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   	<dc:title>Tracy-Widom limit for free sum of random matrices</dc:title>
   	<dc:creator>Ji, Hong Chang</dc:creator>
   	<dc:creator>Park, Jaewhi</dc:creator>
   	<dc:description>We consider fluctuations of the largest eigenvalues of the random matrix model A + UBU∗ where A and B are N × N deterministic Hermitian (or symmetric) matrices and U is a Haar-distributed unitary (or orthogonal) matrix. We prove that the largest eigenvalue weakly converges to the GUE (or GOE) Tracy–Widom distribution, under mild assumptions on A and B to
guarantee that the density of states of the model decays as square root around
the upper edge. Our proof is based on the comparison of the Green function
along the Dyson Brownian motion starting from the matrix A + UBU∗ and
ending at time N−1/3+o(1). As a byproduct of our proof, we also prove an
optimal local law for the Dyson Brownian motion up to the constant time
scale.</dc:description>
   	<dc:publisher>Institute of Mathematical Statistics</dc:publisher>
   	<dc:date>2025</dc:date>
   	<dc:type>info:eu-repo/semantics/article</dc:type>
   	<dc:type>doc-type:article</dc:type>
   	<dc:type>text</dc:type>
   	<dc:type>http://purl.org/coar/resource_type/c_2df8fbb1</dc:type>
   	<dc:identifier>https://research-explorer.ista.ac.at/record/19039</dc:identifier>
   	<dc:source>Ji HC, Park J. Tracy-Widom limit for free sum of random matrices. &lt;i&gt;The Annals of Probability&lt;/i&gt;. 2025;53(1):239-298. doi:&lt;a href=&quot;https://doi.org/10.1214/24-aop1705&quot;&gt;10.1214/24-aop1705&lt;/a&gt;</dc:source>
   	<dc:language>eng</dc:language>
   	<dc:relation>info:eu-repo/semantics/altIdentifier/doi/10.1214/24-aop1705</dc:relation>
   	<dc:relation>info:eu-repo/semantics/altIdentifier/issn/0091-1798</dc:relation>
   	<dc:relation>info:eu-repo/semantics/altIdentifier/wos/001407834700007</dc:relation>
   	<dc:relation>info:eu-repo/semantics/altIdentifier/arxiv/2110.05147</dc:relation>
   	<dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
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