English

Convergence rate of the diagonal-valued Cauchy-transform for permutation invariant random matrices

Probability 2026-03-03 v1

Abstract

Let AA be a permutation invariant random matrix and BB another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of A+BA+B and the diagonal of the resolvent of the free sum with amalgamation over the diagonal of AA and BB. Moreover, we improve the rate of convergence whenever the matrices AA and BB are sparse and bounded in operator norm. Doing so, we explicitly construct the free sum over the diagonal of AA and BB as an adjacency operator of a weighted locally finite graph.

Keywords

Cite

@article{arxiv.2603.02068,
  title  = {Convergence rate of the diagonal-valued Cauchy-transform for permutation invariant random matrices},
  author = {Alexis Imbert},
  journal= {arXiv preprint arXiv:2603.02068},
  year   = {2026}
}