A concentration inequality and a local law for the sum of two random matrices
From MaRDI portal
Publication:1934360
DOI10.1007/s00440-011-0381-4zbMath1260.60015arXiv1010.0353OpenAlexW2027872852MaRDI QIDQ1934360
Publication date: 28 January 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.0353
Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Convergence of probability measures (60B10)
Related Items
Local stability of the free additive convolution ⋮ Convergence rate for spectral distribution of addition of random matrices ⋮ An inequality for the distance between densities of free convolutions ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Spectral analysis of the Gram matrix of mixture models ⋮ Concentration and convergence rates for spectral measures of random matrices ⋮ Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors ⋮ On the support of the free additive convolution ⋮ Local law of addition of random matrices on optimal scale ⋮ Local spectral statistics of the addition of random matrices ⋮ Subordination methods for free deconvolution ⋮ Universality of the least singular value for the sum of random matrices ⋮ Spectral rigidity for addition of random matrices at the regular edge ⋮ Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations ⋮ Subordination for the sum of two random matrices
Cites Work
- Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
- Concentration of Haar measures, with an application to random matrices
- The Lebesgue decomposition of the free additive convolution of two probability distributions
- Eigenvalues of sums of Hermitian matrices
- Limit laws for random matrices and free products
- Free convolution and the random sum of matrices
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Processes with free increments
- Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
- The local relaxation flow approach to universality of the local statistics for random matrices
- Free Random Variables
- Random Matrices: High Dimensional Phenomena
- An Introduction to Random Matrices
- A Topological Application of the Isoperimetric Inequality
- The honeycomb model of $GL_n(\mathbb C)$ tensor products I: Proof of the saturation conjecture
- On the law of addition of random matrices.
- Unnamed Item
