English

Variational formula for the logarithmic potential of free additive convolutions

Probability 2025-06-25 v1

Abstract

We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on R\R. The formula is given in terms of the RR-transform of the first measure, and the logarithmic potential of second measure. The result applies in particular to the additive convolution with the semicircle or Marchenko-Pastur laws, for which the formula simplifies. The logarithmic potential of additive convolutions appears for instance in estimates of the determinant of sums of independent random matrices.

Keywords

Cite

@article{arxiv.2506.19064,
  title  = {Variational formula for the logarithmic potential of free additive convolutions},
  author = {Francesco Concetti and David Belius and Giuseppe Genovese},
  journal= {arXiv preprint arXiv:2506.19064},
  year   = {2025}
}

Comments

2 figures, 25 pages