Article ID Journal Published Year Pages File Type
4589587 Journal of Functional Analysis 2016 48 Pages PDF
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+UBU⁎A+UBU⁎, 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+UBU⁎A+UBU⁎ concentrates around the free additive convolution of the spectral distributions of A and B   on scales down to N−2/3N−2/3.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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