---
res:
  bibo_abstract:
  - 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.@eng
  bibo_authorlist:
  - foaf_Person:
      foaf_givenName: Zhigang
      foaf_name: Bao, Zhigang
      foaf_surname: Bao
      foaf_workInfoHomepage: http://www.librecat.org/personId=442E6A6C-F248-11E8-B48F-1D18A9856A87
    orcid: 0000-0003-3036-1475
  - foaf_Person:
      foaf_givenName: László
      foaf_name: Erdös, László
      foaf_surname: Erdös
      foaf_workInfoHomepage: http://www.librecat.org/personId=4DBD5372-F248-11E8-B48F-1D18A9856A87
    orcid: 0000-0001-5366-9603
  - foaf_Person:
      foaf_givenName: Kevin
      foaf_name: Schnelli, Kevin
      foaf_surname: Schnelli
      foaf_workInfoHomepage: http://www.librecat.org/personId=434AD0AE-F248-11E8-B48F-1D18A9856A87
    orcid: 0000-0003-0954-3231
  bibo_doi: 10.1007/s00220-016-2805-6
  bibo_issue: '3'
  bibo_volume: 349
  dct_date: 2017^xs_gYear
  dct_identifier:
  - UT:000393696700005
  dct_isPartOf:
  - http://id.crossref.org/issn/0010-3616
  dct_language: eng
  dct_publisher: Springer@
  dct_title: Local law of addition of random matrices on optimal scale@
...