Free-Probabilistic State Evolution and Random Matrix Discrepancy

August Y. Chen, Ahmed El Alaoui

Let $A_1,\dots ,A_n$ be independent $d\times d$ real symmetric Gaussian random matrices, and consider the linear operator $A(x)=n^{-1/2}{\sum }_{i=1}^n{x}_i{A}_i$, $x\in \mathbb{R}^n…