Neyman Seminar: Anisotropic Random Matrices

Neyman Seminar: Anisotropic Random Matrices

Neyman Seminar
Jan 28, 2015, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Antti Knowles, Department of Mathematics, ETH Zürich
Most of the literature on random matrices focuses on matrix models that are isotropic in the sense that their Green functions are with high probability close to a multiple of the identity matrix. Such models include Wigner matrices, Erdos-Renyi graphs, and random band matrices. I will talk about matrix models that are not isotropic. An important family of examples is provided by sample covariance...