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math.PR2026
Optimal decay of eigenvector overlap for non-Hermitian random matrices
Giorgio Cipolloni, László ErdÅs, Yuanyuan Xu
We consider the standard overlap of any bi-orthogonal family of left and rig…
math.PR2024
Density of Brown measure of free circular Brownian motion
László ErdÅs, Hong Chang Ji
We consider the Brown measure of the free circular Brownian motion, , with an arbitrary initial condition , i.e. $\boldsymbol…
math.PR2024
Cusp Universality for Correlated Random Matrices
László ErdÅs, Joscha Henheik, Volodymyr Riabov
For correlated real symmetric or complex Hermitian random matrices, we prove that the local eigenvalue statistics at any cusp singularity are universal. Since the density of states…