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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., Comment: 31 pages, 3 figures

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., Comment: A gap in the proof of Eq. (3.15) is fixed in the new pages 44-47

We prove the Eigenstate Thermalization Hypothesis for general Wigner-type matrices in the bulk of the self-consistent spectrum, with optimal control on the fluctuations for observables of arbitrary rank. As the main technical ingredient, we prove rank-uniform optimal local laws for one and two resolvents of a Wigner-type matrix with regular observables., Comment: 49 pages, 2 figures, typos corrected

We consider the time evolution of the out-of-time-ordered correlator (OTOC) of two general observables $A$ and $B$ in a mean field chaotic quantum system described by a random Wigner matrix as its Hamiltonian. We rigorously identify three time regimes separated by the physically relevant scrambling and relaxation times. The main feature of our analysis is that we express the error terms in the optimal Schatten (tracial) norms of the observables, allowing us to track the exact dependence of the errors on their rank. In particular, for significantly overlapping observables with low rank the OTOC is shown to exhibit a significant local maximum at the scrambling time, a feature that may not have been noticed in the physics literature before. Our main tool is a novel multi-resolvent local law with Schatten norms that unifies and improves previous local laws involving either the much cruder operator norm (cf. [G. Cipolloni, L. Erd\H{o}s, D. Schr\"oder. Elect. J. Prob. 27, 1-38, 2022]) or the Hilbert-Schmidt norm (cf. [G. Cipolloni, L. Erd\H{o}s, D. Schr\"oder. Forum Math., Sigma 10, E96, 2022])., Comment: 31 pages, 2 figures, 1 table

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{\"\i} 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., Comment: 66 pages, 1 figure

We prove that a class of weakly perturbed Hamiltonians of the form $H_\lambda = H_0 + \lambda W$, with $W$ being a Wigner matrix, exhibits prethermalization. That is, the time evolution generated by $H_\lambda$ relaxes to its ultimate thermal state via an intermediate prethermal state with a lifetime of order $\lambda^{-2}$. Moreover, we obtain a general relaxation formula, expressing the perturbed dynamics via the unperturbed dynamics and the ultimate thermal state. The proof relies on a two-resolvent law for the deformed Wigner matrix $H_\lambda$., Comment: 32 pages (including appendix), 3 figures. Typos corrected, references added, and other small improvements

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., Comment: 46 pages, 1 figure. v1 --> v2: Added a missing factor in Proposition 3.1; v2 --> v3: Fixed typos and streamlined the setup of Proposition 4.3 by directly incorporating the reduction inequalities (Lemma 4.6) into the master inequalities

We consider the Brown measure of free circular Brownian motion $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, where $\boldsymbol{a}$ 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., Comment: 26 pages, 4 figures

We prove the Eigenstate Thermalisation Hypothesis (ETH) for local observables in a typical translation invariant system of quantum spins with mean field interaction. This mathematically verifies the observation made in [L.Santos and M.Rigol, Phys.Rev.E 82, 031130 (2010, https://journals.aps.org/pre/abstract/10.1103/PhysRevE.82.031130)] that ETH may hold for systems with additional translation symmetries for a naturally restricted class of observables. We also present numerical support for the same phenomenon for Hamiltonians with local interactions., Comment: 23 pages, 2 figures

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., Comment: 34 pages, 1 figure; final version

We consider $N\times N$ non-Hermitian random matrices of the form $X+A$, where $A$ is a general deterministic matrix and $\sqrt{N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, i.e. that the local density of eigenvalues is bounded by $N^{1+o(1)}$ and (ii) that the expected condition number of any bulk eigenvalue is bounded by $N^{1+o(1)}$; both results are optimal up to the factor $N^{o(1)}$. The latter result complements the very recent matching lower bound obtained in [15] (arXiv:2301.03549) and improves the $N$-dependence of the upper bounds in [5,6,32] (arXiv:1906.11819, arXiv:2005.08930, arXiv:2005.08908). Our main ingredient, a near-optimal lower tail estimate for the small singular values of $X+A-z$, is of independent interest., Comment: 38 pages; improved Corollary 2.4, and removed Theorem 2.10 (ii) for k=1 and Theorem 2.7 (iii)

We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk singular vectors, in particular they satisfy the strong form of Quantum Unique Ergodicity (QUE) with an optimal speed of convergence. In physics terms, we thus extend the Eigenstate Thermalisation Hypothesis, formulated originally by [Deutsch 1991] and proven for Wigner matrices in [Cipolloni, Erd\H{o}s, Schr\"oder 2020], to arbitrary non-Hermitian matrices with an i.i.d. noise. As a consequence we obtain an optimal lower bound on the diagonal overlaps of the corresponding non-Hermitian eigenvectors. This quantity, also known as the (square of the) eigenvalue condition number measuring the sensitivity of the eigenvalue to small perturbations, has notoriously escaped rigorous treatment beyond the explicitly computable Ginibre ensemble apart from the very recent upper bounds given in [arXiv:2005.08930] and [arXiv:2005.08908]. As a key tool, we develop a new systematic decomposition of general observables in random matrix theory that governs the size of products of resolvents with deterministic matrices in between., Comment: 72 pages, 4 figures

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the celebrated circular law. The coefficients in this asymptotics are universal but they differ from a similar asymptotics recently proved for the rightmost eigenvalue of $X$ in [29]. To access the more complicated spectral radius, we need to establish a new decorrelation mechanism for the low-lying singular values of $X-z$ for different complex shift parameters $z$ using the Dyson Brownian Motion., Comment: Minor revision

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ 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 $\sqrt{N}$, 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., Comment: Fixed small gap in application of main theorem to finding Weibull statistics, via short argument in new Section 3.6. Results unchanged. 39 pages, 5 figures

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to infinity. All terms in the expansion are universal., Comment: Final version

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, asymptotically as the dimension tends to infinity. In the complex case these facts have already been established by Bender \cite{MR2594353} and in the real case by Akemann and Phillips \cite{MR3192169} even for the more general elliptic ensemble with a sophisticated saddle point analysis. The purpose of this note 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 $\max\Re\mathrm{Spec}(X)$ for any large matrix $X$ with i.i.d. entries in the companion paper \cite{2206.04448}., Comment: Added additional references

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general deterministic matrix $A$ on the bulk eigenvectors of a Wigner matrix has approximately Gaussian fluctuation. For the bulk spectrum, we thus generalize our previous result [arXiv:2103.06730] valid for test matrices $A$ of large rank as well as the result of Benigni and Lopatto [arXiv:2103.12013] valid for specific small rank observables., Comment: We corrected the a priori estimate (Eqs (3.76)-(3.84)) in the proof of Theorem 2.2. which previously was an unnecessary overestimate. As a consequence the argument for the final bound in (3.85)-(3.86) could be simplified

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., Comment: 34 pages

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., Comment: Minor update

For large dimensional non-Hermitian random matrices $X$ with real or complex independent, identically distributed, centered entries, we consider the fluctuations of $f(X)$ as a matrix where $f$ is an analytic function around the spectrum of $X$. We prove that for a generic bounded square matrix $A$, the quantity $\mathrm{Tr}f(X)A$ exhibits Gaussian fluctuations as the matrix size grows to infinity, which consists of two independent modes corresponding to the tracial and traceless parts of $A$. We find a new formula for the variance of the traceless part that involves the Frobenius norm of $A$ and the $L^{2}$-norm of $f$ on the boundary of the limiting spectrum., Comment: 23 pages

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 2020]. 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, extending the recently proven Wigner-Dyson universality [Cipolloni, Erd\H{o}s, Schr\"oder 2021] to some 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., Comment: 33 pages, 3 figures

We study the eigenvalue trajectories of a time dependent matrix $ G_t = H+i t vv^*$ for $t \geq 0$, where $H$ is an $N \times N$ Hermitian random matrix and $v$ is a unit vector. In particular, we establish that with high probability, an outlier can be distinguished at all times $t>1+N^{-1/3+\epsilon}$, for any $\epsilon>0$. 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., Comment: 14 pages, 2 figures

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., Comment: Clarified the assumptions of Propositions 3.3 and 4.1

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 [arXiv:1908.01653]. 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 [arXiv:0707.2929] in a regime where the main contribution comes from a three dimensional saddle manifold., Comment: 15 pages, 4 figures. Updated references

We derive an accurate lower tail estimate on the lowest singular value $\sigma_1(X-z)$ of a real Gaussian (Ginibre) random matrix $X$ shifted by a complex parameter $z$. Such shift effectively changes the upper tail behaviour of the condition number $\kappa(X-z)$ from the slower $\mathbf{P}(\kappa(X-z)\ge t)\lesssim 1/t$ decay typical for real Ginibre matrices to the faster $1/t^2$ decay seen for complex Ginibre matrices as long as $z$ is away from the real axis. This sharpens and resolves a recent conjecture in [arXiv:2005.08930] 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 [arXiv:1908.01653]., Comment: 10 pages, 3 figures. Updated references

We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ 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, Yau 2020] and our recent multi-resolvent local laws [Cipolloni, Erd\H{o}s, Schr\"oder 2020]., Comment: 24 pages

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 [Voiculescu 1991] from polynomials to general Sobolev functions, as well as from tracial quantities to individual matrix elements. Applying the result to $\exp(\mathrm{i} tW)$ 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., Comment: Published version. 26 pages, 4 figures

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, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of eigenvalues, we show that $\mathrm{Tr}[f(W)]$ is asymptotically normal for any non-trivial 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. In addition, we determine the fluctuations in the Eigenstate Thermalisation Hypothesis [Deutsch 1991], i.e. prove that the eigenfunction overlaps with any deterministic matrix are asymptotically Gaussian after a small spectral averaging. In particular, in the macroscopic regime our result generalises [Lytova 2013] to complex $W$ and to all crossover ensembles in between. The main technical inputs are the recent multi-resolvent local laws with traceless deterministic matrices from the companion paper [Cipolloni, Erd\H{o}s, Schr\"oder 2020]., Comment: 51 pages. Added further references

We prove that any deterministic matrix is approximately the identity in the eigenbasis of a large random Wigner matrix with very high probability and with an optimal error inversely proportional to the square root of the dimension. Our theorem thus rigorously verifies the Eigenstate Thermalization Hypothesis by Deutsch [Deutsch 1991] for the simplest chaotic quantum system, the Wigner ensemble. In mathematical terms, we prove the strong form of Quantum Unique Ergodicity (QUE) with an optimal convergence rate for all eigenvectors simultaneously, generalizing previous probabilistic QUE results in [Bourgade, Yau 2017] and [Bourgade, Yau, Yin 2020]., Comment: 39 pages. Added remark on choice of renormalisation

We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the equipartition principle for quantum systems whose components are modelled by Wigner matrices.

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real symmetry class. We find that the expectation and variance substantially differ from their complex counterparts, reflecting (i) the special spectral symmetry of real matrices onto the real axis; and (ii) the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes the previously known special cases where either the test function is analytic [O'Rourke, Renfrew 2016] or the first four moments of the matrix elements match the real Gaussian [Tao, Vu 2015; Kopel 2015]. The key element of the proof is the analysis of several weakly dependent Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared with [Cipolloni, Erd\H{o}s, Schr\"oder 2019] is that the correlation structure of the stochastic differentials in each individual DBM is non-trivial, potentially even jeopardising its well-posedness., Comment: 51 pages. Corrected a reference regarding the Burkholder-Davis-Gundy Inequality

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having $2+\epsilon$ derivatives. Previously this result was known only for a few special cases; either the test functions were required to be analytic [Rider, Silverstein 2006], or the distribution of the matrix elements needed to be Gaussian [Rider, Vir\'ag 2007], or at least match the Gaussian up to the first four moments [Tao, Vu 2016; Kopel 2015]. We find the exact dependence of the limiting variance on the fourth cumulant that was not known before. The proof relies on two novel ingredients: (i) a local law for a product of two resolvents of the Hermitisation of $X$ with different spectral parameters and (ii) a coupling of several weakly dependent Dyson Brownian Motions. These methods are also the key inputs for our analogous results on the linear eigenvalue statistics of real matrices $X$ that are presented in the companion paper [Cipolloni, Erd\H{o}s, Schr\"oder 2019]., Comment: 65 pages

In the customary random matrix model for transport in quantum dots with $M$ internal degrees of freedom coupled to a chaotic environment via $N\ll M$ channels, the density $\rho$ of transmission eigenvalues is computed from a specific invariant ensemble for which explicit formula for the joint probability density of all eigenvalues is available. We revisit this problem in the large $N$ regime allowing for (i) arbitrary ratio $\phi := N/M \le 1$; and (ii) general distributions for the matrix elements of the Hamiltonian of the quantum dot. In the limit $\phi \to 0$ we recover the formula for the density $\rho$ that Beenakker (Rev. Mod. Phys., 69:731-808, 1997) has derived for a special matrix ensemble. We also prove that the inverse square root singularity of the density at zero and full transmission in Beenakker's formula persists for any $\phi <1$ but in the borderline case $\phi=1$ an anomalous $\lambda^{-2/3}$ singularity arises at zero. To access this level of generality we develop the theory of global and local laws on the spectral density of a large class of noncommutative rational expressions in large random matrices with i.i.d. entries., Comment: 50 pages; typos and minor inconsistencies corrected

We consider the non-Hermitian analogue of the celebrated Wigner-Dyson-Mehta bulk universality phenomenon, i.e. that in the bulk the local eigenvalue statistics of a large random matrix with independent, identically distributed centred entries are universal, in particular they asymptotically coincide with those of the Ginibre ensemble in the corresponding symmetry class. In this paper we reduce this problem to understanding a certain microscopic regime for the Hermitized resolvent in Girko's formula by showing that all other regimes are negligible., Comment: We have reformulated the main result from the previous version, so that now it reduces the bulk universality to a question about singular value universality of shifted iid matrices. arXiv admin note: text overlap with arXiv:1908.00969

We consider the long time asymptotic behavior of a large system of $N$ linear differential equations with random coefficients. We allow for general elliptic correlation structures among the coefficients, thus we substantially generalize our previous work [14] that was restricted to the independent case. In particular, we analyze a recent model in the theory of neural networks [27] that specifically focused on the effect of the distributional asymmetry in the random connectivity matrix $X$. We rigorously prove and slightly correct the explicit formula from [28] on the time decay as a function of the asymmetry parameter. Our main tool is an asymptotically precise formula for the normalized trace of $f(X) g(X^*)$, in the large $N$ limit, where $f$ and $g$ are analytic functions., Comment: 46 pages, 4 figures. Accepted to Annals of Applied Probability

We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant $z\in\mathbb{C}$. We prove an optimal lower tail estimate on this singular value in the critical regime where $z$ is around the spectral edge thus improving the classical bound of [Sankar, Spielman, Teng, 2006] in the edge regime. Lacking Br\'ezin-Hikami formulas in the real case, we rely on the superbosonization formula [Littelmann, Sommers, Zirnbauer, 2008]., Comment: Added additional references to the supersymmetric literature. 37 pages

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., Comment: Updated references, fixed small typos