Local laws for multiplication of random matrices

DOI10.1214/22-AAP1882MaRDI QIDQ6165245zbMATH OpenFDO

Authors Xiucai Ding, Hong Chang Ji

Publication date 31 July 2023

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.16083, https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Local-laws-for-multiplication-of-random-matrices/10.1214/22-AAP1882.full

zbMATH Keywords

edge statisticsfree multiplicative convolutionrandom matricessubordination functions

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

Abstract: Consider the random matrix model $A^{1/2}UB{U}^{\ast }{A}^{1/2},$ where $A$ and $B$ are two $NimesN$ deterministic matrices and $U$ is either an $NimesN$ Haar unitary or orthogonal random matrix. It is well-known that on the macroscopic scale, the limiting empirical spectral distribution (ESD) of the above model is given by the free multiplicative convolution of the limiting ESDs of $A$ and $B,$ denoted as $$ where $m{u}_{a}lpha$ and $$ are the limiting ESDs of $A$ and $B,$ respectively. In this paper, we study the asymptotic microscopic behavior of the edge eigenvalues and eigenvectors statistics. We prove that both the density of $$ where $m{u}_A$ and $m{u}_B$ are the ESDs of $A$ and $B,$ respectively and the associated subordination functions have a regular behavior near the edges. Moreover, we establish the local laws near the edges on the optimal scale. In particular, we prove that the entries of the resolvent are close to some functionals depending only on the eigenvalues of $A,B$ and the subordination functions with optimal convergence rates. Our proofs and calculations are based on the techniques developed for the additive model $A+UB{U}^{\ast }$ in [3,5,6,8], and our results can be regarded as the counterparts of [8] for the multiplicative model.

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• Local laws for non-Hermitian random matrices
• The local semicircle law for random matrices with a fourfold symmetry
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• The Dyson equalizer: adaptive noise stabilization for low-rank signal detection and recovery
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