TY - JOUR
AB - 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.
AU - Bao, Zhigang
AU - Erdös, László
AU - Schnelli, Kevin
ID - 1207
IS - 3
JF - Communications in Mathematical Physics
SN - 00103616
TI - Local law of addition of random matrices on optimal scale
VL - 349
ER -