On the law of addition of random matrices.

DOI10.1007/s002200000264zbMath1039.82020arXivmath-ph/0003043OpenAlexW3103691728MaRDI QIDQ5938858

Vladimir Vasilchuk, Leonid Pastur

Publication date: 7 August 2001

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0003043

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random operators and equations (aspects of stochastic analysis) (60H25) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

Unitarily invariant ergodic matrices and free probability ⋮ Local stability of the free additive convolution ⋮ The canonical equations \(K_{66}\), \(K_{67}\), \(K_{68}\) and \(K_{69}\) ⋮ Extremal eigenvalues and eigenvectors of deformed Wigner matrices ⋮ Convergence rate for spectral distribution of addition of random matrices ⋮ An inequality for the distance between densities of free convolutions ⋮ Spectral properties for the Laplacian of a generalized Wigner matrix ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ A concentration inequality and a local law for the sum of two random matrices ⋮ Local single ring theorem on optimal scale ⋮ The Law of Multiplication of Large Random Matrices Revisited ⋮ Local laws for multiplication of random matrices ⋮ Asymptotically liberating sequences of random unitary matrices ⋮ The arithmetic of distributions in free probability theory ⋮ Limit theorems in free probability theory. I ⋮ Local law of addition of random matrices on optimal scale ⋮ Local deformed semicircle law and complete delocalization for Wigner matrices with random potential ⋮ On eigenvalues of the sum of two random projections ⋮ Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory ⋮ Spectral densities of Wishart-Lévy free stable random matrices ⋮ Spectral measure of large random Hankel, Markov and Toeplitz matrices ⋮ Local spectral statistics of the addition of random matrices ⋮ Classical and free infinitely divisible distributions and random matrices ⋮ Local limit theorems in free probability theory ⋮ Universality of the least singular value for the sum of random matrices ⋮ On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles ⋮ On connections between the theory of random operators and the theory 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 ⋮ Subordination for the sum of two random matrices

This page was built for publication: On the law of addition of random matrices.