a-df72226e66a9","project":[{"grant_number":"754411","name":"ISTplus - Postdoctoral Fellowships","_id":"260C2330-B435-11E9-9278-68D0E5697425","call_identifier":"H2020"}],"quality_controlled":"1","oa_version":"Published Version","date_updated":"2021-11-15T10:48:46Z","oa":1,"volume":26,"article_processing_charge":"No"},{"publication":"Electronic Journal of Probability","file_date_updated":"2020-12-28T08:24:08Z","day":"21","type":"journal_article","intvolume":"        25","status":"public","has_accepted_license":"1","department":[{"_id":"JaMa"}],"date_created":"2020-12-27T23:01:17Z","file":[{"checksum":"d75359b9814e78d57c0a481b7cde3751","date_created":"2020-12-28T08:24:08Z","file_size":696653,"file_name":"2020_ElectronJProbab_Redig.pdf","access_level":"open_access","date_updated":"2020-12-28T08:24:08Z","success":1,"file_id":"8976","creator":"dernst","relation":"main_file","content_type":"application/pdf"}],"month":"10","article_type":"original","date_published":"2020-10-21T00:00:00Z","scopus_import":"1","publisher":" Institute of Mathematical Statistics","language":[{"iso":"eng"}],"arxiv":1,"article_processing_charge":"No","oa":1,"date_updated":"2023-10-17T12:51:56Z","volume":25,"publication_identifier":{"eissn":["1083-6489"]},"_id":"8973","quality_controlled":"1","project":[{"grant_number":"754411","_id":"260C2330-B435-11E9-9278-68D0E5697425","name":"ISTplus - Postdoctoral Fellowships","call_identifier":"H2020"}],"oa_version":"Published Version","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","acknowledgement":"We warmly thank S.R.S. Varadhan for many enlightening discussions at an early stage of this work. We are indebted to Francesca Collet for fruitful discussions and constant support all throughout this work. We thank Simone Floreani\r\nand Alberto Chiarini for helpful conversations on the final part of this paper as well as both referees for their careful reading and for raising relevant issues on some weak points contained in a previous version of this manuscript; we believe this helped us to improve it.\r\nPart of this work was done during the authors’ stay at the Institut Henri Poincaré (UMS 5208 CNRS-Sorbonne Université) – Centre Emile Borel during the trimester Stochastic Dynamics Out of Equilibrium. The authors thank this institution for hospitality and support (through LabEx CARMIN, ANR-10-LABX-59-01). F.S. thanks laboratoire\r\nMAP5 of Université de Paris, and E.S. thanks Delft University, for financial support and hospitality. F.S. acknowledges NWO for financial support via the TOP1 grant 613.001.552 as well as funding from the European Union’s Horizon 2020 research and innovation programme under the Marie-Skłodowska-Curie grant agreement No. 754411. This research has been conducted within the FP2M federation (CNRS FR 2036).","citation":{"chicago":"Redig, Frank, Ellen Saada, and Federico Sau. “Symmetric Simple Exclusion Process in Dynamic Environment: Hydrodynamics.” <i>Electronic Journal of Probability</i>.  Institute of Mathematical Statistics, 2020. <a href=\"https://doi.org/10.1214/20-EJP536\">https://doi.org/10.1214/20-EJP536</a>.","ieee":"F. Redig, E. Saada, and F. Sau, “Symmetric simple exclusion process in dynamic environment: Hydrodynamics,” <i>Electronic Journal of Probability</i>, vol. 25.  Institute of Mathematical Statistics, 2020.","apa":"Redig, F., Saada, E., &#38; Sau, F. (2020). Symmetric simple exclusion process in dynamic environment: Hydrodynamics. <i>Electronic Journal of Probability</i>.  Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/20-EJP536\">https://doi.org/10.1214/20-EJP536</a>","ista":"Redig F, Saada E, Sau F. 2020. Symmetric simple exclusion process in dynamic environment: Hydrodynamics. Electronic Journal of Probability. 25, 138.","short":"F. Redig, E. Saada, F. Sau, Electronic Journal of Probability 25 (2020).","mla":"Redig, Frank, et al. “Symmetric Simple Exclusion Process in Dynamic Environment: Hydrodynamics.” <i>Electronic Journal of Probability</i>, vol. 25, 138,  Institute of Mathematical Statistics, 2020, doi:<a href=\"https://doi.org/10.1214/20-EJP536\">10.1214/20-EJP536</a>.","ama":"Redig F, Saada E, Sau F. Symmetric simple exclusion process in dynamic environment: Hydrodynamics. <i>Electronic Journal of Probability</i>. 2020;25. doi:<a href=\"https://doi.org/10.1214/20-EJP536\">10.1214/20-EJP536</a>"},"publication_status":"published","abstract":[{"text":"We consider the symmetric simple exclusion process in Zd with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process, between the invariance principle for single particles starting from all points and the macroscopic behavior of the density field. While the hydrodynamic limit at fixed macroscopic times is obtained via a generalization to the time-inhomogeneous context of the strategy introduced in [41], in order to prove tightness for the sequence of empirical density fields we develop a new criterion based on the notion of uniform conditional stochastic continuity, following [50]. In conclusion, we show that uniform elliptic dynamic conductances provide an example of environments in which the so-called arbitrary starting point invariance principle may be derived from the invariance principle of a single particle starting from the origin. Therefore, our hydrodynamics result applies to the examples of quenched environments considered in, e.g., [1], [3], [6] in combination with the hypothesis of uniform ellipticity.","lang":"eng"}],"author":[{"last_name":"Redig","full_name":"Redig, Frank","first_name":"Frank"},{"first_name":"Ellen","full_name":"Saada, Ellen","last_name":"Saada"},{"first_name":"Federico","full_name":"Sau, Federico","last_name":"Sau","id":"E1836206-9F16-11E9-8814-AEFDE5697425"}],"isi":1,"article_number":"138","ddc":["510"],"doi":"10.1214/20-EJP536","year":"2020","ec_funded":1,"external_id":{"isi":["000591737500001"],"arxiv":["1811.01366"]},"title":"Symmetric simple exclusion process in dynamic environment: Hydrodynamics"},{"publication_status":"published","citation":{"ama":"Dareiotis K, Gerencser M. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. <i>Electronic Journal of Probability</i>. 2020;25. doi:<a href=\"https://doi.org/10.1214/20-EJP479\">10.1214/20-EJP479</a>","mla":"Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” <i>Electronic Journal of Probability</i>, vol. 25, 82, Institute of Mathematical Statistics, 2020, doi:<a href=\"https://doi.org/10.1214/20-EJP479\">10.1214/20-EJP479</a>.","short":"K. Dareiotis, M. Gerencser, Electronic Journal of Probability 25 (2020).","ista":"Dareiotis K, Gerencser M. 2020. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability. 25, 82.","ieee":"K. Dareiotis and M. Gerencser, “On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift,” <i>Electronic Journal of Probability</i>, vol. 25. Institute of Mathematical Statistics, 2020.","apa":"Dareiotis, K., &#38; Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/20-EJP479\">https://doi.org/10.1214/20-EJP479</a>","chicago":"Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics, 2020. <a href=\"https://doi.org/10.1214/20-EJP479\">https://doi.org/10.1214/20-EJP479</a>."},"author":[{"first_name":"Konstantinos","last_name":"Dareiotis","full_name":"Dareiotis, Konstantinos"},{"last_name":"Gerencser","full_name":"Gerencser, Mate","first_name":"Mate","id":"44ECEDF2-F248-11E8-B48F-1D18A9856A87"}],"abstract":[{"text":"The strong rate of convergence of the Euler-Maruyama scheme for nondegenerate SDEs with irregular drift coefficients is considered. In the case of α-Hölder drift in the recent literature the rate α/2 was proved in many related situations. By exploiting the regularising effect of the noise more efficiently, we show that the rate is in fact arbitrarily close to 1/2 for all α>0. The result extends to Dini continuous coefficients, while in d=1 also to all bounded measurable coefficients.","lang":"eng"}],"volume":25,"date_updated":"2023-10-16T09:22:50Z","oa":1,"article_processing_charge":"No","arxiv":1,"user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","quality_controlled":"1","oa_version":"Published Version","_id":"6359","publication_identifier":{"eissn":["1083-6489"]},"year":"2020","doi":"10.1214/20-EJP479","external_id":{"isi":["000550150700001"],"arxiv":["1812.04583"]},"title":"On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift","article_number":"82","isi":1,"tmp":{"image":"/images/cc_by.png","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","short":"CC BY (4.0)"},"ddc":["510"],"type":"journal_article","day":"16","status":"public","intvolume":"        25","file_date_updated":"2020-09-21T13:15:02Z","publication":"Electronic Journal of Probability","date_published":"2020-07-16T00:00:00Z","article_type":"original","month":"07","language":[{"iso":"eng"}],"publisher":"Institute of Mathematical Statistics","scopus_import":"1","department":[{"_id":"JaMa"}],"has_accepted_license":"1","date_created":"2019-04-30T07:40:17Z","file":[{"content_type":"application/pdf","relation":"main_file","file_id":"8549","creator":"dernst","success":1,"date_updated":"2020-09-21T13:15:02Z","access_level":"open_access","file_name":"2020_EJournProbab_Dareiotis.pdf","file_size":273042,"date_created":"2020-09-21T13:15:02Z","checksum":"8e7c42e72596f6889d786e8e8b89994f"}]}]