Convergence rate for spectral distribution of addition of random matrices
Bao, Zhigang
Erdös, László
Schnelli, Kevin
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.
Academic Press
2017
info:eu-repo/semantics/article
doc-type:article
text
http://purl.org/coar/resource_type/c_6501
https://research-explorer.app.ist.ac.at/record/733
Bao Z, Erdös L, Schnelli K. Convergence rate for spectral distribution of addition of random matrices. <i>Advances in Mathematics</i>. 2017;319:251-291. doi:<a href="https://doi.org/10.1016/j.aim.2017.08.028">10.1016/j.aim.2017.08.028</a>
eng
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.aim.2017.08.028
info:eu-repo/grantAgreement/EC/FP7/338804
info:eu-repo/semantics/openAccess