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arxiv: 1208.5100 · v4 · pith:M2XPDHGWnew · submitted 2012-08-25 · 🧮 math.PR

Limiting Spectral Distribution of Sum of Unitary and Orthogonal Matrices

classification 🧮 math.PR
keywords haarmatricesunitarydimensionaldistributedindependentmeasureorthogonal
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We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \to \infty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for independent Haar distributed $n$-dimensional orthogonal matrices. As a byproduct of our approach, we relax the requirement of uniformly bounded imaginary part of Stieltjes transform of $T_n$ that is made in [Guionnet, Krishnapur, Zeitouni; Theorem 1].

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