---
_id: '15013'
abstract:
- lang: eng
  text: We consider random n×n matrices X with independent and centered entries and
    a general variance profile. We show that the spectral radius of X converges with
    very high probability to the square root of the spectral radius of the variance
    matrix of X when n tends to infinity. We also establish the optimal rate of convergence,
    that is a new result even for general i.i.d. matrices beyond the explicitly solvable
    Gaussian cases. The main ingredient is the proof of the local inhomogeneous circular
    law [arXiv:1612.07776] at the spectral edge.
acknowledgement: Partially supported by ERC Starting Grant RandMat No. 715539 and
  the SwissMap grant of Swiss National Science Foundation. Partially supported by
  ERC Advanced Grant RanMat No. 338804. Partially supported by the Hausdorff Center
  for Mathematics in Bonn.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Alt J, Erdös L, Krüger TH. Spectral radius of random matrices with independent
    entries. <i>Probability and Mathematical Physics</i>. 2021;2(2):221-280. doi:<a
    href="https://doi.org/10.2140/pmp.2021.2.221">10.2140/pmp.2021.2.221</a>
  apa: Alt, J., Erdös, L., &#38; Krüger, T. H. (2021). Spectral radius of random matrices
    with independent entries. <i>Probability and Mathematical Physics</i>. Mathematical
    Sciences Publishers. <a href="https://doi.org/10.2140/pmp.2021.2.221">https://doi.org/10.2140/pmp.2021.2.221</a>
  chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Spectral Radius of Random
    Matrices with Independent Entries.” <i>Probability and Mathematical Physics</i>.
    Mathematical Sciences Publishers, 2021. <a href="https://doi.org/10.2140/pmp.2021.2.221">https://doi.org/10.2140/pmp.2021.2.221</a>.
  ieee: J. Alt, L. Erdös, and T. H. Krüger, “Spectral radius of random matrices with
    independent entries,” <i>Probability and Mathematical Physics</i>, vol. 2, no.
    2. Mathematical Sciences Publishers, pp. 221–280, 2021.
  ista: Alt J, Erdös L, Krüger TH. 2021. Spectral radius of random matrices with independent
    entries. Probability and Mathematical Physics. 2(2), 221–280.
  mla: Alt, Johannes, et al. “Spectral Radius of Random Matrices with Independent
    Entries.” <i>Probability and Mathematical Physics</i>, vol. 2, no. 2, Mathematical
    Sciences Publishers, 2021, pp. 221–80, doi:<a href="https://doi.org/10.2140/pmp.2021.2.221">10.2140/pmp.2021.2.221</a>.
  short: J. Alt, L. Erdös, T.H. Krüger, Probability and Mathematical Physics 2 (2021)
    221–280.
date_created: 2024-02-18T23:01:03Z
date_published: 2021-05-21T00:00:00Z
date_updated: 2024-02-19T08:30:00Z
day: '21'
department:
- _id: LaEr
doi: 10.2140/pmp.2021.2.221
ec_funded: 1
external_id:
  arxiv:
  - '1907.13631'
intvolume: '         2'
issue: '2'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://doi.org/10.48550/arXiv.1907.13631
month: '05'
oa: 1
oa_version: Preprint
page: 221-280
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: Probability and Mathematical Physics
publication_identifier:
  eissn:
  - 2690-1005
  issn:
  - 2690-0998
publication_status: published
publisher: Mathematical Sciences Publishers
quality_controlled: '1'
scopus_import: '1'
status: public
title: Spectral radius of random matrices with independent entries
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 2
year: '2021'
...
---
_id: '9912'
abstract:
- lang: eng
  text: "In the customary random matrix model for transport in quantum dots with M
    internal degrees of freedom coupled to a chaotic environment via \U0001D441≪\U0001D440
    channels, the density \U0001D70C 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 \U0001D719:=\U0001D441/\U0001D440≤1;
    and (ii) general distributions for the matrix elements of the Hamiltonian of the
    quantum dot. In the limit \U0001D719→0, we recover the formula for the density
    \U0001D70C 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
    \U0001D719<1 but in the borderline case \U0001D719=1 an anomalous \U0001D706−2/3
    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."
acknowledgement: The authors are very grateful to Yan Fyodorov for discussions on
  the physical background and for providing references, and to the anonymous referee
  for numerous valuable remarks.
article_processing_charge: Yes (in subscription journal)
article_type: original
arxiv: 1
author:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Yuriy
  full_name: Nemish, Yuriy
  id: 4D902E6A-F248-11E8-B48F-1D18A9856A87
  last_name: Nemish
  orcid: 0000-0002-7327-856X
citation:
  ama: Erdös L, Krüger TH, Nemish Y. Scattering in quantum dots via noncommutative
    rational functions. <i>Annales Henri Poincaré </i>. 2021;22:4205–4269. doi:<a
    href="https://doi.org/10.1007/s00023-021-01085-6">10.1007/s00023-021-01085-6</a>
  apa: Erdös, L., Krüger, T. H., &#38; Nemish, Y. (2021). Scattering in quantum dots
    via noncommutative rational functions. <i>Annales Henri Poincaré </i>. Springer
    Nature. <a href="https://doi.org/10.1007/s00023-021-01085-6">https://doi.org/10.1007/s00023-021-01085-6</a>
  chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Scattering in Quantum
    Dots via Noncommutative Rational Functions.” <i>Annales Henri Poincaré </i>. Springer
    Nature, 2021. <a href="https://doi.org/10.1007/s00023-021-01085-6">https://doi.org/10.1007/s00023-021-01085-6</a>.
  ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Scattering in quantum dots via noncommutative
    rational functions,” <i>Annales Henri Poincaré </i>, vol. 22. Springer Nature,
    pp. 4205–4269, 2021.
  ista: Erdös L, Krüger TH, Nemish Y. 2021. Scattering in quantum dots via noncommutative
    rational functions. Annales Henri Poincaré . 22, 4205–4269.
  mla: Erdös, László, et al. “Scattering in Quantum Dots via Noncommutative Rational
    Functions.” <i>Annales Henri Poincaré </i>, vol. 22, Springer Nature, 2021, pp.
    4205–4269, doi:<a href="https://doi.org/10.1007/s00023-021-01085-6">10.1007/s00023-021-01085-6</a>.
  short: L. Erdös, T.H. Krüger, Y. Nemish, Annales Henri Poincaré  22 (2021) 4205–4269.
date_created: 2021-08-15T22:01:29Z
date_published: 2021-12-01T00:00:00Z
date_updated: 2023-08-11T10:31:48Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00023-021-01085-6
ec_funded: 1
external_id:
  arxiv:
  - '1911.05112'
  isi:
  - '000681531500001'
file:
- access_level: open_access
  checksum: 8d6bac0e2b0a28539608b0538a8e3b38
  content_type: application/pdf
  creator: dernst
  date_created: 2022-05-12T12:50:27Z
  date_updated: 2022-05-12T12:50:27Z
  file_id: '11365'
  file_name: 2021_AnnHenriPoincare_Erdoes.pdf
  file_size: 1162454
  relation: main_file
  success: 1
file_date_updated: 2022-05-12T12:50:27Z
has_accepted_license: '1'
intvolume: '        22'
isi: 1
language:
- iso: eng
month: '12'
oa: 1
oa_version: Published Version
page: 4205–4269
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: 'Annales Henri Poincaré '
publication_identifier:
  eissn:
  - 1424-0661
  issn:
  - 1424-0637
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Scattering in quantum dots via noncommutative rational functions
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)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 22
year: '2021'
...
---
_id: '7512'
abstract:
- lang: eng
  text: 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.
acknowledgement: "The authors are grateful to Oskari Ajanki for his invaluable help
  at the initial stage of this project, to Serban Belinschi for useful discussions,
  to Alexander Tikhomirov for calling our attention to the model example in Section
  6.2 and to the anonymous referee for suggesting to simplify certain proofs. Erdös:
  Partially funded by ERC Advanced Grant RANMAT No. 338804\r\n"
article_number: '108507'
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Yuriy
  full_name: Nemish, Yuriy
  id: 4D902E6A-F248-11E8-B48F-1D18A9856A87
  last_name: Nemish
  orcid: 0000-0002-7327-856X
citation:
  ama: Erdös L, Krüger TH, Nemish Y. Local laws for polynomials of Wigner matrices.
    <i>Journal of Functional Analysis</i>. 2020;278(12). doi:<a href="https://doi.org/10.1016/j.jfa.2020.108507">10.1016/j.jfa.2020.108507</a>
  apa: Erdös, L., Krüger, T. H., &#38; Nemish, Y. (2020). Local laws for polynomials
    of Wigner matrices. <i>Journal of Functional Analysis</i>. Elsevier. <a href="https://doi.org/10.1016/j.jfa.2020.108507">https://doi.org/10.1016/j.jfa.2020.108507</a>
  chicago: Erdös, László, Torben H Krüger, and Yuriy Nemish. “Local Laws for Polynomials
    of Wigner Matrices.” <i>Journal of Functional Analysis</i>. Elsevier, 2020. <a
    href="https://doi.org/10.1016/j.jfa.2020.108507">https://doi.org/10.1016/j.jfa.2020.108507</a>.
  ieee: L. Erdös, T. H. Krüger, and Y. Nemish, “Local laws for polynomials of Wigner
    matrices,” <i>Journal of Functional Analysis</i>, vol. 278, no. 12. Elsevier,
    2020.
  ista: Erdös L, Krüger TH, Nemish Y. 2020. Local laws for polynomials of Wigner matrices.
    Journal of Functional Analysis. 278(12), 108507.
  mla: Erdös, László, et al. “Local Laws for Polynomials of Wigner Matrices.” <i>Journal
    of Functional Analysis</i>, vol. 278, no. 12, 108507, Elsevier, 2020, doi:<a href="https://doi.org/10.1016/j.jfa.2020.108507">10.1016/j.jfa.2020.108507</a>.
  short: L. Erdös, T.H. Krüger, Y. Nemish, Journal of Functional Analysis 278 (2020).
date_created: 2020-02-23T23:00:36Z
date_published: 2020-07-01T00:00:00Z
date_updated: 2023-08-18T06:36:10Z
day: '01'
department:
- _id: LaEr
doi: 10.1016/j.jfa.2020.108507
ec_funded: 1
external_id:
  arxiv:
  - '1804.11340'
  isi:
  - '000522798900001'
intvolume: '       278'
isi: 1
issue: '12'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1804.11340
month: '07'
oa: 1
oa_version: Preprint
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: Journal of Functional Analysis
publication_identifier:
  eissn:
  - '10960783'
  issn:
  - '00221236'
publication_status: published
publisher: Elsevier
quality_controlled: '1'
scopus_import: '1'
status: public
title: Local laws for polynomials of Wigner matrices
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 278
year: '2020'
...
---
_id: '14694'
abstract:
- lang: eng
  text: 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.
article_processing_charge: Yes
article_type: original
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral
    bands, edges and cusps. <i>Documenta Mathematica</i>. 2020;25:1421-1539. doi:<a
    href="https://doi.org/10.4171/dm/780">10.4171/dm/780</a>'
  apa: 'Alt, J., Erdös, L., &#38; Krüger, T. H. (2020). The Dyson equation with linear
    self-energy: Spectral bands, edges and cusps. <i>Documenta Mathematica</i>. EMS
    Press. <a href="https://doi.org/10.4171/dm/780">https://doi.org/10.4171/dm/780</a>'
  chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation
    with Linear Self-Energy: Spectral Bands, Edges and Cusps.” <i>Documenta Mathematica</i>.
    EMS Press, 2020. <a href="https://doi.org/10.4171/dm/780">https://doi.org/10.4171/dm/780</a>.'
  ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy:
    Spectral bands, edges and cusps,” <i>Documenta Mathematica</i>, vol. 25. EMS Press,
    pp. 1421–1539, 2020.'
  ista: 'Alt J, Erdös L, Krüger TH. 2020. The Dyson equation with linear self-energy:
    Spectral bands, edges and cusps. Documenta Mathematica. 25, 1421–1539.'
  mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral
    Bands, Edges and Cusps.” <i>Documenta Mathematica</i>, vol. 25, EMS Press, 2020,
    pp. 1421–539, doi:<a href="https://doi.org/10.4171/dm/780">10.4171/dm/780</a>.'
  short: J. Alt, L. Erdös, T.H. Krüger, Documenta Mathematica 25 (2020) 1421–1539.
date_created: 2023-12-18T10:37:43Z
date_published: 2020-09-01T00:00:00Z
date_updated: 2023-12-18T10:46:09Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.4171/dm/780
external_id:
  arxiv:
  - '1804.07752'
file:
- access_level: open_access
  checksum: 12aacc1d63b852ff9a51c1f6b218d4a6
  content_type: application/pdf
  creator: dernst
  date_created: 2023-12-18T10:42:32Z
  date_updated: 2023-12-18T10:42:32Z
  file_id: '14695'
  file_name: 2020_DocumentaMathematica_Alt.pdf
  file_size: 1374708
  relation: main_file
  success: 1
file_date_updated: 2023-12-18T10:42:32Z
has_accepted_license: '1'
intvolume: '        25'
keyword:
- General Mathematics
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 1421-1539
publication: Documenta Mathematica
publication_identifier:
  eissn:
  - 1431-0643
  issn:
  - 1431-0635
publication_status: published
publisher: EMS Press
quality_controlled: '1'
related_material:
  record:
  - id: '6183'
    relation: earlier_version
    status: public
status: public
title: 'The Dyson equation with linear self-energy: Spectral bands, edges and cusps'
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)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 25
year: '2020'
...
---
_id: '6184'
abstract:
- lang: eng
  text: 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.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
citation:
  ama: 'Alt J, Erdös L, Krüger TH, Schröder DJ. Correlated random matrices: Band rigidity
    and edge universality. <i>Annals of Probability</i>. 2020;48(2):963-1001. doi:<a
    href="https://doi.org/10.1214/19-AOP1379">10.1214/19-AOP1379</a>'
  apa: 'Alt, J., Erdös, L., Krüger, T. H., &#38; Schröder, D. J. (2020). Correlated
    random matrices: Band rigidity and edge universality. <i>Annals of Probability</i>.
    Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/19-AOP1379">https://doi.org/10.1214/19-AOP1379</a>'
  chicago: 'Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder.
    “Correlated Random Matrices: Band Rigidity and Edge Universality.” <i>Annals of
    Probability</i>. Institute of Mathematical Statistics, 2020. <a href="https://doi.org/10.1214/19-AOP1379">https://doi.org/10.1214/19-AOP1379</a>.'
  ieee: 'J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices:
    Band rigidity and edge universality,” <i>Annals of Probability</i>, vol. 48, no.
    2. Institute of Mathematical Statistics, pp. 963–1001, 2020.'
  ista: 'Alt J, Erdös L, Krüger TH, Schröder DJ. 2020. Correlated random matrices:
    Band rigidity and edge universality. Annals of Probability. 48(2), 963–1001.'
  mla: 'Alt, Johannes, et al. “Correlated Random Matrices: Band Rigidity and Edge
    Universality.” <i>Annals of Probability</i>, vol. 48, no. 2, Institute of Mathematical
    Statistics, 2020, pp. 963–1001, doi:<a href="https://doi.org/10.1214/19-AOP1379">10.1214/19-AOP1379</a>.'
  short: J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, Annals of Probability 48 (2020)
    963–1001.
date_created: 2019-03-28T09:20:08Z
date_published: 2020-03-01T00:00:00Z
date_updated: 2024-02-22T14:34:33Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/19-AOP1379
ec_funded: 1
external_id:
  arxiv:
  - '1804.07744'
  isi:
  - '000528269100013'
intvolume: '        48'
isi: 1
issue: '2'
language:
- iso: eng
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  url: https://arxiv.org/abs/1804.07744
month: '03'
oa: 1
oa_version: Preprint
page: 963-1001
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publication: Annals of Probability
publication_identifier:
  issn:
  - 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
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  - id: '6179'
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status: public
title: 'Correlated random matrices: Band rigidity and edge universality'
type: journal_article
user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87
volume: 48
year: '2020'
...
---
_id: '6185'
abstract:
- lang: eng
  text: 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).
acknowledgement: Open access funding provided by Institute of Science and Technology
  (IST Austria). The authors are very grateful to Johannes Alt for numerous discussions
  on the Dyson equation and for his invaluable help in adjusting [10] to the needs
  of the present work.
article_processing_charge: Yes (via OA deal)
article_type: original
arxiv: 1
author:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
citation:
  ama: 'Erdös L, Krüger TH, Schröder DJ. Cusp universality for random matrices I:
    Local law and the complex Hermitian case. <i>Communications in Mathematical Physics</i>.
    2020;378:1203-1278. doi:<a href="https://doi.org/10.1007/s00220-019-03657-4">10.1007/s00220-019-03657-4</a>'
  apa: 'Erdös, L., Krüger, T. H., &#38; Schröder, D. J. (2020). Cusp universality
    for random matrices I: Local law and the complex Hermitian case. <i>Communications
    in Mathematical Physics</i>. Springer Nature. <a href="https://doi.org/10.1007/s00220-019-03657-4">https://doi.org/10.1007/s00220-019-03657-4</a>'
  chicago: 'Erdös, László, Torben H Krüger, and Dominik J Schröder. “Cusp Universality
    for Random Matrices I: Local Law and the Complex Hermitian Case.” <i>Communications
    in Mathematical Physics</i>. Springer Nature, 2020. <a href="https://doi.org/10.1007/s00220-019-03657-4">https://doi.org/10.1007/s00220-019-03657-4</a>.'
  ieee: 'L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random
    matrices I: Local law and the complex Hermitian case,” <i>Communications in Mathematical
    Physics</i>, vol. 378. Springer Nature, pp. 1203–1278, 2020.'
  ista: 'Erdös L, Krüger TH, Schröder DJ. 2020. Cusp universality for random matrices
    I: Local law and the complex Hermitian case. Communications in Mathematical Physics.
    378, 1203–1278.'
  mla: 'Erdös, László, et al. “Cusp Universality for Random Matrices I: Local Law
    and the Complex Hermitian Case.” <i>Communications in Mathematical Physics</i>,
    vol. 378, Springer Nature, 2020, pp. 1203–78, doi:<a href="https://doi.org/10.1007/s00220-019-03657-4">10.1007/s00220-019-03657-4</a>.'
  short: L. Erdös, T.H. Krüger, D.J. Schröder, Communications in Mathematical Physics
    378 (2020) 1203–1278.
date_created: 2019-03-28T10:21:15Z
date_published: 2020-09-01T00:00:00Z
date_updated: 2023-09-07T12:54:12Z
day: '01'
ddc:
- '530'
- '510'
department:
- _id: LaEr
doi: 10.1007/s00220-019-03657-4
ec_funded: 1
external_id:
  arxiv:
  - '1809.03971'
  isi:
  - '000529483000001'
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language:
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oa: 1
oa_version: Published Version
page: 1203-1278
project:
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  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
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  name: IST Austria Open Access Fund
publication: Communications in Mathematical Physics
publication_identifier:
  eissn:
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  issn:
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publication_status: published
publisher: Springer Nature
quality_controlled: '1'
related_material:
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scopus_import: '1'
status: public
title: 'Cusp universality for random matrices I: Local law and the complex Hermitian
  case'
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)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 378
year: '2020'
...
---
_id: '6182'
abstract:
- lang: eng
  text: "We consider large random matrices with a general slowly decaying correlation
    among its entries. We prove universality of the local eigenvalue statistics and
    optimal local laws for the resolvent away from the spectral edges, generalizing
    the recent result of Ajanki et al. [‘Stability of the matrix Dyson equation and
    random matrices with correlations’, Probab. Theory Related Fields 173(1–2) (2019),
    293–373] to allow slow correlation decay and arbitrary expectation. The main novel
    tool is\r\na systematic diagrammatic control of a multivariate cumulant expansion."
article_number: e8
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
citation:
  ama: Erdös L, Krüger TH, Schröder DJ. Random matrices with slow correlation decay.
    <i>Forum of Mathematics, Sigma</i>. 2019;7. doi:<a href="https://doi.org/10.1017/fms.2019.2">10.1017/fms.2019.2</a>
  apa: Erdös, L., Krüger, T. H., &#38; Schröder, D. J. (2019). Random matrices with
    slow correlation decay. <i>Forum of Mathematics, Sigma</i>. Cambridge University
    Press. <a href="https://doi.org/10.1017/fms.2019.2">https://doi.org/10.1017/fms.2019.2</a>
  chicago: Erdös, László, Torben H Krüger, and Dominik J Schröder. “Random Matrices
    with Slow Correlation Decay.” <i>Forum of Mathematics, Sigma</i>. Cambridge University
    Press, 2019. <a href="https://doi.org/10.1017/fms.2019.2">https://doi.org/10.1017/fms.2019.2</a>.
  ieee: L. Erdös, T. H. Krüger, and D. J. Schröder, “Random matrices with slow correlation
    decay,” <i>Forum of Mathematics, Sigma</i>, vol. 7. Cambridge University Press,
    2019.
  ista: Erdös L, Krüger TH, Schröder DJ. 2019. Random matrices with slow correlation
    decay. Forum of Mathematics, Sigma. 7, e8.
  mla: Erdös, László, et al. “Random Matrices with Slow Correlation Decay.” <i>Forum
    of Mathematics, Sigma</i>, vol. 7, e8, Cambridge University Press, 2019, doi:<a
    href="https://doi.org/10.1017/fms.2019.2">10.1017/fms.2019.2</a>.
  short: L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma 7 (2019).
date_created: 2019-03-28T09:05:23Z
date_published: 2019-03-26T00:00:00Z
date_updated: 2023-09-07T12:54:12Z
day: '26'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1017/fms.2019.2
ec_funded: 1
external_id:
  arxiv:
  - '1705.10661'
  isi:
  - '000488847100001'
file:
- access_level: open_access
  checksum: 933a472568221c73b2c3ce8c87bf6d15
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  date_created: 2019-09-17T14:24:13Z
  date_updated: 2020-07-14T12:47:22Z
  file_id: '6883'
  file_name: 2019_Forum_Erdoes.pdf
  file_size: 1520344
  relation: main_file
file_date_updated: 2020-07-14T12:47:22Z
has_accepted_license: '1'
intvolume: '         7'
isi: 1
language:
- iso: eng
month: '03'
oa: 1
oa_version: Published Version
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: Forum of Mathematics, Sigma
publication_identifier:
  eissn:
  - '20505094'
publication_status: published
publisher: Cambridge University Press
quality_controlled: '1'
related_material:
  record:
  - id: '6179'
    relation: dissertation_contains
    status: public
scopus_import: '1'
status: public
title: Random matrices with slow correlation decay
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)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 7
year: '2019'
...
---
_id: '6186'
abstract:
- lang: eng
  text: "We prove that the local eigenvalue statistics of real symmetric Wigner-type\r\nmatrices
    near the cusp points of the eigenvalue density are universal. Together\r\nwith
    the companion paper [arXiv:1809.03971], which proves the same result for\r\nthe
    complex Hermitian symmetry class, this completes the last remaining case of\r\nthe
    Wigner-Dyson-Mehta universality conjecture after bulk and edge\r\nuniversalities
    have been established in the last years. We extend the recent\r\nDyson Brownian
    motion analysis at the edge [arXiv:1712.03881] to the cusp\r\nregime using the
    optimal local law from [arXiv:1809.03971] and the accurate\r\nlocal shape analysis
    of the density from [arXiv:1506.05095, arXiv:1804.07752].\r\nWe also present a
    PDE-based method to improve the estimate on eigenvalue\r\nrigidity via the maximum
    principle of the heat flow related to the Dyson\r\nBrownian motion."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Giorgio
  full_name: Cipolloni, Giorgio
  id: 42198EFA-F248-11E8-B48F-1D18A9856A87
  last_name: Cipolloni
  orcid: 0000-0002-4901-7992
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
citation:
  ama: 'Cipolloni G, Erdös L, Krüger TH, Schröder DJ. Cusp universality for random
    matrices, II: The real symmetric case. <i>Pure and Applied Analysis </i>. 2019;1(4):615–707.
    doi:<a href="https://doi.org/10.2140/paa.2019.1.615">10.2140/paa.2019.1.615</a>'
  apa: 'Cipolloni, G., Erdös, L., Krüger, T. H., &#38; Schröder, D. J. (2019). Cusp
    universality for random matrices, II: The real symmetric case. <i>Pure and Applied
    Analysis </i>. MSP. <a href="https://doi.org/10.2140/paa.2019.1.615">https://doi.org/10.2140/paa.2019.1.615</a>'
  chicago: 'Cipolloni, Giorgio, László Erdös, Torben H Krüger, and Dominik J Schröder.
    “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” <i>Pure
    and Applied Analysis </i>. MSP, 2019. <a href="https://doi.org/10.2140/paa.2019.1.615">https://doi.org/10.2140/paa.2019.1.615</a>.'
  ieee: 'G. Cipolloni, L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality
    for random matrices, II: The real symmetric case,” <i>Pure and Applied Analysis
    </i>, vol. 1, no. 4. MSP, pp. 615–707, 2019.'
  ista: 'Cipolloni G, Erdös L, Krüger TH, Schröder DJ. 2019. Cusp universality for
    random matrices, II: The real symmetric case. Pure and Applied Analysis . 1(4),
    615–707.'
  mla: 'Cipolloni, Giorgio, et al. “Cusp Universality for Random Matrices, II: The
    Real Symmetric Case.” <i>Pure and Applied Analysis </i>, vol. 1, no. 4, MSP, 2019,
    pp. 615–707, doi:<a href="https://doi.org/10.2140/paa.2019.1.615">10.2140/paa.2019.1.615</a>.'
  short: G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, Pure and Applied Analysis  1
    (2019) 615–707.
date_created: 2019-03-28T10:21:17Z
date_published: 2019-10-12T00:00:00Z
date_updated: 2023-09-07T12:54:12Z
day: '12'
department:
- _id: LaEr
doi: 10.2140/paa.2019.1.615
ec_funded: 1
external_id:
  arxiv:
  - '1811.04055'
intvolume: '         1'
issue: '4'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1811.04055
month: '10'
oa: 1
oa_version: Preprint
page: 615–707
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
- _id: 2564DBCA-B435-11E9-9278-68D0E5697425
  call_identifier: H2020
  grant_number: '665385'
  name: International IST Doctoral Program
publication: 'Pure and Applied Analysis '
publication_identifier:
  eissn:
  - 2578-5885
  issn:
  - 2578-5893
publication_status: published
publisher: MSP
quality_controlled: '1'
related_material:
  record:
  - id: '6179'
    relation: dissertation_contains
    status: public
status: public
title: 'Cusp universality for random matrices, II: The real symmetric case'
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 1
year: '2019'
...
---
_id: '6240'
abstract:
- lang: eng
  text: For a general class of large non-Hermitian random block matrices X we prove
    that there are no eigenvalues away from a deterministic set with very high probability.
    This set is obtained from the Dyson equation of the Hermitization of X as the
    self-consistent approximation of the pseudospectrum. We demonstrate that the analysis
    of the matrix Dyson equation from (Probab. Theory Related Fields (2018)) offers
    a unified treatment of many structured matrix ensembles.
article_processing_charge: No
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Yuriy
  full_name: Nemish, Yuriy
  id: 4D902E6A-F248-11E8-B48F-1D18A9856A87
  last_name: Nemish
  orcid: 0000-0002-7327-856X
citation:
  ama: Alt J, Erdös L, Krüger TH, Nemish Y. Location of the spectrum of Kronecker
    random matrices. <i>Annales de l’institut Henri Poincare</i>. 2019;55(2):661-696.
    doi:<a href="https://doi.org/10.1214/18-AIHP894">10.1214/18-AIHP894</a>
  apa: Alt, J., Erdös, L., Krüger, T. H., &#38; Nemish, Y. (2019). Location of the
    spectrum of Kronecker random matrices. <i>Annales de l’institut Henri Poincare</i>.
    Institut Henri Poincaré. <a href="https://doi.org/10.1214/18-AIHP894">https://doi.org/10.1214/18-AIHP894</a>
  chicago: Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location
    of the Spectrum of Kronecker Random Matrices.” <i>Annales de l’institut Henri
    Poincare</i>. Institut Henri Poincaré, 2019. <a href="https://doi.org/10.1214/18-AIHP894">https://doi.org/10.1214/18-AIHP894</a>.
  ieee: J. Alt, L. Erdös, T. H. Krüger, and Y. Nemish, “Location of the spectrum of
    Kronecker random matrices,” <i>Annales de l’institut Henri Poincare</i>, vol.
    55, no. 2. Institut Henri Poincaré, pp. 661–696, 2019.
  ista: Alt J, Erdös L, Krüger TH, Nemish Y. 2019. Location of the spectrum of Kronecker
    random matrices. Annales de l’institut Henri Poincare. 55(2), 661–696.
  mla: Alt, Johannes, et al. “Location of the Spectrum of Kronecker Random Matrices.”
    <i>Annales de l’institut Henri Poincare</i>, vol. 55, no. 2, Institut Henri Poincaré,
    2019, pp. 661–96, doi:<a href="https://doi.org/10.1214/18-AIHP894">10.1214/18-AIHP894</a>.
  short: J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’institut Henri Poincare
    55 (2019) 661–696.
date_created: 2019-04-08T14:05:04Z
date_published: 2019-05-01T00:00:00Z
date_updated: 2023-10-17T12:20:20Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/18-AIHP894
ec_funded: 1
external_id:
  arxiv:
  - '1706.08343'
  isi:
  - '000467793600003'
intvolume: '        55'
isi: 1
issue: '2'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1706.08343
month: '05'
oa: 1
oa_version: Preprint
page: 661-696
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: Annales de l'institut Henri Poincare
publication_identifier:
  issn:
  - 0246-0203
publication_status: published
publisher: Institut Henri Poincaré
quality_controlled: '1'
related_material:
  record:
  - id: '149'
    relation: dissertation_contains
    status: public
scopus_import: '1'
status: public
title: Location of the spectrum of Kronecker random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 55
year: '2019'
...
---
_id: '429'
abstract:
- lang: eng
  text: We consider real symmetric or complex hermitian random matrices with correlated
    entries. We prove local laws for the resolvent and universality of the local eigenvalue
    statistics in the bulk of the spectrum. The correlations have fast decay but are
    otherwise of general form. The key novelty is the detailed stability analysis
    of the corresponding matrix valued Dyson equation whose solution is the deterministic
    limit of the resolvent.
acknowledgement: "Open access funding provided by Institute of Science and Technology
  (IST Austria).\r\n"
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Oskari H
  full_name: Ajanki, Oskari H
  id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
  last_name: Ajanki
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Ajanki OH, Erdös L, Krüger TH. Stability of the matrix Dyson equation and random
    matrices with correlations. <i>Probability Theory and Related Fields</i>. 2019;173(1-2):293–373.
    doi:<a href="https://doi.org/10.1007/s00440-018-0835-z">10.1007/s00440-018-0835-z</a>
  apa: Ajanki, O. H., Erdös, L., &#38; Krüger, T. H. (2019). Stability of the matrix
    Dyson equation and random matrices with correlations. <i>Probability Theory and
    Related Fields</i>. Springer. <a href="https://doi.org/10.1007/s00440-018-0835-z">https://doi.org/10.1007/s00440-018-0835-z</a>
  chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Stability of the
    Matrix Dyson Equation and Random Matrices with Correlations.” <i>Probability Theory
    and Related Fields</i>. Springer, 2019. <a href="https://doi.org/10.1007/s00440-018-0835-z">https://doi.org/10.1007/s00440-018-0835-z</a>.
  ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Stability of the matrix Dyson equation
    and random matrices with correlations,” <i>Probability Theory and Related Fields</i>,
    vol. 173, no. 1–2. Springer, pp. 293–373, 2019.
  ista: Ajanki OH, Erdös L, Krüger TH. 2019. Stability of the matrix Dyson equation
    and random matrices with correlations. Probability Theory and Related Fields.
    173(1–2), 293–373.
  mla: Ajanki, Oskari H., et al. “Stability of the Matrix Dyson Equation and Random
    Matrices with Correlations.” <i>Probability Theory and Related Fields</i>, vol.
    173, no. 1–2, Springer, 2019, pp. 293–373, doi:<a href="https://doi.org/10.1007/s00440-018-0835-z">10.1007/s00440-018-0835-z</a>.
  short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields
    173 (2019) 293–373.
date_created: 2018-12-11T11:46:25Z
date_published: 2019-02-01T00:00:00Z
date_updated: 2023-08-24T14:39:00Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00440-018-0835-z
ec_funded: 1
external_id:
  isi:
  - '000459396500007'
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page: 293–373
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  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
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  name: IST Austria Open Access Fund
publication: Probability Theory and Related Fields
publication_identifier:
  eissn:
  - '14322064'
  issn:
  - '01788051'
publication_status: published
publisher: Springer
publist_id: '7394'
quality_controlled: '1'
scopus_import: '1'
status: public
title: Stability of the matrix Dyson equation and random matrices with correlations
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)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 173
year: '2019'
...
---
_id: '181'
abstract:
- lang: eng
  text: We consider large random matrices X with centered, independent entries but
    possibly di erent variances. We compute the normalized trace of f(X)g(X∗) for
    f, g functions analytic on the spectrum of X. We use these results to compute
    the long time asymptotics for systems of coupled di erential equations with random
    coe cients. We show that when the coupling is critical, the norm squared of the
    solution decays like t−1/2.
acknowledgement: The work of the second author was also partially supported by the
  Hausdorff Center of Mathematics.
article_processing_charge: No
arxiv: 1
author:
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: David T
  full_name: Renfrew, David T
  id: 4845BF6A-F248-11E8-B48F-1D18A9856A87
  last_name: Renfrew
  orcid: 0000-0003-3493-121X
citation:
  ama: Erdös L, Krüger TH, Renfrew DT. Power law decay for systems of randomly coupled
    differential equations. <i>SIAM Journal on Mathematical Analysis</i>. 2018;50(3):3271-3290.
    doi:<a href="https://doi.org/10.1137/17M1143125">10.1137/17M1143125</a>
  apa: Erdös, L., Krüger, T. H., &#38; Renfrew, D. T. (2018). Power law decay for
    systems of randomly coupled differential equations. <i>SIAM Journal on Mathematical
    Analysis</i>. Society for Industrial and Applied Mathematics . <a href="https://doi.org/10.1137/17M1143125">https://doi.org/10.1137/17M1143125</a>
  chicago: Erdös, László, Torben H Krüger, and David T Renfrew. “Power Law Decay for
    Systems of Randomly Coupled Differential Equations.” <i>SIAM Journal on Mathematical
    Analysis</i>. Society for Industrial and Applied Mathematics , 2018. <a href="https://doi.org/10.1137/17M1143125">https://doi.org/10.1137/17M1143125</a>.
  ieee: L. Erdös, T. H. Krüger, and D. T. Renfrew, “Power law decay for systems of
    randomly coupled differential equations,” <i>SIAM Journal on Mathematical Analysis</i>,
    vol. 50, no. 3. Society for Industrial and Applied Mathematics , pp. 3271–3290,
    2018.
  ista: Erdös L, Krüger TH, Renfrew DT. 2018. Power law decay for systems of randomly
    coupled differential equations. SIAM Journal on Mathematical Analysis. 50(3),
    3271–3290.
  mla: Erdös, László, et al. “Power Law Decay for Systems of Randomly Coupled Differential
    Equations.” <i>SIAM Journal on Mathematical Analysis</i>, vol. 50, no. 3, Society
    for Industrial and Applied Mathematics , 2018, pp. 3271–90, doi:<a href="https://doi.org/10.1137/17M1143125">10.1137/17M1143125</a>.
  short: L. Erdös, T.H. Krüger, D.T. Renfrew, SIAM Journal on Mathematical Analysis
    50 (2018) 3271–3290.
date_created: 2018-12-11T11:45:03Z
date_published: 2018-01-01T00:00:00Z
date_updated: 2023-09-15T12:05:52Z
day: '01'
department:
- _id: LaEr
doi: 10.1137/17M1143125
ec_funded: 1
external_id:
  arxiv:
  - '1708.01546'
  isi:
  - '000437018500032'
intvolume: '        50'
isi: 1
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1708.01546
month: '01'
oa: 1
oa_version: Published Version
page: 3271 - 3290
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
- _id: 258F40A4-B435-11E9-9278-68D0E5697425
  call_identifier: FWF
  grant_number: M02080
  name: Structured Non-Hermitian Random Matrices
publication: SIAM Journal on Mathematical Analysis
publication_status: published
publisher: 'Society for Industrial and Applied Mathematics '
publist_id: '7740'
quality_controlled: '1'
scopus_import: '1'
status: public
title: Power law decay for systems of randomly coupled differential equations
type: journal_article
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 50
year: '2018'
...
---
_id: '566'
abstract:
- lang: eng
  text: "We consider large random matrices X with centered, independent entries which
    have comparable but not necessarily identical variances. Girko's circular law
    asserts that the spectrum is supported in a disk and in case of identical variances,
    the limiting density is uniform. In this special case, the local circular law
    by Bourgade et. al. [11,12] shows that the empirical density converges even locally
    on scales slightly above the typical eigenvalue spacing. In the general case,
    the limiting density is typically inhomogeneous and it is obtained via solving
    a system of deterministic equations. Our main result is the local inhomogeneous
    circular law in the bulk spectrum on the optimal scale for a general variance
    profile of the entries of X. \r\n\r\n"
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Alt J, Erdös L, Krüger TH. Local inhomogeneous circular law. <i>Annals Applied
    Probability </i>. 2018;28(1):148-203. doi:<a href="https://doi.org/10.1214/17-AAP1302">10.1214/17-AAP1302</a>
  apa: Alt, J., Erdös, L., &#38; Krüger, T. H. (2018). Local inhomogeneous circular
    law. <i>Annals Applied Probability </i>. Institute of Mathematical Statistics.
    <a href="https://doi.org/10.1214/17-AAP1302">https://doi.org/10.1214/17-AAP1302</a>
  chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Inhomogeneous
    Circular Law.” <i>Annals Applied Probability </i>. Institute of Mathematical Statistics,
    2018. <a href="https://doi.org/10.1214/17-AAP1302">https://doi.org/10.1214/17-AAP1302</a>.
  ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local inhomogeneous circular law,” <i>Annals
    Applied Probability </i>, vol. 28, no. 1. Institute of Mathematical Statistics,
    pp. 148–203, 2018.
  ista: Alt J, Erdös L, Krüger TH. 2018. Local inhomogeneous circular law. Annals
    Applied Probability . 28(1), 148–203.
  mla: Alt, Johannes, et al. “Local Inhomogeneous Circular Law.” <i>Annals Applied
    Probability </i>, vol. 28, no. 1, Institute of Mathematical Statistics, 2018,
    pp. 148–203, doi:<a href="https://doi.org/10.1214/17-AAP1302">10.1214/17-AAP1302</a>.
  short: J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability  28 (2018) 148–203.
date_created: 2018-12-11T11:47:13Z
date_published: 2018-03-03T00:00:00Z
date_updated: 2023-09-13T08:47:52Z
day: '03'
department:
- _id: LaEr
doi: 10.1214/17-AAP1302
ec_funded: 1
external_id:
  arxiv:
  - '1612.07776 '
  isi:
  - '000431721800005'
intvolume: '        28'
isi: 1
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: 'https://arxiv.org/abs/1612.07776 '
month: '03'
oa: 1
oa_version: Preprint
page: 148-203
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: 'Annals Applied Probability '
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
related_material:
  record:
  - id: '149'
    relation: dissertation_contains
    status: public
scopus_import: '1'
status: public
title: Local inhomogeneous circular law
type: journal_article
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 28
year: '2018'
...
---
_id: '6183'
abstract:
- lang: eng
  text: "We study the unique solution $m$ of the Dyson equation \\[ -m(z)^{-1} = z
    - a\r\n+ S[m(z)] \\] on a von Neumann algebra $\\mathcal{A}$ with the constraint\r\n$\\mathrm{Im}\\,m\\geq
    0$. Here, $z$ lies in the complex upper half-plane, $a$ is\r\na self-adjoint element
    of $\\mathcal{A}$ and $S$ is a positivity-preserving\r\nlinear operator on $\\mathcal{A}$.
    We show that $m$ is the Stieltjes transform\r\nof a compactly supported $\\mathcal{A}$-valued
    measure on $\\mathbb{R}$. Under\r\nsuitable assumptions, we establish that this
    measure has a uniformly\r\n$1/3$-H\\\"{o}lder continuous density with respect
    to the Lebesgue measure, which\r\nis supported on finitely many intervals, called
    bands. In fact, the density is\r\nanalytic inside the bands with a square-root
    growth at the edges and internal\r\ncubic root cusps whenever the gap between
    two bands vanishes. The shape of\r\nthese singularities is universal and no other
    singularity may occur. We give a\r\nprecise asymptotic description of $m$ near
    the singular points. These\r\nasymptotics generalize the analysis at the regular
    edges given in the companion\r\npaper on the Tracy-Widom universality for the
    edge eigenvalue statistics for\r\ncorrelated random matrices [arXiv:1804.07744]
    and they play a key role in the\r\nproof of the Pearcey universality at the cusp
    for Wigner-type matrices\r\n[arXiv:1809.03971,arXiv:1811.04055]. We also extend
    the finite dimensional band\r\nmass formula from [arXiv:1804.07744] to the von
    Neumann algebra setting by\r\nshowing that the spectral mass of the bands is topologically
    rigid under\r\ndeformations and we conclude that these masses are quantized in
    some important\r\ncases."
article_number: '1804.07752'
article_processing_charge: No
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral
    bands, edges and  cusps. <i>arXiv</i>.'
  apa: 'Alt, J., Erdös, L., &#38; Krüger, T. H. (n.d.). The Dyson equation with linear
    self-energy: Spectral bands, edges and  cusps. <i>arXiv</i>.'
  chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation
    with Linear Self-Energy: Spectral Bands, Edges and  Cusps.” <i>ArXiv</i>, n.d.'
  ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy:
    Spectral bands, edges and  cusps,” <i>arXiv</i>. .'
  ista: 'Alt J, Erdös L, Krüger TH. The Dyson equation with linear self-energy: Spectral
    bands, edges and  cusps. arXiv, 1804.07752.'
  mla: 'Alt, Johannes, et al. “The Dyson Equation with Linear Self-Energy: Spectral
    Bands, Edges and  Cusps.” <i>ArXiv</i>, 1804.07752.'
  short: J. Alt, L. Erdös, T.H. Krüger, ArXiv (n.d.).
date_created: 2019-03-28T09:20:06Z
date_published: 2018-04-20T00:00:00Z
date_updated: 2023-12-18T10:46:08Z
day: '20'
department:
- _id: LaEr
external_id:
  arxiv:
  - '1804.07752'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1804.07752
month: '04'
oa: 1
oa_version: Preprint
publication: arXiv
publication_status: submitted
related_material:
  record:
  - id: '149'
    relation: dissertation_contains
    status: public
  - id: '14694'
    relation: later_version
    status: public
status: public
title: 'The Dyson equation with linear self-energy: Spectral bands, edges and  cusps'
type: preprint
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
year: '2018'
...
---
_id: '721'
abstract:
- lang: eng
  text: 'Let S be a positivity-preserving symmetric linear operator acting on bounded
    functions. The nonlinear equation -1/m=z+Sm with a parameter z in the complex
    upper half-plane ℍ has a unique solution m with values in ℍ. We show that the
    z-dependence of this solution can be represented as the Stieltjes transforms of
    a family of probability measures v on ℝ. Under suitable conditions on S, we show
    that v has a real analytic density apart from finitely many algebraic singularities
    of degree at most 3. Our motivation comes from large random matrices. The solution
    m determines the density of eigenvalues of two prominent matrix ensembles: (i)
    matrices with centered independent entries whose variances are given by S and
    (ii) matrices with correlated entries with a translation-invariant correlation
    structure. Our analysis shows that the limiting eigenvalue density has only square
    root singularities or cubic root cusps; no other singularities occur.'
author:
- first_name: Oskari H
  full_name: Ajanki, Oskari H
  id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
  last_name: Ajanki
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
citation:
  ama: Ajanki OH, Krüger TH, Erdös L. Singularities of solutions to quadratic vector
    equations on the complex upper half plane. <i>Communications on Pure and Applied
    Mathematics</i>. 2017;70(9):1672-1705. doi:<a href="https://doi.org/10.1002/cpa.21639">10.1002/cpa.21639</a>
  apa: Ajanki, O. H., Krüger, T. H., &#38; Erdös, L. (2017). Singularities of solutions
    to quadratic vector equations on the complex upper half plane. <i>Communications
    on Pure and Applied Mathematics</i>. Wiley-Blackwell. <a href="https://doi.org/10.1002/cpa.21639">https://doi.org/10.1002/cpa.21639</a>
  chicago: Ajanki, Oskari H, Torben H Krüger, and László Erdös. “Singularities of
    Solutions to Quadratic Vector Equations on the Complex Upper Half Plane.” <i>Communications
    on Pure and Applied Mathematics</i>. Wiley-Blackwell, 2017. <a href="https://doi.org/10.1002/cpa.21639">https://doi.org/10.1002/cpa.21639</a>.
  ieee: O. H. Ajanki, T. H. Krüger, and L. Erdös, “Singularities of solutions to quadratic
    vector equations on the complex upper half plane,” <i>Communications on Pure and
    Applied Mathematics</i>, vol. 70, no. 9. Wiley-Blackwell, pp. 1672–1705, 2017.
  ista: Ajanki OH, Krüger TH, Erdös L. 2017. Singularities of solutions to quadratic
    vector equations on the complex upper half plane. Communications on Pure and Applied
    Mathematics. 70(9), 1672–1705.
  mla: Ajanki, Oskari H., et al. “Singularities of Solutions to Quadratic Vector Equations
    on the Complex Upper Half Plane.” <i>Communications on Pure and Applied Mathematics</i>,
    vol. 70, no. 9, Wiley-Blackwell, 2017, pp. 1672–705, doi:<a href="https://doi.org/10.1002/cpa.21639">10.1002/cpa.21639</a>.
  short: O.H. Ajanki, T.H. Krüger, L. Erdös, Communications on Pure and Applied Mathematics
    70 (2017) 1672–1705.
date_created: 2018-12-11T11:48:08Z
date_published: 2017-09-01T00:00:00Z
date_updated: 2021-01-12T08:12:24Z
day: '01'
department:
- _id: LaEr
doi: 10.1002/cpa.21639
ec_funded: 1
intvolume: '        70'
issue: '9'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1512.03703
month: '09'
oa: 1
oa_version: Submitted Version
page: 1672 - 1705
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: Communications on Pure and Applied Mathematics
publication_identifier:
  issn:
  - '00103640'
publication_status: published
publisher: Wiley-Blackwell
publist_id: '6959'
quality_controlled: '1'
scopus_import: 1
status: public
title: Singularities of solutions to quadratic vector equations on the complex upper
  half plane
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 70
year: '2017'
...
---
_id: '1337'
abstract:
- lang: eng
  text: We consider the local eigenvalue distribution of large self-adjoint N×N random
    matrices H=H∗ with centered independent entries. In contrast to previous works
    the matrix of variances sij=\mathbbmE|hij|2 is not assumed to be stochastic. Hence
    the density of states is not the Wigner semicircle law. Its possible shapes are
    described in the companion paper (Ajanki et al. in Quadratic Vector Equations
    on the Complex Upper Half Plane. arXiv:1506.05095). We show that as N grows, the
    resolvent, G(z)=(H−z)−1, converges to a diagonal matrix, diag(m(z)), where m(z)=(m1(z),…,mN(z))
    solves the vector equation −1/mi(z)=z+∑jsijmj(z) that has been analyzed in Ajanki
    et al. (Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095).
    We prove a local law down to the smallest spectral resolution scale, and bulk
    universality for both real symmetric and complex hermitian symmetry classes.
acknowledgement: 'Open access funding provided by Institute of Science and Technology
  (IST Austria).  '
article_processing_charge: Yes (via OA deal)
author:
- first_name: Oskari H
  full_name: Ajanki, Oskari H
  id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
  last_name: Ajanki
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Ajanki OH, Erdös L, Krüger TH. Universality for general Wigner-type matrices.
    <i>Probability Theory and Related Fields</i>. 2017;169(3-4):667-727. doi:<a href="https://doi.org/10.1007/s00440-016-0740-2">10.1007/s00440-016-0740-2</a>
  apa: Ajanki, O. H., Erdös, L., &#38; Krüger, T. H. (2017). Universality for general
    Wigner-type matrices. <i>Probability Theory and Related Fields</i>. Springer.
    <a href="https://doi.org/10.1007/s00440-016-0740-2">https://doi.org/10.1007/s00440-016-0740-2</a>
  chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Universality for
    General Wigner-Type Matrices.” <i>Probability Theory and Related Fields</i>. Springer,
    2017. <a href="https://doi.org/10.1007/s00440-016-0740-2">https://doi.org/10.1007/s00440-016-0740-2</a>.
  ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Universality for general Wigner-type
    matrices,” <i>Probability Theory and Related Fields</i>, vol. 169, no. 3–4. Springer,
    pp. 667–727, 2017.
  ista: Ajanki OH, Erdös L, Krüger TH. 2017. Universality for general Wigner-type
    matrices. Probability Theory and Related Fields. 169(3–4), 667–727.
  mla: Ajanki, Oskari H., et al. “Universality for General Wigner-Type Matrices.”
    <i>Probability Theory and Related Fields</i>, vol. 169, no. 3–4, Springer, 2017,
    pp. 667–727, doi:<a href="https://doi.org/10.1007/s00440-016-0740-2">10.1007/s00440-016-0740-2</a>.
  short: O.H. Ajanki, L. Erdös, T.H. Krüger, Probability Theory and Related Fields
    169 (2017) 667–727.
date_created: 2018-12-11T11:51:27Z
date_published: 2017-12-01T00:00:00Z
date_updated: 2023-09-20T11:14:17Z
day: '01'
ddc:
- '510'
- '530'
department:
- _id: LaEr
doi: 10.1007/s00440-016-0740-2
ec_funded: 1
external_id:
  isi:
  - '000414358400002'
file:
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  checksum: 29f5a72c3f91e408aeb9e78344973803
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  date_updated: 2020-07-14T12:44:44Z
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isi: 1
issue: 3-4
language:
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month: '12'
oa: 1
oa_version: Published Version
page: 667 - 727
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
  name: IST Austria Open Access Fund
publication: Probability Theory and Related Fields
publication_identifier:
  issn:
  - '01788051'
publication_status: published
publisher: Springer
publist_id: '5930'
pubrep_id: '657'
quality_controlled: '1'
scopus_import: '1'
status: public
title: Universality for general Wigner-type 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)
type: journal_article
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 169
year: '2017'
...
---
_id: '1010'
abstract:
- lang: eng
  text: 'We prove a local law in the bulk of the spectrum for random Gram matrices
    XX∗, a generalization of sample covariance matrices, where X is a large matrix
    with independent, centered entries with arbitrary variances. The limiting eigenvalue
    density that generalizes the Marchenko-Pastur law is determined by solving a system
    of nonlinear equations. Our entrywise and averaged local laws are on the optimal
    scale with the optimal error bounds. They hold both in the square case (hard edge)
    and in the properly rectangular case (soft edge). In the latter case we also establish
    a macroscopic gap away from zero in the spectrum of XX∗. '
article_number: '25'
article_processing_charge: No
arxiv: 1
author:
- first_name: Johannes
  full_name: Alt, Johannes
  id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
  last_name: Alt
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Alt J, Erdös L, Krüger TH. Local law for random Gram matrices. <i>Electronic
    Journal of Probability</i>. 2017;22. doi:<a href="https://doi.org/10.1214/17-EJP42">10.1214/17-EJP42</a>
  apa: Alt, J., Erdös, L., &#38; Krüger, T. H. (2017). Local law for random Gram matrices.
    <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics.
    <a href="https://doi.org/10.1214/17-EJP42">https://doi.org/10.1214/17-EJP42</a>
  chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Law for Random
    Gram Matrices.” <i>Electronic Journal of Probability</i>. Institute of Mathematical
    Statistics, 2017. <a href="https://doi.org/10.1214/17-EJP42">https://doi.org/10.1214/17-EJP42</a>.
  ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local law for random Gram matrices,”
    <i>Electronic Journal of Probability</i>, vol. 22. Institute of Mathematical Statistics,
    2017.
  ista: Alt J, Erdös L, Krüger TH. 2017. Local law for random Gram matrices. Electronic
    Journal of Probability. 22, 25.
  mla: Alt, Johannes, et al. “Local Law for Random Gram Matrices.” <i>Electronic Journal
    of Probability</i>, vol. 22, 25, Institute of Mathematical Statistics, 2017, doi:<a
    href="https://doi.org/10.1214/17-EJP42">10.1214/17-EJP42</a>.
  short: J. Alt, L. Erdös, T.H. Krüger, Electronic Journal of Probability 22 (2017).
date_created: 2018-12-11T11:49:40Z
date_published: 2017-03-08T00:00:00Z
date_updated: 2023-09-22T09:45:23Z
day: '08'
ddc:
- '510'
- '539'
department:
- _id: LaEr
doi: 10.1214/17-EJP42
ec_funded: 1
external_id:
  arxiv:
  - '1606.07353'
  isi:
  - '000396611900025'
file:
- access_level: open_access
  content_type: application/pdf
  creator: system
  date_created: 2018-12-12T10:13:39Z
  date_updated: 2018-12-12T10:13:39Z
  file_id: '5024'
  file_name: IST-2017-807-v1+1_euclid.ejp.1488942016.pdf
  file_size: 639384
  relation: main_file
file_date_updated: 2018-12-12T10:13:39Z
has_accepted_license: '1'
intvolume: '        22'
isi: 1
language:
- iso: eng
month: '03'
oa: 1
oa_version: Published Version
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
publication: Electronic Journal of Probability
publication_identifier:
  issn:
  - '10836489'
publication_status: published
publisher: Institute of Mathematical Statistics
publist_id: '6386'
pubrep_id: '807'
quality_controlled: '1'
related_material:
  record:
  - id: '149'
    relation: dissertation_contains
    status: public
scopus_import: '1'
status: public
title: Local law for random Gram 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)
type: journal_article
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 22
year: '2017'
...
---
_id: '1489'
abstract:
- lang: eng
  text: 'We prove optimal local law, bulk universality and non-trivial decay for the
    off-diagonal elements of the resolvent for a class of translation invariant Gaussian
    random matrix ensembles with correlated entries. '
acknowledgement: Open access funding provided by Institute of Science and Technology
  (IST Austria). Oskari H. Ajanki was Partially supported by ERC Advanced Grant RANMAT
  No. 338804, and SFB-TR 12 Grant of the German Research Council. László Erdős was
  Partially supported by ERC Advanced Grant RANMAT No. 338804. Torben Krüger was Partially
  supported by ERC Advanced Grant RANMAT No. 338804, and SFB-TR 12 Grant of the German
  Research Council.
article_processing_charge: Yes (via OA deal)
author:
- first_name: Oskari H
  full_name: Ajanki, Oskari H
  id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
  last_name: Ajanki
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Ajanki OH, Erdös L, Krüger TH. Local spectral statistics of Gaussian matrices
    with correlated entries. <i>Journal of Statistical Physics</i>. 2016;163(2):280-302.
    doi:<a href="https://doi.org/10.1007/s10955-016-1479-y">10.1007/s10955-016-1479-y</a>
  apa: Ajanki, O. H., Erdös, L., &#38; Krüger, T. H. (2016). Local spectral statistics
    of Gaussian matrices with correlated entries. <i>Journal of Statistical Physics</i>.
    Springer. <a href="https://doi.org/10.1007/s10955-016-1479-y">https://doi.org/10.1007/s10955-016-1479-y</a>
  chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Spectral Statistics
    of Gaussian Matrices with Correlated Entries.” <i>Journal of Statistical Physics</i>.
    Springer, 2016. <a href="https://doi.org/10.1007/s10955-016-1479-y">https://doi.org/10.1007/s10955-016-1479-y</a>.
  ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local spectral statistics of Gaussian
    matrices with correlated entries,” <i>Journal of Statistical Physics</i>, vol.
    163, no. 2. Springer, pp. 280–302, 2016.
  ista: Ajanki OH, Erdös L, Krüger TH. 2016. Local spectral statistics of Gaussian
    matrices with correlated entries. Journal of Statistical Physics. 163(2), 280–302.
  mla: Ajanki, Oskari H., et al. “Local Spectral Statistics of Gaussian Matrices with
    Correlated Entries.” <i>Journal of Statistical Physics</i>, vol. 163, no. 2, Springer,
    2016, pp. 280–302, doi:<a href="https://doi.org/10.1007/s10955-016-1479-y">10.1007/s10955-016-1479-y</a>.
  short: O.H. Ajanki, L. Erdös, T.H. Krüger, Journal of Statistical Physics 163 (2016)
    280–302.
date_created: 2018-12-11T11:52:19Z
date_published: 2016-04-01T00:00:00Z
date_updated: 2021-01-12T06:51:05Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s10955-016-1479-y
ec_funded: 1
file:
- access_level: open_access
  checksum: 7139598dcb1cafbe6866bd2bfd732b33
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  creator: system
  date_created: 2018-12-12T10:11:16Z
  date_updated: 2020-07-14T12:44:57Z
  file_id: '4869'
  file_name: IST-2016-516-v1+1_s10955-016-1479-y.pdf
  file_size: 660602
  relation: main_file
file_date_updated: 2020-07-14T12:44:57Z
has_accepted_license: '1'
intvolume: '       163'
issue: '2'
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
page: 280 - 302
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
  call_identifier: FP7
  grant_number: '338804'
  name: Random matrices, universality and disordered quantum systems
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
  name: IST Austria Open Access Fund
publication: Journal of Statistical Physics
publication_status: published
publisher: Springer
publist_id: '5698'
pubrep_id: '516'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local spectral statistics of Gaussian matrices with correlated entries
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)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 163
year: '2016'
...
---
_id: '1824'
abstract:
- lang: eng
  text: Condensation phenomena arise through a collective behaviour of particles.
    They are observed in both classical and quantum systems, ranging from the formation
    of traffic jams in mass transport models to the macroscopic occupation of the
    energetic ground state in ultra-cold bosonic gases (Bose-Einstein condensation).
    Recently, it has been shown that a driven and dissipative system of bosons may
    form multiple condensates. Which states become the condensates has, however, remained
    elusive thus far. The dynamics of this condensation are described by coupled birth-death
    processes, which also occur in evolutionary game theory. Here we apply concepts
    from evolutionary game theory to explain the formation of multiple condensates
    in such driven-dissipative bosonic systems. We show that the vanishing of relative
    entropy production determines their selection. The condensation proceeds exponentially
    fast, but the system never comes to rest. Instead, the occupation numbers of condensates
    may oscillate, as we demonstrate for a rock-paper-scissors game of condensates.
article_number: '6977'
author:
- first_name: Johannes
  full_name: Knebel, Johannes
  last_name: Knebel
- first_name: Markus
  full_name: Weber, Markus
  last_name: Weber
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
- first_name: Erwin
  full_name: Frey, Erwin
  last_name: Frey
citation:
  ama: Knebel J, Weber M, Krüger TH, Frey E. Evolutionary games of condensates in
    coupled birth-death processes. <i>Nature Communications</i>. 2015;6. doi:<a href="https://doi.org/10.1038/ncomms7977">10.1038/ncomms7977</a>
  apa: Knebel, J., Weber, M., Krüger, T. H., &#38; Frey, E. (2015). Evolutionary games
    of condensates in coupled birth-death processes. <i>Nature Communications</i>.
    Nature Publishing Group. <a href="https://doi.org/10.1038/ncomms7977">https://doi.org/10.1038/ncomms7977</a>
  chicago: Knebel, Johannes, Markus Weber, Torben H Krüger, and Erwin Frey. “Evolutionary
    Games of Condensates in Coupled Birth-Death Processes.” <i>Nature Communications</i>.
    Nature Publishing Group, 2015. <a href="https://doi.org/10.1038/ncomms7977">https://doi.org/10.1038/ncomms7977</a>.
  ieee: J. Knebel, M. Weber, T. H. Krüger, and E. Frey, “Evolutionary games of condensates
    in coupled birth-death processes,” <i>Nature Communications</i>, vol. 6. Nature
    Publishing Group, 2015.
  ista: Knebel J, Weber M, Krüger TH, Frey E. 2015. Evolutionary games of condensates
    in coupled birth-death processes. Nature Communications. 6, 6977.
  mla: Knebel, Johannes, et al. “Evolutionary Games of Condensates in Coupled Birth-Death
    Processes.” <i>Nature Communications</i>, vol. 6, 6977, Nature Publishing Group,
    2015, doi:<a href="https://doi.org/10.1038/ncomms7977">10.1038/ncomms7977</a>.
  short: J. Knebel, M. Weber, T.H. Krüger, E. Frey, Nature Communications 6 (2015).
date_created: 2018-12-11T11:54:13Z
date_published: 2015-04-24T00:00:00Z
date_updated: 2021-01-12T06:53:26Z
day: '24'
ddc:
- '530'
department:
- _id: LaEr
doi: 10.1038/ncomms7977
file:
- access_level: open_access
  checksum: c4cffb5c8b245e658a34eac71a03e7cc
  content_type: application/pdf
  creator: system
  date_created: 2018-12-12T10:16:54Z
  date_updated: 2020-07-14T12:45:17Z
  file_id: '5245'
  file_name: IST-2016-451-v1+1_ncomms7977.pdf
  file_size: 1151501
  relation: main_file
file_date_updated: 2020-07-14T12:45:17Z
has_accepted_license: '1'
intvolume: '         6'
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
publication: Nature Communications
publication_status: published
publisher: Nature Publishing Group
publist_id: '5282'
pubrep_id: '451'
quality_controlled: '1'
scopus_import: 1
status: public
title: Evolutionary games of condensates in coupled birth-death processes
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)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 6
year: '2015'
...
---
_id: '2179'
abstract:
- lang: eng
  text: We extend the proof of the local semicircle law for generalized Wigner matrices
    given in MR3068390 to the case when the matrix of variances has an eigenvalue
    -1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur
    law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where
    the variances of the entries of X may vary.
author:
- first_name: Oskari H
  full_name: Ajanki, Oskari H
  id: 36F2FB7E-F248-11E8-B48F-1D18A9856A87
  last_name: Ajanki
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Torben H
  full_name: Krüger, Torben H
  id: 3020C786-F248-11E8-B48F-1D18A9856A87
  last_name: Krüger
  orcid: 0000-0002-4821-3297
citation:
  ama: Ajanki OH, Erdös L, Krüger TH. Local semicircle law with imprimitive variance
    matrix. <i>Electronic Communications in Probability</i>. 2014;19. doi:<a href="https://doi.org/10.1214/ECP.v19-3121">10.1214/ECP.v19-3121</a>
  apa: Ajanki, O. H., Erdös, L., &#38; Krüger, T. H. (2014). Local semicircle law
    with imprimitive variance matrix. <i>Electronic Communications in Probability</i>.
    Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/ECP.v19-3121">https://doi.org/10.1214/ECP.v19-3121</a>
  chicago: Ajanki, Oskari H, László Erdös, and Torben H Krüger. “Local Semicircle
    Law with Imprimitive Variance Matrix.” <i>Electronic Communications in Probability</i>.
    Institute of Mathematical Statistics, 2014. <a href="https://doi.org/10.1214/ECP.v19-3121">https://doi.org/10.1214/ECP.v19-3121</a>.
  ieee: O. H. Ajanki, L. Erdös, and T. H. Krüger, “Local semicircle law with imprimitive
    variance matrix,” <i>Electronic Communications in Probability</i>, vol. 19. Institute
    of Mathematical Statistics, 2014.
  ista: Ajanki OH, Erdös L, Krüger TH. 2014. Local semicircle law with imprimitive
    variance matrix. Electronic Communications in Probability. 19.
  mla: Ajanki, Oskari H., et al. “Local Semicircle Law with Imprimitive Variance Matrix.”
    <i>Electronic Communications in Probability</i>, vol. 19, Institute of Mathematical
    Statistics, 2014, doi:<a href="https://doi.org/10.1214/ECP.v19-3121">10.1214/ECP.v19-3121</a>.
  short: O.H. Ajanki, L. Erdös, T.H. Krüger, Electronic Communications in Probability
    19 (2014).
date_created: 2018-12-11T11:56:10Z
date_published: 2014-06-09T00:00:00Z
date_updated: 2021-01-12T06:55:48Z
day: '09'
ddc:
- '570'
department:
- _id: LaEr
doi: 10.1214/ECP.v19-3121
file:
- access_level: open_access
  checksum: bd8a041c76d62fe820bf73ff13ce7d1b
  content_type: application/pdf
  creator: system
  date_created: 2018-12-12T10:09:06Z
  date_updated: 2020-07-14T12:45:31Z
  file_id: '4729'
  file_name: IST-2016-426-v1+1_3121-17518-1-PB.pdf
  file_size: 327322
  relation: main_file
file_date_updated: 2020-07-14T12:45:31Z
has_accepted_license: '1'
intvolume: '        19'
language:
- iso: eng
month: '06'
oa: 1
oa_version: Published Version
publication: Electronic Communications in Probability
publication_status: published
publisher: Institute of Mathematical Statistics
publist_id: '4803'
pubrep_id: '426'
quality_controlled: '1'
scopus_import: 1
status: public
title: Local semicircle law with imprimitive variance matrix
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)
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 19
year: '2014'
...
