Tracy-Widom limit for free sum of random matrices
Abstract
We consider fluctuations of the largest eigenvalues of the random matrix model where and are deterministic Hermitian (or symmetric) matrices and is a Haar-distributed unitary (or orthogonal) matrix. We prove that the largest eigenvalue weakly converges to the Tracy-Widom distribution, under mild assumptions on and to guarantee that the density of states of the model decays as square root around the upper edge. Our proof is based on the comparison of the Green function along the Dyson Brownian motion starting from the matrix and ending at time . As a byproduct of our proof, we also prove an optimal local law for the Dyson Brownian motion up to the constant time scale.
Keywords
Cite
@article{arxiv.2110.05147,
title = {Tracy-Widom limit for free sum of random matrices},
author = {Hong Chang Ji and Jaewhi Park},
journal= {arXiv preprint arXiv:2110.05147},
year = {2023}
}
Comments
88 pages, included orthogonal case, provided more details in the proof