Convergence rate for spectral distribution of addition of random matrices
Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291.
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Abstract
Let A and B be two N by N deterministic Hermitian matrices and let U be an N by N Haar distributed unitary matrix. It is well known that the spectral distribution of the sum H = A + UBU∗ converges weakly to the free additive convolution of the spectral distributions of A and B, as N tends to infinity. We establish the optimal convergence rate in the bulk of the spectrum.
Publishing Year
Date Published
2017-10-15
Journal Title
Advances in Mathematics
Publisher
Academic Press
Acknowledgement
Partially supported by ERC Advanced Grant RANMAT No. 338804, Hong Kong RGC grant ECS 26301517, and the Göran Gustafsson Foundation
Volume
319
Page
251 - 291
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Cite this
Bao Z, Erdös L, Schnelli K. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 2017;319:251-291. doi:10.1016/j.aim.2017.08.028
Bao, Z., Erdös, L., & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. Academic Press. https://doi.org/10.1016/j.aim.2017.08.028
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics. Academic Press, 2017. https://doi.org/10.1016/j.aim.2017.08.028.
Z. Bao, L. Erdös, and K. Schnelli, “Convergence rate for spectral distribution of addition of random matrices,” Advances in Mathematics, vol. 319. Academic Press, pp. 251–291, 2017.
Bao Z, Erdös L, Schnelli K. 2017. Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics. 319, 251–291.
Bao, Zhigang, et al. “Convergence Rate for Spectral Distribution of Addition of Random Matrices.” Advances in Mathematics, vol. 319, Academic Press, 2017, pp. 251–91, doi:10.1016/j.aim.2017.08.028.
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