Local stability of the free additive convolution

DOI10.1016/J.JFA.2016.04.006zbMATH Open1357.46058arXiv1508.05905OpenAlexW2963514116MaRDI QIDQ290601FDOQ290601

Authors: Zhigang Bao, László Erdős, Kevin Schnelli 

Publication date: 3 June 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We prove that the system of subordination equations, defining the free additive convolution of two probability measures, is stable away from the edges of the support and blow-up singularities by showing that the recent smoothness condition of Kargin is always satisfied. As an application, we consider the local spectral statistics of the random matrix ensemble $A+UB{U}^{*}$, where $U$ is a Haar distributed random unitary or orthogonal matrix, and $A$ and $B$ are deterministic matrices. In the bulk regime, we prove that the empirical spectral distribution of $A+UB{U}^{*}$ concentrates around the free additive convolution of the spectral distributions of $A$ and $B$ on scales down to $N^{-2/3}$.

Full work available at URL: https://arxiv.org/abs/1508.05905

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zbMATH Keywords

subordinationfree convolutionlocal eigenvalue density

Mathematics Subject Classification ID

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

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Cited In (15)

• Local spectral statistics of the addition of random matrices
• Convergence rate for spectral distribution of addition of random matrices
• Local single ring theorem on optimal scale
• Freeness of type B and conditional freeness for random matrices
• Universality of the least singular value for the sum of random matrices
• Weighted sums and Berry-Esseen type estimates in free probability theory
• Superconvergence and regularity of densities in free probability
• On the support of the free additive convolution
• Spectral statistics of sample block correlation matrices
• Spectral rigidity for addition of random matrices at the regular edge
• Deformed single ring theorems
• Local laws for multiplication of random matrices
• Tracy-Widom limit for free sum of random matrices
• Local law of addition of random matrices on optimal scale
• Local inhomogeneous circular law

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