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László Erdős

Publications and source records attributed to László Erdős.

At least 19 recordsLinked to original sources

Mesoscopic eigenvalue statistics for correlated random matrices

We prove a mesoscopic central limit theorem for linear eigenvalue statistics of correlated Hermitian random matrices. The class considered here includes Wigner and Wigner-type matrices, as well as models whose entry correlations decay polynomially in the distance between index pairs. The proof combines a multivariate cumulant expansion with multi-resolvent local laws and a detailed analysis of the resulting variance kernel on the operator-level.

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Beyond normal fluctuations in local laws for Wigner matrices

We identify non-Gaussian corrections to the central limit theorem for the global and local laws, i.e. for Stieltjes transform of the empirical eigenvalue distribution of a large real symmetric or complex Hermitian Wigner matrix. We find that in the real case the rate of convergence in this CLT is substantially slower than in the complex case. For the proofs, we develop new static and dynamic hierarchies of extended cumulants up to any order that can be analyzed by a refinement of the zigzag strategy.

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Anomalous rate of eigenstate thermalisation at singularities of the density of states

We prove the Eigenstate Thermalisation Hypothesis (ETH), also known as Quantum Unique Ergodicity (QUE), for large $N\times N$ mean-field random matrices with general correlation structure. We identify the microcanonical ensemble and establish the optimal fluctuation scale of eigenvector overlaps around it. Our results invalidate the inverse-density scaling predicted by Feingold and Peres [Phys. Rev. A 34, 591 (1986)] (and incorporated into Srednicki's ansatz [Phys. Rev. E 50, 888-901 (1994)]) in the physics literature of quantum chaos, based upon popular semiclassical theory, and uncover the genuine mechanism which relies on multi-resolvent local laws. Although fluctuations are expected to increase as the density of states vanishes, and indeed scale as $N^{-1/2}$ in the special cusp regime, rather than $N^{-1}$ in the bulk, we find, unexpectedly, that the same $N^{-1}$ rate persists at regular spectral edges. Hence, generically, in the absence of cusps, the entire eigenbasis fluctuates on the same scale as a Haar unitary. This anomaly stems from delicate cancellations in the solution of the underlying matrix Dyson equation, which form the core of our analysis.

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On a Rosenzweig-Porter-type model

We consider a very general Rosenzweig-Porter-type model, $H=H_0+λW$, where $H_0$ is an arbitrary Hermitian matrix and $W$ is a standard Wigner matrix. We precisely trace the localization properties of the eigenvectors and the eigenstate thermalisation hypothesis (ETH) as the coupling constant $λ$ interpolates between the trivial $λ=0$ case and the fully mean field regime of large $λ$. Our results hold uniformly in $H_0$ and $λ$, substantially generalising all previous local laws on deformed Wigner matrices even in the mean field regime. Our proof precisely captures the deterministic approximation to the resolvent which exhibits a strongly inhomogeneous structure. As a byproduct, we conclude the emergence of a mobility edge and study the phenomenon of re-entrant localization.

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The non-Hermitian minor process

We show that the log-determinant of leading principal minors of large non-Hermitian random matrices converges in distribution to a 2+1 dimensional Gaussian field, which is logarithmically correlated for the parabolic distance, reminiscent to the Edwards-Wilkinson universality class.

math.PR↗

Eigenvector decorrelation for random matrices

We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show that their bulk eigenvectors become asymptotically orthogonal as soon as $\mathrm{Tr}(D_1-D_2)^2\gg 1$, or their respective energies are separated on a scale much bigger than the local eigenvalue spacing. Furthermore, we show that quadratic forms of eigenvectors of $W+D_1$, $W+D_2$ with any deterministic matrix $A\in\mathbf{C}^{N\times N}$ in a specific subspace of codimension one are of size $N^{-1/2}$. This proves a generalization of the Eigenstate Thermalization Hypothesis to eigenvectors belonging to two different spectral families.

math.PR↗

The eigenvalues of i.i.d. matrices are hyperuniform

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $Ω$ of the spectrum is much smaller than the volume of $Ω$. Our main technical novelty is a very precise computation of the covariance between the resolvents of the Hermitization of $X-z_1, X-z_2$, for two distinct complex parameters $z_1,z_2$.

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Universality of extremal eigenvalues of large random matrices

We prove that the spectral radius of a large random matrix $X$ with independent, identically distributed complex entries follows the Gumbel law irrespective of the distribution of the matrix elements. This solves a long-standing conjecture of Bordenave and Chafa{\"ı} and it establishes the first universality result for one of the most prominent extremal spectral statistics in random matrix theory. Furthermore, we also prove that the argument of the largest eigenvalue is uniform on the unit circle and that the extremal eigenvalues of $X$ form a Poisson point process.

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Optimal decay of eigenvector overlap for non-Hermitian random matrices

We consider the standard overlap $\mathcal{O}_{ij}: =\langle \mathbf{r}_j, \mathbf{r}_i\rangle\langle \mathbf{l}_j, \mathbf{l}_i\rangle$ of any bi-orthogonal family of left and right eigenvectors of a large random matrix $X$ with centred i.i.d. entries and we prove that it decays as an inverse second power of the distance between the corresponding eigenvalues. This extends similar results for the complex Gaussian ensemble from Bourgade and Dubach [arXiv:1801.01219], as well as Benaych-Georges and Zeitouni [arXiv:1806.06806], to any i.i.d. matrix ensemble in both symmetry classes. As a main tool, we prove a two-resolvent local law for the Hermitisation of $X$ uniformly in the spectrum with optimal decay rate and optimal dependence on the density near the spectral edge.

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Normal Typicality and Dynamical Typicality for a Random Block-Band Matrix Model

We prove normal typicality and dynamical typicality for a (centered) random block-band matrix model with block-dependent variances. A key feature of our model is that we achieve intermediate equilibration times, an aspect that has not been proven rigorously in any model before. Our proof builds on recently established concentration estimates for products of resolvents of Wigner type random matrices [arXiv:2403.10359] and an intricate analysis of the deterministic approximation.

math-ph↗

Law of fractional logarithm for random matrices

We prove the Paquette-Zeitouni law of fractional logarithm (LFL) for the extreme eigenvalues [arXiv:1505.05627] in full generality, and thereby verify a conjecture from [arXiv:1505.05627]. Our result holds for any Wigner minor process and both symmetry classes, in particular for the GOE minor process, while [arXiv:1505.05627] and the recent full resolution of LFL by Baslingker et.~al.~[arXiv:2410.11836] cover only the GUE case which is determinantal. Lacking the possibility for a direct comparison with the Gaussian case, we develop a robust and natural method for both key parts of the proof. On one hand, we rely on a powerful martingale technique to describe precisely the strong correlation between the largest eigenvalue of an $N\times N$ Wigner matrix and its $(N-k)\times (N-k)$ minor if $k\ll N^{2/3}$. On the other hand, we use dynamical methods to show that this correlation is weak if $k\gg N^{2/3}$.

math.PR↗

Decorrelation transition in the Wigner minor process

We consider the Wigner minor process, i.e. the eigenvalues of an $N\times N$ Wigner matrix $H^{(N)}$ together with the eigenvalues of all its $n\times n$ minors, $H^{(n)}$, $n\le N$. The top eigenvalues of $H^{(N)}$ and those of its immediate minor $H^{(N-1)}$ are very strongly correlated, but this correlation becomes weaker for smaller minors $H^{(N-k)}$ as $k$ increases. For the GUE minor process the critical transition regime around $k\sim N^{2/3}$ was analyzed by Forrester and Nagao (J. Stat. Mech.: Theory and Experiment, 2011) providing an explicit formula for the nontrivial joint correlation function. We prove that this formula is universal, i.e. it holds for the Wigner minor process. Moreover, we give a complete analysis of the sub- and supercritical regimes both for eigenvalues and for the corresponding eigenvector overlaps, thus we prove the decorrelation transition in full generality.

math.PR↗

On the spectral edge of non-Hermitian random matrices

For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under natural assumptions on $A$ the spectrum of $A+X$ does not have outliers at a distance larger than the natural fluctuation scale of the eigenvalues. As a consequence, the number of eigenvalues in each component of $\mathrm{Spec}(A+X)$ is deterministic.

math.PR↗

Non-Hermitian spectral universality at critical points

For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof of the third and last remaining typical universality class for non-Hermitian random matrices, after bulk and sharp edge universalities have been established in recent years.

math.PR↗

The Zigzag Strategy for Random Band Matrices

We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the eigenfunctions are fully delocalized, the eigenvalues follow the universal Wigner-Dyson statistics, and quantum unique ergodicity holds for general diagonal observables with an optimal convergence rate. Our results are valid for general variance profiles, arbitrary single entry distributions, in both real-symmetric and complex-Hermitian symmetry classes. In particular, our work substantially generalizes the recent breakthrough result of Yau and Yin [arXiv:2501.01718], obtained for a specific complex Hermitian Gaussian block band matrix. The main technical input is the optimal multi-resolvent local laws -- both in the averaged and fully isotropic form. We also generalize the $\sqrtη$-rule from [arXiv:2012.13215] to exploit the additional effect of traceless observables. Our analysis is based on the zigzag strategy, complemented with a new global-scale estimate derived using the static version of the master inequalities, while the zig-step and the a priori estimates on the deterministic approximations are proven dynamically.

math.PR↗

Eigenstate thermalisation at the edge for Wigner matrices

We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier works of Cipolloni et. al. (Comm. Math. Phys. 388, 2021; Forum Math., Sigma 10, 2022) and Benigni et. al. (Comm. Math. Phys. 391, 2022; arXiv: 2303.11142) that were restricted either to the bulk of the spectrum or to special observables. As a main ingredient, we prove a new multi-resolvent local law that optimally accounts for the edge scaling.

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Density of Brown measure of free circular Brownian motion

We consider the Brown measure of the free circular Brownian motion, $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, with an arbitrary initial condition $\boldsymbol{a}$, i.e. $\boldsymbol{a}$ is a general non-normal operator and $\boldsymbol{x}$ is a circular element $*$-free from $\boldsymbol{a}$. We prove that, under a mild assumption on $\boldsymbol{a}$, the density of the Brown measure has one of the following two types of behavior around each point on the boundary of its support -- either (i) sharp cut, i.e. a jump discontinuity along the boundary, or (ii) quadratic decay at certain critical points on the boundary. Our result is in direct analogy with the previously known phenomenon for the spectral density of free semicircular Brownian motion, whose singularities are either a square-root edge or a cubic cusp. We also provide several examples and counterexamples, one of which shows that our assumption on $\boldsymbol{a}$ is necessary.

math.PR↗

Cusp Universality for Correlated Random Matrices

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 typically exhibits only square root edge or cubic root cusp singularities, our result completes the proof of the Wigner-Dyson-Mehta universality conjecture in all spectral regimes for a very general class of random matrices. Previously only the bulk and the edge universality were established in this generality [arXiv:1804.07744], while cusp universality was proven only for Wigner-type matrices with independent entries [arXiv:1809.03971, arXiv:1811.04055]. As our main technical input, we prove an optimal local law at the cusp using the Zigzag strategy, a recursive tandem of the characteristic flow method and a Green function comparison argument. Moreover, our proof of the optimal local law holds uniformly in the spectrum, thus also re-establishing universality of the local eigenvalue statistics in the previously studied bulk [arXiv:1705.10661] and edge [arXiv:1804.07744] regimes.

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