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math-ph2020★ 3 cited
Equipartition principle for Wigner matrices
Zhigang Bao, Laszlo Erdos, Kevin Schnelli
We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a…
math.PR2020★ 3 cited
Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices
Zhigang Bao, Kevin Schnelli, Yuanyuan Xu
We consider random matrices of the form , where , are two by deterministic Hermitian matrices and is a Haar distributed random unita…