---
_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. Probability and Mathematical Physics. 2021;2(2):221-280. doi:10.2140/pmp.2021.2.221
apa: Alt, J., Erdös, L., & Krüger, T. H. (2021). Spectral radius of random matrices
with independent entries. Probability and Mathematical Physics. Mathematical
Sciences Publishers. https://doi.org/10.2140/pmp.2021.2.221
chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Spectral Radius of Random
Matrices with Independent Entries.” Probability and Mathematical Physics.
Mathematical Sciences Publishers, 2021. https://doi.org/10.2140/pmp.2021.2.221.
ieee: J. Alt, L. Erdös, and T. H. Krüger, “Spectral radius of random matrices with
independent entries,” Probability and Mathematical Physics, 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.” Probability and Mathematical Physics, vol. 2, no. 2, Mathematical
Sciences Publishers, 2021, pp. 221–80, doi:10.2140/pmp.2021.2.221.
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: '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. Documenta Mathematica. 2020;25:1421-1539. doi:10.4171/dm/780'
apa: 'Alt, J., Erdös, L., & Krüger, T. H. (2020). The Dyson equation with linear
self-energy: Spectral bands, edges and cusps. Documenta Mathematica. EMS
Press. https://doi.org/10.4171/dm/780'
chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation
with Linear Self-Energy: Spectral Bands, Edges and Cusps.” Documenta Mathematica.
EMS Press, 2020. https://doi.org/10.4171/dm/780.'
ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy:
Spectral bands, edges and cusps,” Documenta Mathematica, 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.” Documenta Mathematica, vol. 25, EMS Press, 2020,
pp. 1421–539, doi:10.4171/dm/780.'
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:
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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)
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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. Annals of Probability. 2020;48(2):963-1001. doi:10.1214/19-AOP1379'
apa: 'Alt, J., Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Correlated
random matrices: Band rigidity and edge universality. Annals of Probability.
Institute of Mathematical Statistics. https://doi.org/10.1214/19-AOP1379'
chicago: 'Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder.
“Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of
Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/19-AOP1379.'
ieee: 'J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices:
Band rigidity and edge universality,” Annals of Probability, 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.” Annals of Probability, vol. 48, no. 2, Institute of Mathematical
Statistics, 2020, pp. 963–1001, doi:10.1214/19-AOP1379.'
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
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1804.07744
month: '03'
oa: 1
oa_version: Preprint
page: 963-1001
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication: Annals of Probability
publication_identifier:
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
related_material:
record:
- id: '149'
relation: dissertation_contains
status: public
- id: '6179'
relation: dissertation_contains
status: public
scopus_import: '1'
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: '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. Annales de l’institut Henri Poincare. 2019;55(2):661-696.
doi:10.1214/18-AIHP894
apa: Alt, J., Erdös, L., Krüger, T. H., & Nemish, Y. (2019). Location of the
spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare.
Institut Henri Poincaré. https://doi.org/10.1214/18-AIHP894
chicago: Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location
of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri
Poincare. Institut Henri Poincaré, 2019. https://doi.org/10.1214/18-AIHP894.
ieee: J. Alt, L. Erdös, T. H. Krüger, and Y. Nemish, “Location of the spectrum of
Kronecker random matrices,” Annales de l’institut Henri Poincare, 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.”
Annales de l’institut Henri Poincare, vol. 55, no. 2, Institut Henri Poincaré,
2019, pp. 661–96, doi:10.1214/18-AIHP894.
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: '149'
abstract:
- lang: eng
text: The eigenvalue density of many large random matrices is well approximated
by a deterministic measure, the self-consistent density of states. In the present
work, we show this behaviour for several classes of random matrices. In fact,
we establish that, in each of these classes, the self-consistent density of states
approximates the eigenvalue density of the random matrix on all scales slightly
above the typical eigenvalue spacing. For large classes of random matrices, the
self-consistent density of states exhibits several universal features. We prove
that, under suitable assumptions, random Gram matrices and Hermitian random matrices
with decaying correlations have a 1/3-Hölder continuous self-consistent density
of states ρ on R, which is analytic, where it is positive, and has either a square
root edge or a cubic root cusp, where it vanishes. We, thus, extend the validity
of the corresponding result for Wigner-type matrices from [4, 5, 7]. We show that
ρ is determined as the inverse Stieltjes transform of the normalized trace of
the unique solution m(z) to the Dyson equation −m(z) −1 = z − a + S[m(z)] on C
N×N with the constraint Im m(z) ≥ 0. Here, z lies in the complex upper half-plane,
a is a self-adjoint element of C N×N and S is a positivity-preserving operator
on C N×N encoding the first two moments of the random matrix. In order to analyze
a possible limit of ρ for N → ∞ and address some applications in free probability
theory, we also consider the Dyson equation on infinite dimensional von Neumann
algebras. We present two applications to random matrices. We first establish that,
under certain assumptions, large random matrices with independent entries have
a rotationally symmetric self-consistent density of states which is supported
on a centered disk in C. Moreover, it is infinitely often differentiable apart
from a jump on the boundary of this disk. Second, we show edge universality at
all regular (not necessarily extreme) spectral edges for Hermitian random matrices
with decaying correlations.
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Johannes
full_name: Alt, Johannes
id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
last_name: Alt
citation:
ama: Alt J. Dyson equation and eigenvalue statistics of random matrices. 2018. doi:10.15479/AT:ISTA:TH_1040
apa: Alt, J. (2018). Dyson equation and eigenvalue statistics of random matrices.
Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:TH_1040
chicago: Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.”
Institute of Science and Technology Austria, 2018. https://doi.org/10.15479/AT:ISTA:TH_1040.
ieee: J. Alt, “Dyson equation and eigenvalue statistics of random matrices,” Institute
of Science and Technology Austria, 2018.
ista: Alt J. 2018. Dyson equation and eigenvalue statistics of random matrices.
Institute of Science and Technology Austria.
mla: Alt, Johannes. Dyson Equation and Eigenvalue Statistics of Random Matrices.
Institute of Science and Technology Austria, 2018, doi:10.15479/AT:ISTA:TH_1040.
short: J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute
of Science and Technology Austria, 2018.
date_created: 2018-12-11T11:44:53Z
date_published: 2018-07-12T00:00:00Z
date_updated: 2024-02-22T14:34:33Z
day: '12'
ddc:
- '515'
- '519'
degree_awarded: PhD
department:
- _id: LaEr
doi: 10.15479/AT:ISTA:TH_1040
ec_funded: 1
file:
- access_level: open_access
checksum: d4dad55a7513f345706aaaba90cb1bb8
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creator: dernst
date_created: 2019-04-08T13:55:20Z
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call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication_identifier:
issn:
- 2663-337X
publication_status: published
publisher: Institute of Science and Technology Austria
publist_id: '7772'
pubrep_id: '1040'
related_material:
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relation: part_of_dissertation
status: public
status: public
supervisor:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
title: Dyson equation and eigenvalue statistics of random 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)
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type: dissertation
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
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. Annals Applied
Probability . 2018;28(1):148-203. doi:10.1214/17-AAP1302
apa: Alt, J., Erdös, L., & Krüger, T. H. (2018). Local inhomogeneous circular
law. Annals Applied Probability . Institute of Mathematical Statistics.
https://doi.org/10.1214/17-AAP1302
chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Inhomogeneous
Circular Law.” Annals Applied Probability . Institute of Mathematical Statistics,
2018. https://doi.org/10.1214/17-AAP1302.
ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local inhomogeneous circular law,” Annals
Applied Probability , 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.” Annals Applied
Probability , vol. 28, no. 1, Institute of Mathematical Statistics, 2018,
pp. 148–203, doi:10.1214/17-AAP1302.
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:
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url: 'https://arxiv.org/abs/1612.07776 '
month: '03'
oa: 1
oa_version: Preprint
page: 148-203
project:
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publication: 'Annals Applied Probability '
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
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title: Local inhomogeneous circular law
type: journal_article
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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. arXiv.'
apa: 'Alt, J., Erdös, L., & Krüger, T. H. (n.d.). The Dyson equation with linear
self-energy: Spectral bands, edges and cusps. arXiv.'
chicago: 'Alt, Johannes, László Erdös, and Torben H Krüger. “The Dyson Equation
with Linear Self-Energy: Spectral Bands, Edges and Cusps.” ArXiv, n.d.'
ieee: 'J. Alt, L. Erdös, and T. H. Krüger, “The Dyson equation with linear self-energy:
Spectral bands, edges and cusps,” arXiv. .'
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.” ArXiv, 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:
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language:
- iso: eng
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url: https://arxiv.org/abs/1804.07752
month: '04'
oa: 1
oa_version: Preprint
publication: arXiv
publication_status: submitted
related_material:
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relation: later_version
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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: '550'
abstract:
- lang: eng
text: For large random matrices X with independent, centered entries but not necessarily
identical variances, the eigenvalue density of XX* is well-approximated by a deterministic
measure on ℝ. We show that the density of this measure has only square and cubic-root
singularities away from zero. We also extend the bulk local law in [5] to the
vicinity of these singularities.
article_number: '63'
author:
- first_name: Johannes
full_name: Alt, Johannes
id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
last_name: Alt
citation:
ama: Alt J. Singularities of the density of states of random Gram matrices. Electronic
Communications in Probability. 2017;22. doi:10.1214/17-ECP97
apa: Alt, J. (2017). Singularities of the density of states of random Gram matrices.
Electronic Communications in Probability. Institute of Mathematical Statistics.
https://doi.org/10.1214/17-ECP97
chicago: Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.”
Electronic Communications in Probability. Institute of Mathematical Statistics,
2017. https://doi.org/10.1214/17-ECP97.
ieee: J. Alt, “Singularities of the density of states of random Gram matrices,”
Electronic Communications in Probability, vol. 22. Institute of Mathematical
Statistics, 2017.
ista: Alt J. 2017. Singularities of the density of states of random Gram matrices.
Electronic Communications in Probability. 22, 63.
mla: Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.”
Electronic Communications in Probability, vol. 22, 63, Institute of Mathematical
Statistics, 2017, doi:10.1214/17-ECP97.
short: J. Alt, Electronic Communications in Probability 22 (2017).
date_created: 2018-12-11T11:47:07Z
date_published: 2017-11-21T00:00:00Z
date_updated: 2023-09-07T12:38:08Z
day: '21'
ddc:
- '539'
department:
- _id: LaEr
doi: 10.1214/17-ECP97
ec_funded: 1
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checksum: 0ec05303a0de190de145654237984c79
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creator: system
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intvolume: ' 22'
language:
- iso: eng
month: '11'
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 Communications in Probability
publication_identifier:
issn:
- 1083589X
publication_status: published
publisher: Institute of Mathematical Statistics
publist_id: '7265'
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quality_controlled: '1'
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title: Singularities of the density of states of random Gram matrices
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legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
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type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 22
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. Electronic
Journal of Probability. 2017;22. doi:10.1214/17-EJP42
apa: Alt, J., Erdös, L., & Krüger, T. H. (2017). Local law for random Gram matrices.
Electronic Journal of Probability. Institute of Mathematical Statistics.
https://doi.org/10.1214/17-EJP42
chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Local Law for Random
Gram Matrices.” Electronic Journal of Probability. Institute of Mathematical
Statistics, 2017. https://doi.org/10.1214/17-EJP42.
ieee: J. Alt, L. Erdös, and T. H. Krüger, “Local law for random Gram matrices,”
Electronic Journal of Probability, 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.” Electronic Journal
of Probability, vol. 22, 25, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP42.
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
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date_updated: 2018-12-12T10:13:39Z
file_id: '5024'
file_name: IST-2017-807-v1+1_euclid.ejp.1488942016.pdf
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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'
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related_material:
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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: '1677'
abstract:
- lang: eng
text: We consider real symmetric and complex Hermitian random matrices with the
additional symmetry hxy = hN-y,N-x. The matrix elements are independent (up to
the fourfold symmetry) and not necessarily identically distributed. This ensemble
naturally arises as the Fourier transform of a Gaussian orthogonal ensemble. Italso
occurs as the flip matrix model - an approximation of the two-dimensional Anderson
model at small disorder. We show that the density of states converges to the Wigner
semicircle law despite the new symmetry type. We also prove the local version
of the semicircle law on the optimal scale.
article_number: '103301'
author:
- first_name: Johannes
full_name: Alt, Johannes
id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
last_name: Alt
citation:
ama: Alt J. The local semicircle law for random matrices with a fourfold symmetry.
Journal of Mathematical Physics. 2015;56(10). doi:10.1063/1.4932606
apa: Alt, J. (2015). The local semicircle law for random matrices with a fourfold
symmetry. Journal of Mathematical Physics. American Institute of Physics.
https://doi.org/10.1063/1.4932606
chicago: Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold
Symmetry.” Journal of Mathematical Physics. American Institute of Physics,
2015. https://doi.org/10.1063/1.4932606.
ieee: J. Alt, “The local semicircle law for random matrices with a fourfold symmetry,”
Journal of Mathematical Physics, vol. 56, no. 10. American Institute of
Physics, 2015.
ista: Alt J. 2015. The local semicircle law for random matrices with a fourfold
symmetry. Journal of Mathematical Physics. 56(10), 103301.
mla: Alt, Johannes. “The Local Semicircle Law for Random Matrices with a Fourfold
Symmetry.” Journal of Mathematical Physics, vol. 56, no. 10, 103301, American
Institute of Physics, 2015, doi:10.1063/1.4932606.
short: J. Alt, Journal of Mathematical Physics 56 (2015).
date_created: 2018-12-11T11:53:25Z
date_published: 2015-10-09T00:00:00Z
date_updated: 2023-09-07T12:38:08Z
day: '09'
department:
- _id: LaEr
doi: 10.1063/1.4932606
ec_funded: 1
intvolume: ' 56'
issue: '10'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: http://arxiv.org/abs/1506.04683
month: '10'
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 Mathematical Physics
publication_status: published
publisher: American Institute of Physics
publist_id: '5472'
quality_controlled: '1'
related_material:
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relation: dissertation_contains
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scopus_import: 1
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title: The local semicircle law for random matrices with a fourfold symmetry
type: journal_article
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year: '2015'
...