Local spectral statistics of the addition of random matrices

DOI10.1007/S00440-019-00932-2MaRDI QIDQ2273605zbMATH OpenOpenAlexFDO

Authors Ziliang Che, B. Landon

Publication date 24 September 2019

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.00513

zbMATH Keywords

fuzzy matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the local statistics of $H=V^{\ast }XV+U^{\ast }YU$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and correlation functions coincide with the GUE in the limit when the matrix size $Noinfty$ under mild assumptions on $X$ and $Y$. Our method relies on running a carefully chosen diffusion on the unitary group and comparing the resulting eigenvalue process to Dyson Brownian motion. Our method also applies to the case when $V$ and $U$ are drawn from the orthogonal group. Our proof relies on the local law for $H$ proved by [Bao-ErdH{o}s-Schnelli] as well as the DBM convergence results of [L.-Sosoe-Yau].

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Cited in

(14)

• Law of addition in random matrix theory
• Universality of the least singular value for the sum of random matrices
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• Local laws for multiplication of random matrices
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