Convergence Rate for Spectral Distribution of Addition of Random Matrices (1606.03076v1)

Abstract: Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive convolution of the spectral distributions of $A$ and $B$, as $N$ tends to infinity. We establish the optimal convergence rate ${\frac{1}{N}}$ in the bulk of the spectrum.