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math.PR2015
Local Stability of the Free Additive Convolution
Zhigang Bao, Laszlo Erdos, Kevin Schnelli
We prove that the system of subordination equations, defining the free additive convolution of two probability measures, is stable away from the edges of the support and blow-up si…
math.PR2015
Universality for Random Matrix Flows with Time-dependent Density
Laszlo Erdos, Kevin Schnelli
We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hen…