English

A Local Limit Theorem and Delocalization of Eigenvectors for Polynomials in Two Matrices

Probability 2020-05-01 v5 Functional Analysis

Abstract

We propose a boundary regularity condition for the Mn(C)M_n(\mathbb{C})-valued subordination functions in free probability to prove the local limit theorem and delocalization of eigenvectors for polynomials in two random matrices. We prove this through estimating the pair of Mn(C)M_n(\mathbb{C})-valued approximate subordination functions for the sum of two Mn(C)M_n(\mathbb{C})-valued random matrices γ1CN+γ2UNDNUN\gamma_1\otimes C_N+\gamma_2\otimes U_N^*D_NU_N, where CNC_N, DND_N are deterministic diagonal matrices, and UNU_N is Haar unitary.

Keywords

Cite

@article{arxiv.1903.08135,
  title  = {A Local Limit Theorem and Delocalization of Eigenvectors for Polynomials in Two Matrices},
  author = {Ching-Wei Ho},
  journal= {arXiv preprint arXiv:1903.08135},
  year   = {2020}
}