Kevin Schnelli
 
I am an associate professor and docent at the Department of Mathematics  at KTH Royal Institute of Technology. My research interests are in Probability Theory, Mathematical Statistics and Mathematical Physics, with a focus on Random Matrix Theory and Free Probability. My research is supported by the  Knut and Alice Wallenberg Foundation and the  Swedish Research Council (Grants VR-2017-05195, VR-2021-04703).
Together with Maurice Duits and  Kurt Johansson, I am part of the focus group Random Matrices, Stochastic Models and Analysis within the Department of Mathematics at KTH.
                          
                            
Contact
  | Email:  |      | 
   schnelli at kth dot se  | 
  
  
  
  | Address: |      | 
  KTH Department of Mathematics   Lindstedtsvägen 25 SE-100 44  Stockholm  Sweden | 
  | Office: |      | 
  3639 on 6th floor 
 | 
  | Maps: |      | 
  Campus map   (pdf)  Google maps 
 | 
  
  
  
  
 
  Current teaching
 
 
 - 
 Differentialequations with Applications SF1676 (Spring 22, examiner & course responsible)
 
 
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 Probability Theory SF2940 (Fall 22, examiner & course responsible)
 
 
 
Publications and preprints
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Asymptotic freeness through unitaries generated by polynomials of Wigner matrices
 with Félix Parraud 
 preprint, arXiv:2208.02118 (2022).
 
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Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices
 with Yuanyuan Xu 
 preprint, arXiv:2207.00546 (2022).
 
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The support of the free additive convolution of multi-cut measures
 with Philippe Moreillon 
 preprint, arXiv:2201.05582 (2022).
 
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Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
 with Yuanyuan Xu 
 to appear in Ann. Appl. Probab (2021).
 
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Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
 with Yuanyuan Xu 
 Comm. Math. Phys.  393,  839-907 (2022).
 
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   Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices
 with Zhigang Bao and Yuanyuan Xu
 Int. Math. Res. Not. IMRN 2022(7), 5320–5382 (2022).
 
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   Equipartition principle for Wigner matrices
 with Zhigang Bao and  László Erdős
 Forum Math. Sigma 9e44, 1–21 (2021).
 
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   Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrix
 with Yiting Li and Yuanyuan Xu
 Ann. Inst. Henri Poincaré Probab. Stat.
  57(1), 506-546 (2021).
 
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On the support of the free additive convolution
 with Zhigang Bao and László Erdős
J. Anal. Math.  142 , 323-348 (2020)
 
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   Spectral rigidity for addition of random matrices at the regular edge
 with Zhigang Bao and László Erdős
 J. Funct. Anal.  279(5) , 108639 (2020)
 
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Local law and Tracy-Widom limit for sparse sample covariance matrices
 with Jong Yun Hwang and Ji Oon Lee
 Ann. Appl. Probab.  29(5), 3006-3036 (2019)
 
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   Local single ring theorem on optimal scale
 with Zhigang Bao and László Erdős
 Ann. Probab. 47(3), 1270-1334 (2019)
 
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   Local law and Tracy-Widom limit for sparse random matrices
 with Ji Oon Lee 
 Probab. Theory Related Fields  171(1),  543-616 (2018)
 
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  Universality for random matrix flows with time-dependent density
 with László Erdős 
  
 Ann. Inst. Henri Poincaré Probab. Stat.  53(4),  1606-1656 (2017)
 
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   Convergence rate for spectral distribution of addition of random matrices
 with Zhigang Bao and László Erdős
Adv. Math. 319,  251-291 (2017)
 
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   Local law of addition of random matrices on optimal scale
 with Zhigang Bao and László Erdős
Comm. Math. Phys.  349(3), 947-990 (2017)
 
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  Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
 with Ji Oon Lee
 Ann. Appl. Probab.  26(6), 3786-3839 (2016)
 
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  Local stability of the free additive convolution 
 with Zhigang Bao and László Erdős 
 J. Funct. Anal. 271(3), 672-719 (2016)
 
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  Bulk universality for deformed Wigner matrices
 with Ji Oon Lee, Ben Stetler and Horng-Tzer Yau 
 Ann. Probab. 44(3), 2349-2425 (2016)
 
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  Extremal eigenvalues and eigenvectors of deformed Wigner matrices
 with Ji Oon Lee 
Probab. Theory Related Fields 164(1), 165-241 (2016)
 
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  Edge universality for deformed Wigner matrices
 with Ji Oon Lee 
 Rev. Math. Phys.  27(8), 1550018 (2015)
 
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  Quantum diffusion with drift and the Einstein relation. II
 with Wojciech De Roeck and Jürg Fröhlich
 
 J. Math. Phys. 55, 075207 (2014)  
 
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  Quantum diffusion with drift and the Einstein relation. I
 with Wojciech De Roeck and Jürg Fröhlich
  J. Math. Phys. 55, 075206 (2014)  
- 
  Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
 with Ji Oon Lee
J. Math. Phys. 54, 103504 (2013)
    
 
 Education and employment
 
  | Since July 2020 |   | 
  Associate Professor at Department of Mathematics   KTH Royal Institute of Technology  | 
  |  Oct. 2018: |   | 
  Docent in Mathematics, KTH Royal Institute of Technology  | 
  | 2016‒2020 |   | 
  Assistant Professor tenure track at Department of Mathematics   KTH Royal Institute of Technology  | 
2014‒2016: |   | 
 Post-doc at IST Austria | 
  | 2013‒2014: |   | 
  Member School of Mathematics, Institute for Advanced Study | 
  |  2011‒2013: |   | 
  Post-doc at Department of Mathematics, Harvard University  | 
  |  2007‒2011: |   | 
  Ph.D. in theoretical Physics, ETH Zürich | 
  |  2005‒2007: |   | 
  M.Sc. in Physics, ETH Zürich  | 
  |  2002‒2005: |   | 
  B.Sc. in Physics, EPF Lausanne  | 
  
  
  
  
  
  
Links
 
  
 Updated last: September 1, 2022.