Local spectral statistics of the addition of random matrices

Abstract

We consider the local statistics of $H=V^{\ast }XV+U^{\ast }YU$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and correlation functions coincide with the GUE in the limit when the matrix size $N\to \infty$ under mild assumptions on $X$ and $Y$. Our method relies on running a carefully chosen diffusion on the unitary group and comparing the resulting eigenvalue process to Dyson Brownian motion. Our method also applies to the case when $V$ and $U$ are drawn from the orthogonal group. Our proof relies on the local law for $H$ proved by [Bao-Erdős-Schnelli] as well as the DBM convergence results of [L.-Sosoe-Yau].

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Cited by in corpus (2)

• Edge statistics of Dyson Brownian motion
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs