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Schnelli, Kevin
Publications (2 of 2) Show all publications
Bao, Z., Erdos, L. & Schnelli, K. (2017). Convergence rate for spectral distribution of addition of random matrices. Advances in Mathematics, 319, 251-291.
Open this publication in new window or tab >>Convergence rate for spectral distribution of addition of random matrices
2017 (English)In: Advances in Mathematics, ISSN 0001-8708, E-ISSN 1090-2082, Vol. 319, p. 251-291Article in journal (Refereed) Published
Place, publisher, year, edition, pages
Academic Press, 2017
National Category
Mathematics
Identifiers
urn:nbn:se:kth:diva-216603 (URN)10.1016/j.aim.2017.08.028 (DOI)000412150400010 ()2-s2.0-85028323616 (Scopus ID)
Note

QC 20171115

Available from: 2017-11-15 Created: 2017-11-15 Last updated: 2017-11-15Bibliographically approved
Bao, Z., Erdős, L. & Schnelli, K. (2017). Local Law of Addition of Random Matrices on Optimal Scale. Communications in Mathematical Physics, 349(3), 947-990.
Open this publication in new window or tab >>Local Law of Addition of Random Matrices on Optimal Scale
2017 (English)In: Communications in Mathematical Physics, ISSN 0010-3616, E-ISSN 1432-0916, Vol. 349, no 3, p. 947-990Article in journal (Refereed) Published
Abstract [en]

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix.

Place, publisher, year, edition, pages
Springer-Verlag New York, 2017
National Category
Probability Theory and Statistics
Identifiers
urn:nbn:se:kth:diva-202111 (URN)10.1007/s00220-016-2805-6 (DOI)000393696700005 ()2-s2.0-84995751210 (Scopus ID)
Note

QC 20170314

Available from: 2017-03-14 Created: 2017-03-14 Last updated: 2017-11-29Bibliographically approved
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