{ "id": "1701.00513", "version": "v1", "published": "2017-01-02T20:18:49.000Z", "updated": "2017-01-02T20:18:49.000Z", "title": "Local spectral statistics of the addition of random matrices", "authors": [ "Ziliang Che", "Benjamin Landon" ], "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "We consider the local statistics of $H = V^* X V + U^* Y U$ 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-Erd\\H{o}s-Schnelli] as well as the DBM convergence results of [L.-Sosoe-Yau].", "revisions": [ { "version": "v1", "updated": "2017-01-02T20:18:49.000Z" } ], "analyses": { "keywords": [ "local spectral statistics", "random matrices", "deterministic real diagonal matrices", "independent haar-distributed unitary matrices", "dbm convergence results" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }