activity
20062021
most citedBorel theorems for random matrices from the classical compact symmetric spaces

26 citations · 82 across the 12 of their papers we have counts for

collaborators

12 papers

cs.CY2021★ 2 cited

JTrack: A Digital Biomarker Platform for Remote Monitoring in Neurological and Psychiatric Diseases

Mehran Sahandi Far, Michael Stolz, Jona M. Fischer +2

Objective: Health-related data being collected by smartphones offer a promising complementary approach to in-clinic assessments. Here we introduce the JTrack platform as a secure,…

math-ph2017

Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI

Michael Stolz

Wigner-type randomizations of the tangent spaces of classical symmetric spaces can be thought of as ordinary Wigner matrices on which additional symmetries have been imposed. In pa…

math-ph2012★ 12 cited

Lyapunov spectra for all symmetry classes of quasi-one-dimensional disordered systems of non-interacting Fermions

Andreas W. W. Ludwig, Hermann Schulz-Baldes, Michael Stolz

A random phase property is proposed for products of random matrices drawn from any one of the classical groups associated with the ten Cartan symmetry classes of non-interacting di…

math.PR2012★ 5 cited

A quantitative central limit theorem for linear statistics of random matrix eigenvalues

Christian Döbler, Michael Stolz

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the co…

math.PR2012

Gaussian Fluctuations for Sample Covariance Matrices with Dependent Data

Olga Friesen, Matthias Löwe, Michael Stolz

It is known (Hofmann-Credner and Stolz (2008)) that the convergence of the mean empirical spectral distribution of a sample covariance matrix W_n = 1/n Y_n Y_n^t to the Marčenko-Pa…

math-ph2011★ 17 cited

Large deviations for disordered bosons and multiple orthogonal polynomial ensembles

Peter Eichelsbacher, Jens Sommerauer, Michael Stolz

We prove a large deviations principle for the empirical measures of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes biorthogonal Laguerre, Jacobi…