---
_id: '11741'
abstract:
- lang: eng
text: Following E. Wigner’s original vision, we prove that sampling the eigenvalue
gaps within the bulk spectrum of a fixed (deformed) Wigner matrix H yields the
celebrated Wigner-Dyson-Mehta universal statistics with high probability. Similarly,
we prove universality for a monoparametric family of deformed Wigner matrices
H+xA with a deterministic Hermitian matrix A and a fixed Wigner matrix H, just
using the randomness of a single scalar real random variable x. Both results constitute
quenched versions of bulk universality that has so far only been proven in annealed
sense with respect to the probability space of the matrix ensemble.
acknowledgement: "The authors are indebted to Sourav Chatterjee for forwarding the
very inspiring question that Stephen Shenker originally addressed to him which initiated
the current paper. They are also grateful that the authors of [23] kindly shared
their preliminary numerical results in June 2021.\r\nOpen access funding provided
by Institute of Science and Technology (IST Austria)."
article_processing_charge: Yes (via OA deal)
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: 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, Schröder DJ. Quenched universality for deformed Wigner
matrices. Probability Theory and Related Fields. 2023;185:1183–1218. doi:10.1007/s00440-022-01156-7
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Quenched universality
for deformed Wigner matrices. Probability Theory and Related Fields. Springer
Nature. https://doi.org/10.1007/s00440-022-01156-7
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Quenched Universality
for Deformed Wigner Matrices.” Probability Theory and Related Fields. Springer
Nature, 2023. https://doi.org/10.1007/s00440-022-01156-7.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Quenched universality for deformed
Wigner matrices,” Probability Theory and Related Fields, vol. 185. Springer
Nature, pp. 1183–1218, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Quenched universality for deformed
Wigner matrices. Probability Theory and Related Fields. 185, 1183–1218.
mla: Cipolloni, Giorgio, et al. “Quenched Universality for Deformed Wigner Matrices.”
Probability Theory and Related Fields, vol. 185, Springer Nature, 2023,
pp. 1183–1218, doi:10.1007/s00440-022-01156-7.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields
185 (2023) 1183–1218.
date_created: 2022-08-07T22:02:00Z
date_published: 2023-04-01T00:00:00Z
date_updated: 2023-08-14T12:48:09Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00440-022-01156-7
external_id:
arxiv:
- '2106.10200'
isi:
- '000830344500001'
file:
- access_level: open_access
checksum: b9247827dae5544d1d19c37abe547abc
content_type: application/pdf
creator: dernst
date_created: 2023-08-14T12:47:32Z
date_updated: 2023-08-14T12:47:32Z
file_id: '14054'
file_name: 2023_ProbabilityTheory_Cipolloni.pdf
file_size: 782278
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file_date_updated: 2023-08-14T12:47:32Z
has_accepted_license: '1'
intvolume: ' 185'
isi: 1
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
page: 1183–1218
publication: Probability Theory and Related Fields
publication_identifier:
eissn:
- 1432-2064
issn:
- 0178-8051
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Quenched universality for deformed Wigner matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 185
year: '2023'
...
---
_id: '14343'
abstract:
- lang: eng
text: The total energy of an eigenstate in a composite quantum system tends to be
distributed equally among its constituents. We identify the quantum fluctuation
around this equipartition principle in the simplest disordered quantum system
consisting of linear combinations of Wigner matrices. As our main ingredient,
we prove the Eigenstate Thermalisation Hypothesis and Gaussian fluctuation for
general quadratic forms of the bulk eigenvectors of Wigner matrices with an arbitrary
deformation.
acknowledgement: "G.C. and L.E. gratefully acknowledge many discussions with Dominik
Schröder at the preliminary stage of this project, especially his essential contribution
to identify the correct generalisation of traceless observables to the deformed
Wigner ensembles.\r\nL.E. and J.H. acknowledges support by ERC Advanced Grant ‘RMTBeyond’
No. 101020331."
article_number: e74
article_processing_charge: Yes
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: Sven Joscha
full_name: Henheik, Sven Joscha
id: 31d731d7-d235-11ea-ad11-b50331c8d7fb
last_name: Henheik
orcid: 0000-0003-1106-327X
- first_name: Oleksii
full_name: Kolupaiev, Oleksii
id: 149b70d4-896a-11ed-bdf8-8c63fd44ca61
last_name: Kolupaiev
citation:
ama: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. Gaussian fluctuations in the
equipartition principle for Wigner matrices. Forum of Mathematics, Sigma.
2023;11. doi:10.1017/fms.2023.70
apa: Cipolloni, G., Erdös, L., Henheik, S. J., & Kolupaiev, O. (2023). Gaussian
fluctuations in the equipartition principle for Wigner matrices. Forum of Mathematics,
Sigma. Cambridge University Press. https://doi.org/10.1017/fms.2023.70
chicago: Cipolloni, Giorgio, László Erdös, Sven Joscha Henheik, and Oleksii Kolupaiev.
“Gaussian Fluctuations in the Equipartition Principle for Wigner Matrices.” Forum
of Mathematics, Sigma. Cambridge University Press, 2023. https://doi.org/10.1017/fms.2023.70.
ieee: G. Cipolloni, L. Erdös, S. J. Henheik, and O. Kolupaiev, “Gaussian fluctuations
in the equipartition principle for Wigner matrices,” Forum of Mathematics,
Sigma, vol. 11. Cambridge University Press, 2023.
ista: Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2023. Gaussian fluctuations
in the equipartition principle for Wigner matrices. Forum of Mathematics, Sigma.
11, e74.
mla: Cipolloni, Giorgio, et al. “Gaussian Fluctuations in the Equipartition Principle
for Wigner Matrices.” Forum of Mathematics, Sigma, vol. 11, e74, Cambridge
University Press, 2023, doi:10.1017/fms.2023.70.
short: G. Cipolloni, L. Erdös, S.J. Henheik, O. Kolupaiev, Forum of Mathematics,
Sigma 11 (2023).
date_created: 2023-09-17T22:01:09Z
date_published: 2023-08-23T00:00:00Z
date_updated: 2023-12-13T12:24:23Z
day: '23'
ddc:
- '510'
department:
- _id: LaEr
- _id: GradSch
doi: 10.1017/fms.2023.70
ec_funded: 1
external_id:
arxiv:
- '2301.05181'
isi:
- '001051980200001'
file:
- access_level: open_access
checksum: eb747420e6a88a7796fa934151957676
content_type: application/pdf
creator: dernst
date_created: 2023-09-20T11:09:35Z
date_updated: 2023-09-20T11:09:35Z
file_id: '14352'
file_name: 2023_ForumMathematics_Cipolloni.pdf
file_size: 852652
relation: main_file
success: 1
file_date_updated: 2023-09-20T11:09:35Z
has_accepted_license: '1'
intvolume: ' 11'
isi: 1
language:
- iso: eng
month: '08'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Forum of Mathematics, Sigma
publication_identifier:
eissn:
- 2050-5094
publication_status: published
publisher: Cambridge University Press
quality_controlled: '1'
scopus_import: '1'
status: public
title: Gaussian fluctuations in the equipartition principle for Wigner matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 11
year: '2023'
...
---
_id: '14408'
abstract:
- lang: eng
text: "We prove that the mesoscopic linear statistics ∑if(na(σi−z0)) of the eigenvalues
{σi}i of large n×n non-Hermitian random matrices with complex centred i.i.d. entries
are asymptotically Gaussian for any H20-functions f around any point z0 in the
bulk of the spectrum on any mesoscopic scale 0Probability Theory and Related Fields. 2023. doi:10.1007/s00440-023-01229-1
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Mesoscopic central
limit theorem for non-Hermitian random matrices. Probability Theory and Related
Fields. Springer Nature. https://doi.org/10.1007/s00440-023-01229-1
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Mesoscopic Central
Limit Theorem for Non-Hermitian Random Matrices.” Probability Theory and Related
Fields. Springer Nature, 2023. https://doi.org/10.1007/s00440-023-01229-1.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Mesoscopic central limit theorem
for non-Hermitian random matrices,” Probability Theory and Related Fields.
Springer Nature, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Mesoscopic central limit theorem
for non-Hermitian random matrices. Probability Theory and Related Fields.
mla: Cipolloni, Giorgio, et al. “Mesoscopic Central Limit Theorem for Non-Hermitian
Random Matrices.” Probability Theory and Related Fields, Springer Nature,
2023, doi:10.1007/s00440-023-01229-1.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields
(2023).
date_created: 2023-10-08T22:01:17Z
date_published: 2023-09-28T00:00:00Z
date_updated: 2023-10-09T07:19:01Z
day: '28'
department:
- _id: LaEr
doi: 10.1007/s00440-023-01229-1
external_id:
arxiv:
- '2210.12060'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2210.12060
month: '09'
oa: 1
oa_version: Preprint
publication: Probability Theory and Related Fields
publication_identifier:
eissn:
- 1432-2064
issn:
- 0178-8051
publication_status: epub_ahead
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Mesoscopic central limit theorem for non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
year: '2023'
...
---
_id: '14849'
abstract:
- lang: eng
text: We establish a precise three-term asymptotic expansion, with an optimal estimate
of the error term, for the rightmost eigenvalue of an n×n random matrix with independent
identically distributed complex entries as n tends to infinity. All terms in the
expansion are universal.
acknowledgement: "The second and the fourth author were supported by the ERC Advanced
Grant\r\n“RMTBeyond” No. 101020331. The third author was supported by Dr. Max Rössler,
the\r\nWalter Haefner Foundation and the ETH Zürich Foundation."
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: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
last_name: Xu
citation:
ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. On the rightmost eigenvalue of non-Hermitian
random matrices. The Annals of Probability. 2023;51(6):2192-2242. doi:10.1214/23-aop1643
apa: Cipolloni, G., Erdös, L., Schröder, D. J., & Xu, Y. (2023). On the rightmost
eigenvalue of non-Hermitian random matrices. The Annals of Probability.
Institute of Mathematical Statistics. https://doi.org/10.1214/23-aop1643
chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu.
“On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” The Annals
of Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-aop1643.
ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “On the rightmost eigenvalue
of non-Hermitian random matrices,” The Annals of Probability, vol. 51,
no. 6. Institute of Mathematical Statistics, pp. 2192–2242, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2023. On the rightmost eigenvalue
of non-Hermitian random matrices. The Annals of Probability. 51(6), 2192–2242.
mla: Cipolloni, Giorgio, et al. “On the Rightmost Eigenvalue of Non-Hermitian Random
Matrices.” The Annals of Probability, vol. 51, no. 6, Institute of Mathematical
Statistics, 2023, pp. 2192–242, doi:10.1214/23-aop1643.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51
(2023) 2192–2242.
date_created: 2024-01-22T08:08:41Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2024-01-23T10:56:30Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/23-aop1643
ec_funded: 1
external_id:
arxiv:
- '2206.04448'
intvolume: ' 51'
issue: '6'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2206.04448
month: '11'
oa: 1
oa_version: Preprint
page: 2192-2242
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Probability
publication_identifier:
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
status: public
title: On the rightmost eigenvalue of non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 51
year: '2023'
...
---
_id: '10405'
abstract:
- lang: eng
text: 'We consider large non-Hermitian random matrices X with complex, independent,
identically distributed centred entries and show that the linear statistics of
their eigenvalues are asymptotically Gaussian for test functions having 2+ϵ derivatives.
Previously this result was known only for a few special cases; either the test
functions were required to be analytic [72], or the distribution of the matrix
elements needed to be Gaussian [73], or at least match the Gaussian up to the
first four moments [82, 56]. We find the exact dependence of the limiting variance
on the fourth cumulant that was not known before. The proof relies on two novel
ingredients: (i) a local law for a product of two resolvents of the Hermitisation
of X with different spectral parameters and (ii) a coupling of several weakly
dependent Dyson Brownian motions. These methods are also the key inputs for our
analogous results on the linear eigenvalue statistics of real matrices X that
are presented in the companion paper [32]. '
acknowledgement: L.E. would like to thank Nathanaël Berestycki and D.S.would like
to thank Nina Holden for valuable discussions on the Gaussian freefield.G.C. and
L.E. are partially supported by ERC Advanced Grant No. 338804.G.C. received funding
from the European Union’s Horizon 2020 research and in-novation programme under
the Marie Skłodowska-Curie Grant Agreement No.665385. D.S. is supported by Dr. Max
Rössler, the Walter Haefner Foundation, and the ETH Zürich Foundation.
article_processing_charge: Yes (via OA deal)
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: 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, Schröder DJ. Central limit theorem for linear eigenvalue
statistics of non-Hermitian random matrices. Communications on Pure and Applied
Mathematics. 2023;76(5):946-1034. doi:10.1002/cpa.22028
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Central limit theorem
for linear eigenvalue statistics of non-Hermitian random matrices. Communications
on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22028
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Central Limit
Theorem for Linear Eigenvalue Statistics of Non-Hermitian Random Matrices.” Communications
on Pure and Applied Mathematics. Wiley, 2023. https://doi.org/10.1002/cpa.22028.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Central limit theorem for linear
eigenvalue statistics of non-Hermitian random matrices,” Communications on
Pure and Applied Mathematics, vol. 76, no. 5. Wiley, pp. 946–1034, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Central limit theorem for linear
eigenvalue statistics of non-Hermitian random matrices. Communications on Pure
and Applied Mathematics. 76(5), 946–1034.
mla: Cipolloni, Giorgio, et al. “Central Limit Theorem for Linear Eigenvalue Statistics
of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics,
vol. 76, no. 5, Wiley, 2023, pp. 946–1034, doi:10.1002/cpa.22028.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications on Pure and Applied
Mathematics 76 (2023) 946–1034.
date_created: 2021-12-05T23:01:41Z
date_published: 2023-05-01T00:00:00Z
date_updated: 2023-10-04T09:22:55Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1002/cpa.22028
ec_funded: 1
external_id:
arxiv:
- '1912.04100'
isi:
- '000724652500001'
file:
- access_level: open_access
checksum: 8346bc2642afb4ccb7f38979f41df5d9
content_type: application/pdf
creator: dernst
date_created: 2023-10-04T09:21:48Z
date_updated: 2023-10-04T09:21:48Z
file_id: '14388'
file_name: 2023_CommPureMathematics_Cipolloni.pdf
file_size: 803440
relation: main_file
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file_date_updated: 2023-10-04T09:21:48Z
has_accepted_license: '1'
intvolume: ' 76'
isi: 1
issue: '5'
language:
- iso: eng
month: '05'
oa: 1
oa_version: Published Version
page: 946-1034
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: Communications on Pure and Applied Mathematics
publication_identifier:
eissn:
- 1097-0312
issn:
- 0010-3640
publication_status: published
publisher: Wiley
quality_controlled: '1'
scopus_import: '1'
status: public
title: Central limit theorem for linear eigenvalue statistics of non-Hermitian random
matrices
tmp:
image: /images/cc_by_nc_nd.png
legal_code_url: https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode
name: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
(CC BY-NC-ND 4.0)
short: CC BY-NC-ND (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 76
year: '2023'
...
---
_id: '12761'
abstract:
- lang: eng
text: "We consider the fluctuations of regular functions f of a Wigner matrix W
viewed as an entire matrix f (W). Going beyond the well-studied tracial mode,
Trf (W), which is equivalent to the customary linear statistics of eigenvalues,
we show that Trf (W)A is asymptotically normal for any nontrivial bounded deterministic
matrix A. We identify three different and asymptotically independent modes of
this fluctuation, corresponding to the tracial part, the traceless diagonal part
and the off-diagonal part of f (W) in the entire mesoscopic regime, where we find
that the off-diagonal modes fluctuate on a much smaller scale than the tracial
mode. As a main motivation to study CLT in such generality on small mesoscopic
scales, we determine\r\nthe fluctuations in the eigenstate thermalization hypothesis
(Phys. Rev. A 43 (1991) 2046–2049), that is, prove that the eigenfunction overlaps
with any deterministic matrix are asymptotically Gaussian after a small spectral
averaging. Finally, in the macroscopic regime our result also generalizes (Zh.
Mat. Fiz. Anal. Geom. 9 (2013) 536–581, 611, 615) to complex W and to all crossover
ensembles in between. The main technical inputs are the recent\r\nmultiresolvent
local laws with traceless deterministic matrices from the companion paper (Comm.
Math. Phys. 388 (2021) 1005–1048)."
acknowledgement: The second author is partially funded by the ERC Advanced Grant “RMTBEYOND”
No. 101020331. The third author is supported by Dr. Max Rössler, the Walter Haefner
Foundation and the ETH Zürich Foundation.
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: 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, Schröder DJ. Functional central limit theorems for Wigner
matrices. Annals of Applied Probability. 2023;33(1):447-489. doi:10.1214/22-AAP1820
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). Functional central
limit theorems for Wigner matrices. Annals of Applied Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/22-AAP1820
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Functional Central
Limit Theorems for Wigner Matrices.” Annals of Applied Probability. Institute
of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AAP1820.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Functional central limit theorems
for Wigner matrices,” Annals of Applied Probability, vol. 33, no. 1. Institute
of Mathematical Statistics, pp. 447–489, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. Functional central limit theorems
for Wigner matrices. Annals of Applied Probability. 33(1), 447–489.
mla: Cipolloni, Giorgio, et al. “Functional Central Limit Theorems for Wigner Matrices.”
Annals of Applied Probability, vol. 33, no. 1, Institute of Mathematical
Statistics, 2023, pp. 447–89, doi:10.1214/22-AAP1820.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Applied Probability 33 (2023)
447–489.
date_created: 2023-03-26T22:01:08Z
date_published: 2023-02-01T00:00:00Z
date_updated: 2023-10-17T12:48:52Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-AAP1820
ec_funded: 1
external_id:
arxiv:
- '2012.13218'
isi:
- '000946432400015'
intvolume: ' 33'
isi: 1
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2012.13218
month: '02'
oa: 1
oa_version: Preprint
page: 447-489
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Functional central limit theorems for Wigner matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '12792'
abstract:
- lang: eng
text: In the physics literature the spectral form factor (SFF), the squared Fourier
transform of the empirical eigenvalue density, is the most common tool to test
universality for disordered quantum systems, yet previous mathematical results
have been restricted only to two exactly solvable models (Forrester in J Stat
Phys 183:33, 2021. https://doi.org/10.1007/s10955-021-02767-5, Commun Math Phys
387:215–235, 2021. https://doi.org/10.1007/s00220-021-04193-w). We rigorously
prove the physics prediction on SFF up to an intermediate time scale for a large
class of random matrices using a robust method, the multi-resolvent local laws.
Beyond Wigner matrices we also consider the monoparametric ensemble and prove
that universality of SFF can already be triggered by a single random parameter,
supplementing the recently proven Wigner–Dyson universality (Cipolloni et al.
in Probab Theory Relat Fields, 2021. https://doi.org/10.1007/s00440-022-01156-7)
to larger spectral scales. Remarkably, extensive numerics indicates that our formulas
correctly predict the SFF in the entire slope-dip-ramp regime, as customarily
called in physics.
acknowledgement: "We are grateful to the authors of [25] for sharing with us their
insights and preliminary numerical results. We are especially thankful to Stephen
Shenker for very valuable advice over several email communications. Helpful comments
on the manuscript from Peter Forrester and from the anonymous referees are also
acknowledged.\r\nOpen access funding provided by Institute of Science and Technology
(IST Austria).\r\nLászló Erdős: Partially supported by ERC Advanced Grant \"RMTBeyond\"
No. 101020331. Dominik Schröder: Supported by Dr. Max Rössler, the Walter Haefner
Foundation and the ETH Zürich Foundation."
article_processing_charge: Yes (via OA deal)
article_type: original
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: 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, Schröder DJ. On the spectral form factor for random matrices.
Communications in Mathematical Physics. 2023;401:1665-1700. doi:10.1007/s00220-023-04692-y
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2023). On the spectral form
factor for random matrices. Communications in Mathematical Physics. Springer
Nature. https://doi.org/10.1007/s00220-023-04692-y
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Spectral
Form Factor for Random Matrices.” Communications in Mathematical Physics.
Springer Nature, 2023. https://doi.org/10.1007/s00220-023-04692-y.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the spectral form factor for
random matrices,” Communications in Mathematical Physics, vol. 401. Springer
Nature, pp. 1665–1700, 2023.
ista: Cipolloni G, Erdös L, Schröder DJ. 2023. On the spectral form factor for random
matrices. Communications in Mathematical Physics. 401, 1665–1700.
mla: Cipolloni, Giorgio, et al. “On the Spectral Form Factor for Random Matrices.”
Communications in Mathematical Physics, vol. 401, Springer Nature, 2023,
pp. 1665–700, doi:10.1007/s00220-023-04692-y.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics
401 (2023) 1665–1700.
date_created: 2023-04-02T22:01:11Z
date_published: 2023-07-01T00:00:00Z
date_updated: 2023-10-04T12:10:31Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00220-023-04692-y
ec_funded: 1
external_id:
isi:
- '000957343500001'
file:
- access_level: open_access
checksum: 72057940f76654050ca84a221f21786c
content_type: application/pdf
creator: dernst
date_created: 2023-10-04T12:09:18Z
date_updated: 2023-10-04T12:09:18Z
file_id: '14397'
file_name: 2023_CommMathPhysics_Cipolloni.pdf
file_size: 859967
relation: main_file
success: 1
file_date_updated: 2023-10-04T12:09:18Z
has_accepted_license: '1'
intvolume: ' 401'
isi: 1
language:
- iso: eng
month: '07'
oa: 1
oa_version: Published Version
page: 1665-1700
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Communications in Mathematical Physics
publication_identifier:
eissn:
- 1432-0916
issn:
- 0010-3616
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: On the spectral form factor for 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)
short: CC BY (4.0)
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 401
year: '2023'
...
---
_id: '10732'
abstract:
- lang: eng
text: We compute the deterministic approximation of products of Sobolev functions
of large Wigner matrices W and provide an optimal error bound on their fluctuation
with very high probability. This generalizes Voiculescu's seminal theorem from
polynomials to general Sobolev functions, as well as from tracial quantities to
individual matrix elements. Applying the result to eitW for large t, we obtain
a precise decay rate for the overlaps of several deterministic matrices with temporally
well separated Heisenberg time evolutions; thus we demonstrate the thermalisation
effect of the unitary group generated by Wigner matrices.
acknowledgement: We compute the deterministic approximation of products of Sobolev
functions of large Wigner matrices W and provide an optimal error bound on their
fluctuation with very high probability. This generalizes Voiculescu's seminal theorem
from polynomials to general Sobolev functions, as well as from tracial quantities
to individual matrix elements. Applying the result to for large t, we obtain a
precise decay rate for the overlaps of several deterministic matrices with temporally
well separated Heisenberg time evolutions; thus we demonstrate the thermalisation
effect of the unitary group generated by Wigner matrices.
article_number: '109394'
article_processing_charge: Yes (via OA deal)
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: 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, Schröder DJ. Thermalisation for Wigner matrices. Journal
of Functional Analysis. 2022;282(8). doi:10.1016/j.jfa.2022.109394
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Thermalisation for
Wigner matrices. Journal of Functional Analysis. Elsevier. https://doi.org/10.1016/j.jfa.2022.109394
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Thermalisation
for Wigner Matrices.” Journal of Functional Analysis. Elsevier, 2022. https://doi.org/10.1016/j.jfa.2022.109394.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Thermalisation for Wigner matrices,”
Journal of Functional Analysis, vol. 282, no. 8. Elsevier, 2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Thermalisation for Wigner matrices.
Journal of Functional Analysis. 282(8), 109394.
mla: Cipolloni, Giorgio, et al. “Thermalisation for Wigner Matrices.” Journal
of Functional Analysis, vol. 282, no. 8, 109394, Elsevier, 2022, doi:10.1016/j.jfa.2022.109394.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Journal of Functional Analysis 282
(2022).
date_created: 2022-02-06T23:01:30Z
date_published: 2022-04-15T00:00:00Z
date_updated: 2023-08-02T14:12:35Z
day: '15'
ddc:
- '500'
department:
- _id: LaEr
doi: 10.1016/j.jfa.2022.109394
external_id:
arxiv:
- '2102.09975'
isi:
- '000781239100004'
file:
- access_level: open_access
checksum: b75fdad606ab507dc61109e0907d86c0
content_type: application/pdf
creator: dernst
date_created: 2022-07-29T07:22:08Z
date_updated: 2022-07-29T07:22:08Z
file_id: '11690'
file_name: 2022_JourFunctionalAnalysis_Cipolloni.pdf
file_size: 652573
relation: main_file
success: 1
file_date_updated: 2022-07-29T07:22:08Z
has_accepted_license: '1'
intvolume: ' 282'
isi: 1
issue: '8'
language:
- iso: eng
month: '04'
oa: 1
oa_version: Published Version
publication: Journal of Functional Analysis
publication_identifier:
eissn:
- 1096-0783
issn:
- 0022-1236
publication_status: published
publisher: Elsevier
quality_controlled: '1'
scopus_import: '1'
status: public
title: Thermalisation for Wigner matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 282
year: '2022'
...
---
_id: '11418'
abstract:
- lang: eng
text: "We consider the quadratic form of a general high-rank deterministic matrix
on the eigenvectors of an N×N\r\nWigner matrix and prove that it has Gaussian
fluctuation for each bulk eigenvector in the large N limit. The proof is a combination
of the energy method for the Dyson Brownian motion inspired by Marcinek and Yau
(2021) and our recent multiresolvent local laws (Comm. Math. Phys. 388 (2021)
1005–1048)."
acknowledgement: L.E. would like to thank Zhigang Bao for many illuminating discussions
in an early stage of this research. The authors are also grateful to Paul Bourgade
for his comments on the manuscript and the anonymous referee for several useful
suggestions.
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: 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, Schröder DJ. Normal fluctuation in quantum ergodicity
for Wigner matrices. Annals of Probability. 2022;50(3):984-1012. doi:10.1214/21-AOP1552
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Normal fluctuation
in quantum ergodicity for Wigner matrices. Annals of Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/21-AOP1552
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Normal Fluctuation
in Quantum Ergodicity for Wigner Matrices.” Annals of Probability. Institute
of Mathematical Statistics, 2022. https://doi.org/10.1214/21-AOP1552.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Normal fluctuation in quantum
ergodicity for Wigner matrices,” Annals of Probability, vol. 50, no. 3.
Institute of Mathematical Statistics, pp. 984–1012, 2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Normal fluctuation in quantum ergodicity
for Wigner matrices. Annals of Probability. 50(3), 984–1012.
mla: Cipolloni, Giorgio, et al. “Normal Fluctuation in Quantum Ergodicity for Wigner
Matrices.” Annals of Probability, vol. 50, no. 3, Institute of Mathematical
Statistics, 2022, pp. 984–1012, doi:10.1214/21-AOP1552.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Annals of Probability 50 (2022) 984–1012.
date_created: 2022-05-29T22:01:53Z
date_published: 2022-05-01T00:00:00Z
date_updated: 2023-08-03T07:16:53Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/21-AOP1552
external_id:
arxiv:
- '2103.06730'
isi:
- '000793963400005'
intvolume: ' 50'
isi: 1
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/2103.06730
month: '05'
oa: 1
oa_version: Preprint
page: 984-1012
publication: Annals of Probability
publication_identifier:
eissn:
- 2168-894X
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Normal fluctuation in quantum ergodicity for Wigner matrices
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 50
year: '2022'
...
---
_id: '12148'
abstract:
- lang: eng
text: 'We prove a general local law for Wigner matrices that optimally handles observables
of arbitrary rank and thus unifies the well-known averaged and isotropic local
laws. As an application, we prove a central limit theorem in quantum unique ergodicity
(QUE): that is, we show that the quadratic forms of a general deterministic matrix
A on the bulk eigenvectors of a Wigner matrix have approximately Gaussian fluctuation.
For the bulk spectrum, we thus generalise our previous result [17] as valid for
test matrices A of large rank as well as the result of Benigni and Lopatto [7]
as valid for specific small-rank observables.'
acknowledgement: L.E. acknowledges support by ERC Advanced Grant ‘RMTBeyond’ No. 101020331.
D.S. acknowledges the support of Dr. Max Rössler, the Walter Haefner Foundation
and the ETH Zürich Foundation.
article_number: e96
article_processing_charge: No
article_type: original
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: 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, Schröder DJ. Rank-uniform local law for Wigner matrices.
Forum of Mathematics, Sigma. 2022;10. doi:10.1017/fms.2022.86
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Rank-uniform local
law for Wigner matrices. Forum of Mathematics, Sigma. Cambridge University
Press. https://doi.org/10.1017/fms.2022.86
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Rank-Uniform
Local Law for Wigner Matrices.” Forum of Mathematics, Sigma. Cambridge
University Press, 2022. https://doi.org/10.1017/fms.2022.86.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Rank-uniform local law for Wigner
matrices,” Forum of Mathematics, Sigma, vol. 10. Cambridge University Press,
2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Rank-uniform local law for Wigner
matrices. Forum of Mathematics, Sigma. 10, e96.
mla: Cipolloni, Giorgio, et al. “Rank-Uniform Local Law for Wigner Matrices.” Forum
of Mathematics, Sigma, vol. 10, e96, Cambridge University Press, 2022, doi:10.1017/fms.2022.86.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Forum of Mathematics, Sigma 10 (2022).
date_created: 2023-01-12T12:07:30Z
date_published: 2022-10-27T00:00:00Z
date_updated: 2023-08-04T09:00:35Z
day: '27'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1017/fms.2022.86
ec_funded: 1
external_id:
isi:
- '000873719200001'
file:
- access_level: open_access
checksum: 94a049aeb1eea5497aa097712a73c400
content_type: application/pdf
creator: dernst
date_created: 2023-01-24T10:02:40Z
date_updated: 2023-01-24T10:02:40Z
file_id: '12356'
file_name: 2022_ForumMath_Cipolloni.pdf
file_size: 817089
relation: main_file
success: 1
file_date_updated: 2023-01-24T10:02:40Z
has_accepted_license: '1'
intvolume: ' 10'
isi: 1
keyword:
- Computational Mathematics
- Discrete Mathematics and Combinatorics
- Geometry and Topology
- Mathematical Physics
- Statistics and Probability
- Algebra and Number Theory
- Theoretical Computer Science
- Analysis
language:
- iso: eng
month: '10'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Forum of Mathematics, Sigma
publication_identifier:
issn:
- 2050-5094
publication_status: published
publisher: Cambridge University Press
quality_controlled: '1'
scopus_import: '1'
status: public
title: Rank-uniform local law for Wigner matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 10
year: '2022'
...
---
_id: '12179'
abstract:
- lang: eng
text: We derive an accurate lower tail estimate on the lowest singular value σ1(X−z)
of a real Gaussian (Ginibre) random matrix X shifted by a complex parameter z.
Such shift effectively changes the upper tail behavior of the condition number
κ(X−z) from the slower (κ(X−z)≥t)≲1/t decay typical for real Ginibre matrices
to the faster 1/t2 decay seen for complex Ginibre matrices as long as z is away
from the real axis. This sharpens and resolves a recent conjecture in [J. Banks
et al., https://arxiv.org/abs/2005.08930, 2020] on the regularizing effect of
the real Ginibre ensemble with a genuinely complex shift. As a consequence we
obtain an improved upper bound on the eigenvalue condition numbers (known also
as the eigenvector overlaps) for real Ginibre matrices. The main technical tool
is a rigorous supersymmetric analysis from our earlier work [Probab. Math. Phys.,
1 (2020), pp. 101--146].
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: 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, Schröder DJ. On the condition number of the shifted real
Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 2022;43(3):1469-1487.
doi:10.1137/21m1424408
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). On the condition number
of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications.
Society for Industrial and Applied Mathematics. https://doi.org/10.1137/21m1424408
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Condition
Number of the Shifted Real Ginibre Ensemble.” SIAM Journal on Matrix Analysis
and Applications. Society for Industrial and Applied Mathematics, 2022. https://doi.org/10.1137/21m1424408.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “On the condition number of the
shifted real Ginibre ensemble,” SIAM Journal on Matrix Analysis and Applications,
vol. 43, no. 3. Society for Industrial and Applied Mathematics, pp. 1469–1487,
2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. On the condition number of the shifted
real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 43(3),
1469–1487.
mla: Cipolloni, Giorgio, et al. “On the Condition Number of the Shifted Real Ginibre
Ensemble.” SIAM Journal on Matrix Analysis and Applications, vol. 43, no.
3, Society for Industrial and Applied Mathematics, 2022, pp. 1469–87, doi:10.1137/21m1424408.
short: G. Cipolloni, L. Erdös, D.J. Schröder, SIAM Journal on Matrix Analysis and
Applications 43 (2022) 1469–1487.
date_created: 2023-01-12T12:12:38Z
date_published: 2022-07-01T00:00:00Z
date_updated: 2023-01-27T06:56:06Z
day: '01'
department:
- _id: LaEr
doi: 10.1137/21m1424408
external_id:
arxiv:
- '2105.13719'
intvolume: ' 43'
issue: '3'
keyword:
- Analysis
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2105.13719
month: '07'
oa: 1
oa_version: Preprint
page: 1469-1487
publication: SIAM Journal on Matrix Analysis and Applications
publication_identifier:
eissn:
- 1095-7162
issn:
- 0895-4798
publication_status: published
publisher: Society for Industrial and Applied Mathematics
quality_controlled: '1'
scopus_import: '1'
status: public
title: On the condition number of the shifted real Ginibre ensemble
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 43
year: '2022'
...
---
_id: '12232'
abstract:
- lang: eng
text: We derive a precise asymptotic formula for the density of the small singular
values of the real Ginibre matrix ensemble shifted by a complex parameter z as
the dimension tends to infinity. For z away from the real axis the formula coincides
with that for the complex Ginibre ensemble we derived earlier in Cipolloni et
al. (Prob Math Phys 1:101–146, 2020). On the level of the one-point function of
the low lying singular values we thus confirm the transition from real to complex
Ginibre ensembles as the shift parameter z becomes genuinely complex; the analogous
phenomenon has been well known for eigenvalues. We use the superbosonization formula
(Littelmann et al. in Comm Math Phys 283:343–395, 2008) in a regime where the
main contribution comes from a three dimensional saddle manifold.
acknowledgement: Open access funding provided by Swiss Federal Institute of Technology
Zurich. Supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH
Zürich Foundation.
article_processing_charge: No
article_type: original
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: 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, Schröder DJ. Density of small singular values of the
shifted real Ginibre ensemble. Annales Henri Poincaré. 2022;23(11):3981-4002.
doi:10.1007/s00023-022-01188-8
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Density of small singular
values of the shifted real Ginibre ensemble. Annales Henri Poincaré. Springer
Nature. https://doi.org/10.1007/s00023-022-01188-8
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Density of Small
Singular Values of the Shifted Real Ginibre Ensemble.” Annales Henri Poincaré.
Springer Nature, 2022. https://doi.org/10.1007/s00023-022-01188-8.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Density of small singular values
of the shifted real Ginibre ensemble,” Annales Henri Poincaré, vol. 23,
no. 11. Springer Nature, pp. 3981–4002, 2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Density of small singular values
of the shifted real Ginibre ensemble. Annales Henri Poincaré. 23(11), 3981–4002.
mla: Cipolloni, Giorgio, et al. “Density of Small Singular Values of the Shifted
Real Ginibre Ensemble.” Annales Henri Poincaré, vol. 23, no. 11, Springer
Nature, 2022, pp. 3981–4002, doi:10.1007/s00023-022-01188-8.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Annales Henri Poincaré 23 (2022) 3981–4002.
date_created: 2023-01-16T09:50:26Z
date_published: 2022-11-01T00:00:00Z
date_updated: 2023-08-04T09:33:52Z
day: '01'
ddc:
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doi: 10.1007/s00023-022-01188-8
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checksum: 5582f059feeb2f63e2eb68197a34d7dc
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intvolume: ' 23'
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- Nuclear and High Energy Physics
- Statistical and Nonlinear Physics
language:
- iso: eng
month: '11'
oa: 1
oa_version: Published Version
page: 3981-4002
publication: Annales Henri Poincaré
publication_identifier:
eissn:
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issn:
- 1424-0637
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Density of small singular values of the shifted real Ginibre ensemble
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
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year: '2022'
...
---
_id: '12243'
abstract:
- lang: eng
text: 'We consider the eigenvalues of a large dimensional real or complex Ginibre
matrix in the region of the complex plane where their real parts reach their maximum
value. This maximum follows the Gumbel distribution and that these extreme eigenvalues
form a Poisson point process as the dimension asymptotically tends to infinity.
In the complex case, these facts have already been established by Bender [Probab.
Theory Relat. Fields 147, 241 (2010)] and in the real case by Akemann and Phillips
[J. Stat. Phys. 155, 421 (2014)] even for the more general elliptic ensemble with
a sophisticated saddle point analysis. The purpose of this article is to give
a very short direct proof in the Ginibre case with an effective error term. Moreover,
our estimates on the correlation kernel in this regime serve as a key input for
accurately locating [Formula: see text] for any large matrix X with i.i.d. entries
in the companion paper [G. Cipolloni et al., arXiv:2206.04448 (2022)]. '
acknowledgement: "The authors are grateful to G. Akemann for bringing Refs. 19 and
24–26 to their attention. Discussions with Guillaume Dubach on a preliminary version
of this project are acknowledged.\r\nL.E. and Y.X. were supported by the ERC Advanced
Grant “RMTBeyond” under Grant No. 101020331. D.S. was supported by Dr. Max Rössler,
the Walter Haefner Foundation, and the ETH Zürich Foundation."
article_number: '103303'
article_processing_charge: Yes (via OA deal)
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: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
- first_name: Yuanyuan
full_name: Xu, Yuanyuan
id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
last_name: Xu
citation:
ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. Directional extremal statistics for
Ginibre eigenvalues. Journal of Mathematical Physics. 2022;63(10). doi:10.1063/5.0104290
apa: Cipolloni, G., Erdös, L., Schröder, D. J., & Xu, Y. (2022). Directional
extremal statistics for Ginibre eigenvalues. Journal of Mathematical Physics.
AIP Publishing. https://doi.org/10.1063/5.0104290
chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu.
“Directional Extremal Statistics for Ginibre Eigenvalues.” Journal of Mathematical
Physics. AIP Publishing, 2022. https://doi.org/10.1063/5.0104290.
ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “Directional extremal statistics
for Ginibre eigenvalues,” Journal of Mathematical Physics, vol. 63, no.
10. AIP Publishing, 2022.
ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2022. Directional extremal statistics
for Ginibre eigenvalues. Journal of Mathematical Physics. 63(10), 103303.
mla: Cipolloni, Giorgio, et al. “Directional Extremal Statistics for Ginibre Eigenvalues.”
Journal of Mathematical Physics, vol. 63, no. 10, 103303, AIP Publishing,
2022, doi:10.1063/5.0104290.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, Journal of Mathematical Physics
63 (2022).
date_created: 2023-01-16T09:52:58Z
date_published: 2022-10-14T00:00:00Z
date_updated: 2023-08-04T09:40:02Z
day: '14'
ddc:
- '510'
- '530'
department:
- _id: LaEr
doi: 10.1063/5.0104290
ec_funded: 1
external_id:
arxiv:
- '2206.04443'
isi:
- '000869715800001'
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checksum: 2db278ae5b07f345a7e3fec1f92b5c33
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creator: dernst
date_created: 2023-01-30T08:01:10Z
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file_id: '12436'
file_name: 2022_JourMathPhysics_Cipolloni2.pdf
file_size: 7356807
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success: 1
file_date_updated: 2023-01-30T08:01:10Z
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intvolume: ' 63'
isi: 1
issue: '10'
keyword:
- Mathematical Physics
- Statistical and Nonlinear Physics
language:
- iso: eng
month: '10'
oa: 1
oa_version: Published Version
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Journal of Mathematical Physics
publication_identifier:
eissn:
- 1089-7658
issn:
- 0022-2488
publication_status: published
publisher: AIP Publishing
quality_controlled: '1'
scopus_import: '1'
status: public
title: Directional extremal statistics for Ginibre eigenvalues
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: 63
year: '2022'
...
---
_id: '12290'
abstract:
- lang: eng
text: We prove local laws, i.e. optimal concentration estimates for arbitrary products
of resolvents of a Wigner random matrix with deterministic matrices in between.
We find that the size of such products heavily depends on whether some of the
deterministic matrices are traceless. Our estimates correctly account for this
dependence and they hold optimally down to the smallest possible spectral scale.
acknowledgement: L. Erdős was supported by ERC Advanced Grant “RMTBeyond” No. 101020331.
D. Schröder was supported by Dr. Max Rössler, the Walter Haefner Foundation and
the ETH Zürich Foundation.
article_processing_charge: No
article_type: original
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: 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, Schröder DJ. Optimal multi-resolvent local laws for Wigner
matrices. Electronic Journal of Probability. 2022;27:1-38. doi:10.1214/22-ejp838
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2022). Optimal multi-resolvent
local laws for Wigner matrices. Electronic Journal of Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/22-ejp838
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Multi-Resolvent
Local Laws for Wigner Matrices.” Electronic Journal of Probability. Institute
of Mathematical Statistics, 2022. https://doi.org/10.1214/22-ejp838.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal multi-resolvent local
laws for Wigner matrices,” Electronic Journal of Probability, vol. 27.
Institute of Mathematical Statistics, pp. 1–38, 2022.
ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Optimal multi-resolvent local laws
for Wigner matrices. Electronic Journal of Probability. 27, 1–38.
mla: Cipolloni, Giorgio, et al. “Optimal Multi-Resolvent Local Laws for Wigner Matrices.”
Electronic Journal of Probability, vol. 27, Institute of Mathematical Statistics,
2022, pp. 1–38, doi:10.1214/22-ejp838.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability
27 (2022) 1–38.
date_created: 2023-01-16T10:04:38Z
date_published: 2022-09-12T00:00:00Z
date_updated: 2023-08-04T10:32:23Z
day: '12'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1214/22-ejp838
ec_funded: 1
external_id:
isi:
- '000910863700003'
file:
- access_level: open_access
checksum: bb647b48fbdb59361210e425c220cdcb
content_type: application/pdf
creator: dernst
date_created: 2023-01-30T11:59:21Z
date_updated: 2023-01-30T11:59:21Z
file_id: '12464'
file_name: 2022_ElecJournProbability_Cipolloni.pdf
file_size: 502149
relation: main_file
success: 1
file_date_updated: 2023-01-30T11:59:21Z
has_accepted_license: '1'
intvolume: ' 27'
isi: 1
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 1-38
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Electronic Journal of Probability
publication_identifier:
eissn:
- 1083-6489
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Optimal multi-resolvent local laws for Wigner matrices
tmp:
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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: 27
year: '2022'
...
---
_id: '8601'
abstract:
- lang: eng
text: We consider large non-Hermitian real or complex random matrices X with independent,
identically distributed centred entries. We prove that their local eigenvalue
statistics near the spectral edge, the unit circle, coincide with those of the
Ginibre ensemble, i.e. when the matrix elements of X are Gaussian. This result
is the non-Hermitian counterpart of the universality of the Tracy–Widom distribution
at the spectral edges of the Wigner ensemble.
article_processing_charge: Yes (via OA deal)
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: 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, Schröder DJ. Edge universality for non-Hermitian random
matrices. Probability Theory and Related Fields. 2021. doi:10.1007/s00440-020-01003-7
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Edge universality for
non-Hermitian random matrices. Probability Theory and Related Fields. Springer
Nature. https://doi.org/10.1007/s00440-020-01003-7
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Edge Universality
for Non-Hermitian Random Matrices.” Probability Theory and Related Fields.
Springer Nature, 2021. https://doi.org/10.1007/s00440-020-01003-7.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Edge universality for non-Hermitian
random matrices,” Probability Theory and Related Fields. Springer Nature,
2021.
ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Edge universality for non-Hermitian
random matrices. Probability Theory and Related Fields.
mla: Cipolloni, Giorgio, et al. “Edge Universality for Non-Hermitian Random Matrices.”
Probability Theory and Related Fields, Springer Nature, 2021, doi:10.1007/s00440-020-01003-7.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields
(2021).
date_created: 2020-10-04T22:01:37Z
date_published: 2021-02-01T00:00:00Z
date_updated: 2024-03-07T15:07:53Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00440-020-01003-7
ec_funded: 1
external_id:
arxiv:
- '1908.00969'
isi:
- '000572724600002'
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creator: dernst
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date_updated: 2020-10-05T14:53:40Z
file_id: '8612'
file_name: 2020_ProbTheory_Cipolloni.pdf
file_size: 497032
relation: main_file
success: 1
file_date_updated: 2020-10-05T14:53:40Z
has_accepted_license: '1'
isi: 1
language:
- iso: eng
month: '02'
oa: 1
oa_version: Published Version
project:
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
name: IST Austria Open Access Fund
- _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: Probability Theory and Related Fields
publication_identifier:
eissn:
- '14322064'
issn:
- '01788051'
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Edge universality for non-Hermitian 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)
short: CC BY (4.0)
type: journal_article
user_id: 3E5EF7F0-F248-11E8-B48F-1D18A9856A87
year: '2021'
...
---
_id: '9022'
abstract:
- lang: eng
text: "In the first part of the thesis we consider Hermitian random matrices. Firstly,
we consider sample covariance matrices XX∗ with X having independent identically
distributed (i.i.d.) centred entries. We prove a Central Limit Theorem for differences
of linear statistics of XX∗ and its minor after removing the first column of X.
Secondly, we consider Wigner-type matrices and prove that the eigenvalue statistics
near cusp singularities of the limiting density of states are universal and that
they form a Pearcey process. Since the limiting eigenvalue distribution admits
only square root (edge) and cubic root (cusp) singularities, this concludes the
third and last remaining case of the Wigner-Dyson-Mehta universality conjecture.
The main technical ingredients are an optimal local law at the cusp, and the proof
of the fast relaxation to equilibrium of the Dyson Brownian motion in the cusp
regime.\r\nIn the second part we consider non-Hermitian matrices X with centred
i.i.d. entries. We normalise the entries of X to have variance N −1. It is well
known that the empirical eigenvalue density converges to the uniform distribution
on the unit disk (circular law). In the first project, we prove universality of
the local eigenvalue statistics close to the edge of the spectrum. This is the
non-Hermitian analogue of the TracyWidom universality at the Hermitian edge. Technically
we analyse the evolution of the spectral distribution of X along the Ornstein-Uhlenbeck
flow for very long time\r\n(up to t = +∞). In the second project, we consider
linear statistics of eigenvalues for macroscopic test functions f in the Sobolev
space H2+ϵ and prove their convergence to the projection of the Gaussian Free
Field on the unit disk. We prove this result for non-Hermitian matrices with real
or complex entries. The main technical ingredients are: (i) local law for products
of two resolvents at different spectral parameters, (ii) analysis of correlated
Dyson Brownian motions.\r\nIn the third and final part we discuss the mathematically
rigorous application of supersymmetric techniques (SUSY ) to give a lower tail
estimate of the lowest singular value of X − z, with z ∈ C. More precisely, we
use superbosonisation formula to give an integral representation of the resolvent
of (X − z)(X − z)∗ which reduces to two and three contour integrals in the complex
and real case, respectively. The rigorous analysis of these integrals is quite
challenging since simple saddle point analysis cannot be applied (the main contribution
comes from a non-trivial manifold). Our result\r\nimproves classical smoothing
inequalities in the regime |z| ≈ 1; this result is essential to prove edge universality
for i.i.d. non-Hermitian matrices."
acknowledgement: I gratefully acknowledge the financial support from the European
Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie
Grant Agreement No. 665385 and my advisor’s ERC Advanced Grant No. 338804.
alternative_title:
- ISTA Thesis
article_processing_charge: No
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
citation:
ama: Cipolloni G. Fluctuations in the spectrum of random matrices. 2021. doi:10.15479/AT:ISTA:9022
apa: Cipolloni, G. (2021). Fluctuations in the spectrum of random matrices.
Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:9022
chicago: Cipolloni, Giorgio. “Fluctuations in the Spectrum of Random Matrices.”
Institute of Science and Technology Austria, 2021. https://doi.org/10.15479/AT:ISTA:9022.
ieee: G. Cipolloni, “Fluctuations in the spectrum of random matrices,” Institute
of Science and Technology Austria, 2021.
ista: Cipolloni G. 2021. Fluctuations in the spectrum of random matrices. Institute
of Science and Technology Austria.
mla: Cipolloni, Giorgio. Fluctuations in the Spectrum of Random Matrices.
Institute of Science and Technology Austria, 2021, doi:10.15479/AT:ISTA:9022.
short: G. Cipolloni, Fluctuations in the Spectrum of Random Matrices, Institute
of Science and Technology Austria, 2021.
date_created: 2021-01-21T18:16:54Z
date_published: 2021-01-25T00:00:00Z
date_updated: 2023-09-07T13:29:32Z
day: '25'
ddc:
- '510'
degree_awarded: PhD
department:
- _id: GradSch
- _id: LaEr
doi: 10.15479/AT:ISTA:9022
ec_funded: 1
file:
- access_level: open_access
checksum: 5a93658a5f19478372523ee232887e2b
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page: '380'
project:
- _id: 2564DBCA-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '665385'
name: International IST Doctoral Program
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
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
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: Fluctuations in the spectrum of random matrices
type: dissertation
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
year: '2021'
...
---
_id: '9412'
abstract:
- lang: eng
text: We extend our recent result [22] on the central limit theorem for the linear
eigenvalue statistics of non-Hermitian matrices X with independent, identically
distributed complex entries to the real symmetry class. We find that the expectation
and variance substantially differ from their complex counterparts, reflecting
(i) the special spectral symmetry of real matrices onto the real axis; and (ii)
the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes
the previously known special cases where either the test function is analytic
[49] or the first four moments of the matrix elements match the real Gaussian
[59, 44]. The key element of the proof is the analysis of several weakly dependent
Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared
with [22] is that the correlation structure of the stochastic differentials in
each individual DBM is non-trivial, potentially even jeopardising its well-posedness.
article_number: '24'
article_processing_charge: No
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: 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, Schröder DJ. Fluctuation around the circular law for
random matrices with real entries. Electronic Journal of Probability. 2021;26.
doi:10.1214/21-EJP591
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Fluctuation around
the circular law for random matrices with real entries. Electronic Journal
of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/21-EJP591
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Fluctuation
around the Circular Law for Random Matrices with Real Entries.” Electronic
Journal of Probability. Institute of Mathematical Statistics, 2021. https://doi.org/10.1214/21-EJP591.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Fluctuation around the circular
law for random matrices with real entries,” Electronic Journal of Probability,
vol. 26. Institute of Mathematical Statistics, 2021.
ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Fluctuation around the circular law
for random matrices with real entries. Electronic Journal of Probability. 26,
24.
mla: Cipolloni, Giorgio, et al. “Fluctuation around the Circular Law for Random
Matrices with Real Entries.” Electronic Journal of Probability, vol. 26,
24, Institute of Mathematical Statistics, 2021, doi:10.1214/21-EJP591.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability
26 (2021).
date_created: 2021-05-23T22:01:44Z
date_published: 2021-03-23T00:00:00Z
date_updated: 2023-08-08T13:39:19Z
day: '23'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1214/21-EJP591
ec_funded: 1
external_id:
arxiv:
- '2002.02438'
isi:
- '000641855600001'
file:
- access_level: open_access
checksum: 864ab003ad4cffea783f65aa8c2ba69f
content_type: application/pdf
creator: kschuh
date_created: 2021-05-25T13:24:19Z
date_updated: 2021-05-25T13:24:19Z
file_id: '9423'
file_name: 2021_EJP_Cipolloni.pdf
file_size: 865148
relation: main_file
success: 1
file_date_updated: 2021-05-25T13:24:19Z
has_accepted_license: '1'
intvolume: ' 26'
isi: 1
language:
- iso: eng
month: '03'
oa: 1
oa_version: Published Version
project:
- _id: 2564DBCA-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '665385'
name: International IST Doctoral Program
publication: Electronic Journal of Probability
publication_identifier:
eissn:
- '10836489'
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Fluctuation around the circular law for random matrices with real 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: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 26
year: '2021'
...
---
_id: '10221'
abstract:
- lang: eng
text: We prove that any deterministic matrix is approximately the identity in the
eigenbasis of a large random Wigner matrix with very high probability and with
an optimal error inversely proportional to the square root of the dimension. Our
theorem thus rigorously verifies the Eigenstate Thermalisation Hypothesis by Deutsch
(Phys Rev A 43:2046–2049, 1991) for the simplest chaotic quantum system, the Wigner
ensemble. In mathematical terms, we prove the strong form of Quantum Unique Ergodicity
(QUE) with an optimal convergence rate for all eigenvectors simultaneously, generalizing
previous probabilistic QUE results in Bourgade and Yau (Commun Math Phys 350:231–278,
2017) and Bourgade et al. (Commun Pure Appl Math 73:1526–1596, 2020).
acknowledgement: Open access funding provided by Institute of Science and Technology
(IST Austria).
article_processing_charge: Yes (via OA deal)
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: 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, Schröder DJ. Eigenstate thermalization hypothesis for
Wigner matrices. Communications in Mathematical Physics. 2021;388(2):1005–1048.
doi:10.1007/s00220-021-04239-z
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Eigenstate thermalization
hypothesis for Wigner matrices. Communications in Mathematical Physics.
Springer Nature. https://doi.org/10.1007/s00220-021-04239-z
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Eigenstate Thermalization
Hypothesis for Wigner Matrices.” Communications in Mathematical Physics.
Springer Nature, 2021. https://doi.org/10.1007/s00220-021-04239-z.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Eigenstate thermalization hypothesis
for Wigner matrices,” Communications in Mathematical Physics, vol. 388,
no. 2. Springer Nature, pp. 1005–1048, 2021.
ista: Cipolloni G, Erdös L, Schröder DJ. 2021. Eigenstate thermalization hypothesis
for Wigner matrices. Communications in Mathematical Physics. 388(2), 1005–1048.
mla: Cipolloni, Giorgio, et al. “Eigenstate Thermalization Hypothesis for Wigner
Matrices.” Communications in Mathematical Physics, vol. 388, no. 2, Springer
Nature, 2021, pp. 1005–1048, doi:10.1007/s00220-021-04239-z.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Communications in Mathematical Physics
388 (2021) 1005–1048.
date_created: 2021-11-07T23:01:25Z
date_published: 2021-10-29T00:00:00Z
date_updated: 2023-08-14T10:29:49Z
day: '29'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1007/s00220-021-04239-z
external_id:
arxiv:
- '2012.13215'
isi:
- '000712232700001'
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date_created: 2022-02-02T10:19:55Z
date_updated: 2022-02-02T10:19:55Z
file_id: '10715'
file_name: 2021_CommunMathPhys_Cipolloni.pdf
file_size: 841426
relation: main_file
success: 1
file_date_updated: 2022-02-02T10:19:55Z
has_accepted_license: '1'
intvolume: ' 388'
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issue: '2'
language:
- iso: eng
month: '10'
oa: 1
oa_version: Published Version
page: 1005–1048
project:
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
name: IST Austria Open Access Fund
publication: Communications in Mathematical Physics
publication_identifier:
eissn:
- 1432-0916
issn:
- 0010-3616
publication_status: published
publisher: Springer Nature
quality_controlled: '1'
scopus_import: '1'
status: public
title: Eigenstate thermalization hypothesis for Wigner matrices
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 388
year: '2021'
...
---
_id: '6488'
abstract:
- lang: eng
text: We prove a central limit theorem for the difference of linear eigenvalue statistics
of a sample covariance matrix W˜ and its minor W. We find that the fluctuation
of this difference is much smaller than those of the individual linear statistics,
as a consequence of the strong correlation between the eigenvalues of W˜ and W.
Our result identifies the fluctuation of the spatial derivative of the approximate
Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar
result for Wigner matrices, for sample covariance matrices, the fluctuation may
entirely vanish.
article_number: '2050006'
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
citation:
ama: 'Cipolloni G, Erdös L. Fluctuations for differences of linear eigenvalue statistics
for sample covariance matrices. Random Matrices: Theory and Application.
2020;9(3). doi:10.1142/S2010326320500069'
apa: 'Cipolloni, G., & Erdös, L. (2020). Fluctuations for differences of linear
eigenvalue statistics for sample covariance matrices. Random Matrices: Theory
and Application. World Scientific Publishing. https://doi.org/10.1142/S2010326320500069'
chicago: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of
Linear Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices:
Theory and Application. World Scientific Publishing, 2020. https://doi.org/10.1142/S2010326320500069.'
ieee: 'G. Cipolloni and L. Erdös, “Fluctuations for differences of linear eigenvalue
statistics for sample covariance matrices,” Random Matrices: Theory and Application,
vol. 9, no. 3. World Scientific Publishing, 2020.'
ista: 'Cipolloni G, Erdös L. 2020. Fluctuations for differences of linear eigenvalue
statistics for sample covariance matrices. Random Matrices: Theory and Application.
9(3), 2050006.'
mla: 'Cipolloni, Giorgio, and László Erdös. “Fluctuations for Differences of Linear
Eigenvalue Statistics for Sample Covariance Matrices.” Random Matrices: Theory
and Application, vol. 9, no. 3, 2050006, World Scientific Publishing, 2020,
doi:10.1142/S2010326320500069.'
short: 'G. Cipolloni, L. Erdös, Random Matrices: Theory and Application 9 (2020).'
date_created: 2019-05-26T21:59:14Z
date_published: 2020-07-01T00:00:00Z
date_updated: 2023-08-28T08:38:48Z
day: '01'
department:
- _id: LaEr
doi: 10.1142/S2010326320500069
ec_funded: 1
external_id:
arxiv:
- '1806.08751'
isi:
- '000547464400001'
intvolume: ' 9'
isi: 1
issue: '3'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1806.08751
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
- _id: 2564DBCA-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '665385'
name: International IST Doctoral Program
publication: 'Random Matrices: Theory and Application'
publication_identifier:
eissn:
- '20103271'
issn:
- '20103263'
publication_status: published
publisher: World Scientific Publishing
quality_controlled: '1'
scopus_import: '1'
status: public
title: Fluctuations for differences of linear eigenvalue statistics for sample covariance
matrices
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 9
year: '2020'
...
---
_id: '15063'
abstract:
- lang: eng
text: We consider the least singular value of a large random matrix with real or
complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal
lower tail estimate on this singular value in the critical regime where z is around
the spectral edge, thus improving the classical bound of Sankar, Spielman and
Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation
in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on
the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395).
acknowledgement: Partially supported by ERC Advanced Grant No. 338804. This project
has received funding from the European Union’s Horizon 2020 research and innovation
programme under the Marie Sklodowska-Curie Grant Agreement No. 66538
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: 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, Schröder DJ. Optimal lower bound on the least singular
value of the shifted Ginibre ensemble. Probability and Mathematical Physics.
2020;1(1):101-146. doi:10.2140/pmp.2020.1.101
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2020). Optimal lower bound
on the least singular value of the shifted Ginibre ensemble. Probability and
Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2020.1.101
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower
Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability
and Mathematical Physics. Mathematical Sciences Publishers, 2020. https://doi.org/10.2140/pmp.2020.1.101.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least
singular value of the shifted Ginibre ensemble,” Probability and Mathematical
Physics, vol. 1, no. 1. Mathematical Sciences Publishers, pp. 101–146, 2020.
ista: Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least
singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics.
1(1), 101–146.
mla: Cipolloni, Giorgio, et al. “Optimal Lower Bound on the Least Singular Value
of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics,
vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:10.2140/pmp.2020.1.101.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability and Mathematical Physics
1 (2020) 101–146.
date_created: 2024-03-04T10:27:57Z
date_published: 2020-11-16T00:00:00Z
date_updated: 2024-03-04T10:33:15Z
day: '16'
department:
- _id: LaEr
doi: 10.2140/pmp.2020.1.101
ec_funded: 1
external_id:
arxiv:
- '1908.01653'
intvolume: ' 1'
issue: '1'
keyword:
- General Medicine
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.1908.01653
month: '11'
oa: 1
oa_version: Preprint
page: 101-146
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: Probability and Mathematical Physics
publication_identifier:
issn:
- 2690-1005
- 2690-0998
publication_status: published
publisher: Mathematical Sciences Publishers
quality_controlled: '1'
scopus_import: '1'
status: public
title: Optimal lower bound on the least singular value of the shifted Ginibre ensemble
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 1
year: '2020'
...