@article{15025, abstract = {We consider quadratic forms of deterministic matrices A evaluated at the random eigenvectors of a large N×N GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove that, as long as the deterministic matrix has rank much smaller than √N, the distributions of the extrema of these quadratic forms are asymptotically the same as if the eigenvectors were independent Gaussians. This reduces the problem to Gaussian computations, which we carry out in several cases to illustrate our result, finding Gumbel or Weibull limiting distributions depending on the signature of A. Our result also naturally applies to the eigenvectors of any invariant ensemble.}, author = {Erdös, László and McKenna, Benjamin}, issn = {1050-5164}, journal = {Annals of Applied Probability}, number = {1B}, pages = {1623--1662}, publisher = {Institute of Mathematical Statistics}, title = {{Extremal statistics of quadratic forms of GOE/GUE eigenvectors}}, doi = {10.1214/23-AAP2000}, volume = {34}, year = {2024}, } @article{11741, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, pages = {1183–1218}, publisher = {Springer Nature}, title = {{Quenched universality for deformed Wigner matrices}}, doi = {10.1007/s00440-022-01156-7}, volume = {185}, year = {2023}, } @article{14343, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha and Kolupaiev, Oleksii}, issn = {2050-5094}, journal = {Forum of Mathematics, Sigma}, publisher = {Cambridge University Press}, title = {{Gaussian fluctuations in the equipartition principle for Wigner matrices}}, doi = {10.1017/fms.2023.70}, volume = {11}, year = {2023}, } @article{14408, abstract = {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 01+N−1/3+ϵ, for any ϵ>0. The study of this natural process combines elements of Hermitian and non-Hermitian analysis, and illustrates some aspects of the intrinsic instability of (even weakly) non-Hermitian matrices.}, author = {Dubach, Guillaume and Erdös, László}, issn = {1083-589X}, journal = {Electronic Communications in Probability}, pages = {1--13}, publisher = {Institute of Mathematical Statistics}, title = {{Dynamics of a rank-one perturbation of a Hermitian matrix}}, doi = {10.1214/23-ECP516}, volume = {28}, year = {2023}, } @article{12707, abstract = {We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green function comparison along a continuous interpolating matrix flow for a long time. Less precise estimates are also obtained in the left tail.}, author = {Erdös, László and Xu, Yuanyuan}, issn = {1350-7265}, journal = {Bernoulli}, number = {2}, pages = {1063--1079}, publisher = {Bernoulli Society for Mathematical Statistics and Probability}, title = {{Small deviation estimates for the largest eigenvalue of Wigner matrices}}, doi = {10.3150/22-BEJ1490}, volume = {29}, year = {2023}, } @article{12761, abstract = {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 the 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 multiresolvent local laws with traceless deterministic matrices from the companion paper (Comm. Math. Phys. 388 (2021) 1005–1048).}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1050-5164}, journal = {Annals of Applied Probability}, number = {1}, pages = {447--489}, publisher = {Institute of Mathematical Statistics}, title = {{Functional central limit theorems for Wigner matrices}}, doi = {10.1214/22-AAP1820}, volume = {33}, year = {2023}, } @article{12792, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1432-0916}, journal = {Communications in Mathematical Physics}, pages = {1665--1700}, publisher = {Springer Nature}, title = {{On the spectral form factor for random matrices}}, doi = {10.1007/s00220-023-04692-y}, volume = {401}, year = {2023}, } @article{10732, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1096-0783}, journal = {Journal of Functional Analysis}, number = {8}, publisher = {Elsevier}, title = {{Thermalisation for Wigner matrices}}, doi = {10.1016/j.jfa.2022.109394}, volume = {282}, year = {2022}, } @article{11418, abstract = {We consider the quadratic form of a general high-rank deterministic matrix on the eigenvectors of an N×N Wigner 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).}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {2168-894X}, journal = {Annals of Probability}, number = {3}, pages = {984--1012}, publisher = {Institute of Mathematical Statistics}, title = {{Normal fluctuation in quantum ergodicity for Wigner matrices}}, doi = {10.1214/21-AOP1552}, volume = {50}, year = {2022}, } @article{12148, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {2050-5094}, journal = {Forum of Mathematics, Sigma}, keywords = {Computational Mathematics, Discrete Mathematics and Combinatorics, Geometry and Topology, Mathematical Physics, Statistics and Probability, Algebra and Number Theory, Theoretical Computer Science, Analysis}, publisher = {Cambridge University Press}, title = {{Rank-uniform local law for Wigner matrices}}, doi = {10.1017/fms.2022.86}, volume = {10}, year = {2022}, } @article{12179, abstract = {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].}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1095-7162}, journal = {SIAM Journal on Matrix Analysis and Applications}, keywords = {Analysis}, number = {3}, pages = {1469--1487}, publisher = {Society for Industrial and Applied Mathematics}, title = {{On the condition number of the shifted real Ginibre ensemble}}, doi = {10.1137/21m1424408}, volume = {43}, year = {2022}, } @article{12232, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1424-0661}, journal = {Annales Henri Poincaré}, keywords = {Mathematical Physics, Nuclear and High Energy Physics, Statistical and Nonlinear Physics}, number = {11}, pages = {3981--4002}, publisher = {Springer Nature}, title = {{Density of small singular values of the shifted real Ginibre ensemble}}, doi = {10.1007/s00023-022-01188-8}, volume = {23}, year = {2022}, } @article{12243, abstract = {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)]. }, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J and Xu, Yuanyuan}, issn = {1089-7658}, journal = {Journal of Mathematical Physics}, keywords = {Mathematical Physics, Statistical and Nonlinear Physics}, number = {10}, publisher = {AIP Publishing}, title = {{Directional extremal statistics for Ginibre eigenvalues}}, doi = {10.1063/5.0104290}, volume = {63}, year = {2022}, } @article{12290, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {1083-6489}, journal = {Electronic Journal of Probability}, keywords = {Statistics, Probability and Uncertainty, Statistics and Probability}, pages = {1--38}, publisher = {Institute of Mathematical Statistics}, title = {{Optimal multi-resolvent local laws for Wigner matrices}}, doi = {10.1214/22-ejp838}, volume = {27}, year = {2022}, } @article{8601, abstract = {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.}, author = {Cipolloni, Giorgio and Erdös, László and Schröder, Dominik J}, issn = {14322064}, journal = {Probability Theory and Related Fields}, publisher = {Springer Nature}, title = {{Edge universality for non-Hermitian random matrices}}, doi = {10.1007/s00440-020-01003-7}, year = {2021}, }