Limiting spectral distribution of sum of unitary and orthogonal matrices

DOI10.1214/ECP.V18-2466MaRDI QIDQ743042zbMATH OpenFDO

Authors Anirban Basak, Amir Dembo

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.5100

zbMATH Keywords

Brown measurefree convolutionHaar measurelimiting spectral distributionrandom matricesSchwinger-Dyson equationStieltjes transform

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Abstract: We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $noinfty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for independent Haar distributed $n$-dimensional orthogonal matrices. As a byproduct of our approach, we relax the requirement of uniformly bounded imaginary part of Stieltjes transform of $T_n$ that is made in [Guionnet, Krishnapur, Zeitouni; Theorem 1].

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Cited in

(18)

• Circular law for the sum of random permutation matrices
• Limiting spectral distribution of a special circulant
• Sharp transition of the invertibility of the adjacency matrices of sparse random graphs
• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
• The Brown measure of the sum of a self-adjoint element and an elliptic element
• Local spectral statistics of the addition of random matrices
• The circular law for random regular digraphs
• Convergence rate for spectral distribution of addition of random matrices
• Elementary proof for asymptotics of large Haar-distributed unitary matrices
• Spectral gap of doubly stochastic matrices generated from equidistributed unitary matrices
• Outliers in the single ring theorem
• Random non-abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups
• On the singularity of adjacency matrices for random regular digraphs
• Limiting spectral distribution of the product of truncated Haar unitary matrices
• Invertibility of sparse non-Hermitian matrices
• The circular law for random regular digraphs with random edge weights
• Deformed single ring theorems
• On the distribution of the spectrum of the sum of two Hermitian or real symmetric matrices

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