Probability Seminar: Limiting Spectral Distribution of sum of Unitary and Orthogonal matrices

Probability Seminar: Limiting Spectral Distribution of sum of Unitary and Orthogonal matrices

Probability Seminar
Sep 18, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Anirban Basak, Stanford University
We consider the empirical distribution of the eigenvalues of the sum of $d$ independent Haar distributed Unitary or Orthogonal matrices, and show that this sequence of measures converge to the circular version of Kesten-McKay measure. This is a joint work with Amir Dembo.