Local Stability of the Free Additive Convolution
Probability
2016-01-05 v3 Mathematical Physics
math.MP
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 , where is a Haar distributed random unitary or orthogonal matrix, and and are deterministic matrices. In the bulk regime, we prove that the empirical spectral distribution of concentrates around the free additive convolution of the spectral distributions of and on scales down to .
Cite
@article{arxiv.1508.05905,
title = {Local Stability of the Free Additive Convolution},
author = {Zhigang Bao and Laszlo Erdos and Kevin Schnelli},
journal= {arXiv preprint arXiv:1508.05905},
year = {2016}
}
Comments
Third version: More details added to Lemma 6.3 and proof of Theorem 2.8