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20132026
most citedRandom Matrices with Slow Correlation Decay

95 citations · 482 across the 12 of their papers we have counts for

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15 papers · 1 filter

math.PR2019

Scattering in quantum dots via noncommutative rational functions

László Erdős, Torben Krüger, Yuriy Nemish

In the customary random matrix model for transport in quantum dots with internal degrees of freedom coupled to a chaotic environment via channels, the density of t…

math.PR2018★ 9 cited

Cusp Universality for Random Matrices I: Local Law and the Complex Hermitian Case

László Erdős, Torben Krüger, Dominik Schröder

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp sing…

math.PR2018

Local laws for polynomials of Wigner matrices

László Erdős, Torben Krüger, Yuriy Nemish

We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the…

math.PR2018★ 35 cited

Correlated Random Matrices: Band Rigidity and Edge Universality

Johannes Alt, László Erdős, Torben Krüger +1

We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal ed…

math.PR2017★ 12 cited

Power law decay for systems of randomly coupled differential equations

Laszlo Erdos, Torben Krüger, David Renfrew

We consider large random matrices with centered, independent entries but possibly different variances. We compute the normalized trace of for functions anal…

math.PR2017

Location of the spectrum of Kronecker random matrices

Johannes Alt, Laszlo Erdos, Torben Krüger +1

For a general class of large non-Hermitian random block matrices we prove that there are no eigenvalues away from a deterministic set with very high probability. This…

math.PR2017★ 95 cited

Random Matrices with Slow Correlation Decay

László Erdős, Torben Krüger, Dominik Schröder

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for…

math.PR2016

Local inhomogeneous circular law

Johannes Alt, Laszlo Erdos, Torben Krüger

We consider large random matrices with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectr…

math.PR2016★ 27 cited

Local law for random Gram matrices

Johannes Alt, László Erdős, Torben Krüger

We prove a local law in the bulk of the spectrum for random Gram matrices , a generalization of sample covariance matrices, where is a large matrix with independent, cent…

math.PR2016★ 52 cited

Stability of the Matrix Dyson Equation and Random Matrices with Correlations

Oskari Ajanki, Laszlo Erdos, Torben Krüger

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics i…

math.PR2015

Singularities of solutions to quadratic vector equations on complex upper half-plane

Oskari Ajanki, Laszlo Erdos, Torben Krüger

Let be a positivity preserving symmetric linear operator acting on bounded functions. The nonlinear equation with a parameter in the complex upper…

math.PR2015★ 26 cited

Local spectral statistics of Gaussian matrices with correlated entries

Oskari Ajanki, Laszlo Erdos, Torben Krüger

We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensem…

math.PR2015

Universality for general Wigner-type matrices

Oskari Ajanki, Laszlo Erdos, Torben Krüger

We consider the local eigenvalue distribution of large self-adjoint random matrices with centered independent entries. In contrast to previous…

math.PR2015★ 72 cited

Quadratic vector equations on complex upper half-plane

Oskari Ajanki, Laszlo Erdos, Torben Krüger

We consider the nonlinear equation with a parameter in the complex upper half plane , where is a positivity preserving symmetric linear ope…

math.PR2013★ 1 cited

Local semicircle law with imprimitive variance matrix

Oskari Ajanki, Laszlo Erdos, Torben Krüger

We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue . In particular, this…