Subordination for the sum of two random matrices

DOI10.1214/14-AOP929zbMath1320.60022arXiv1109.5818OpenAlexW1507434750WikidataQ124987386 ScholiaQ124987386MaRDI QIDQ2354159

Vladislav Kargin

Publication date: 10 July 2015

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

Full work available at URL: https://arxiv.org/abs/1109.5818

zbMATH Keywords

subordinationrandom matricesdelocalizationlocal limit lawsmall-rank matrix deformations

Mathematics Subject Classification ID

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

Related Items (15)

Local stability of the free additive convolution ⋮ Local law and Tracy-Widom limit for sparse random matrices ⋮ Convergence rate for spectral distribution of addition of random matrices ⋮ On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence ⋮ Local single ring theorem on optimal scale ⋮ Local laws for multiplication of random matrices ⋮ Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors ⋮ Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case ⋮ Local law of addition of random matrices on optimal scale ⋮ Anisotropic local laws for random matrices ⋮ Cleaning large correlation matrices: tools from random matrix theory ⋮ Local spectral statistics of the addition of random matrices ⋮ Universality of the least singular value for the sum of random matrices ⋮ Spectral rigidity for addition of random matrices at the regular edge ⋮ The Brown measure of the sum of a self-adjoint element and an imaginary multiple of a semicircular element

Cites Work

• Unnamed Item
• Unnamed Item
• Limits of spiked random matrices. I
• Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
• An inequality for the distance between densities of free convolutions
• The local semicircle law for a general class of random matrices
• Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
• Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
• The singular values and vectors of low rank perturbations of large rectangular random matrices
• The outliers of a deformed Wigner matrix
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Quantum diffusion and eigenfunction delocalization in a random band matrix model
• The arithmetic of distributions in free probability theory
• Outliers in the spectrum of large deformed unitarily invariant models
• Central limit theorems for eigenvalues in a spiked population model
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• The Lebesgue decomposition of the free additive convolution of two probability distributions
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• Limit laws for random matrices and free products
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• Free convolution and the random sum of matrices
• Processes with free increments
• The norm of polynomials in large random and deterministic matrices
• A concentration inequality and a local law for the sum of two random matrices
• Large deviations of the extreme eigenvalues of random deformations of matrices
• On finite rank deformations of Wigner matrices
• Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
• Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
• The largest eigenvalue of rank one deformation of large Wigner matrices
• A new approach to subordination results in free probability
• A new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
• Eigenvalues of large sample covariance matrices of spiked population models
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Randverteilungen analytischer Funktionen und Distributionen
• The Isotropic Semicircle Law and Deformation of Wigner Matrices
• Universality of Wigner random matrices: a survey of recent results
• Lectures on the Combinatorics of Free Probability
• An Introduction to Random Matrices
• Matrix Analysis
• ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS
• Strong asymptotic freeness for Wigner and Wishart matrices
• On the law of addition of random matrices.

This page was built for publication: Subordination for the sum of two random matrices