Tracy-Widom limit for free sum of random matrices

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

Cites Work

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How to generate random matrices from the classical compact groups
Local stability of the free additive convolution
An inequality for the distance between densities of free convolutions
Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
Local law of addition of random matrices on optimal scale
Outliers in the spectrum of large deformed unitarily invariant models
Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
Bulk universality for deformed Wigner matrices
Spectral measures of powers of random matrices
Spectral rigidity for addition of random matrices at the regular edge
The Lebesgue decomposition of the free additive convolution of two probability distributions
Limit laws for random matrices and free products
Level-spacing distributions and the Airy kernel
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Local law and Tracy-Widom limit for sparse random matrices
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On orthogonal and symplectic matrix ensembles
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Random matrices: universality of ESDs and the circular law
Optimal local law and central limit theorem for \(\beta\)-ensembles
Correlated random matrices: band rigidity and edge universality
Dyson Brownian motion for general \(\beta\) and potential at the edge
On the support of the free additive convolution
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Convergence rate for spectral distribution of addition of random matrices
Local single ring theorem on optimal scale
A note on regularity for free convolutions
A necessary and sufficient condition for edge universality of Wigner matrices
A new approach to subordination results in free probability
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Airy point process via supersymmetric lifts
The Subgroup Algorithm for Generating Uniform Random Variables
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Central Limit Theorem for Mesoscopic Eigenvalue Statistics of the Free Sum of Matrices
Local deformed semicircle law and complete delocalization for Wigner matrices with random potential

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