Analysis and Probability Seminar: “Truncations of Haar Distributed Random Matrices”

Join the Department of Mathematics, Applied Mathematics, and Statistics (MAMS) on November 13, 2018 for an Analysis and Probability Seminar given PhD Candidate, Kathryn Stewart.  Kathryn, will speak on “Truncations of Haar Distributed Random Matrices.” The seminar will take place in Yost 306, from 2:30–3:30 PM.

Abstract: In this talk I will give an overview on truncations, that is, principal submatrices, of random Haar distributed matrices. I will discuss a result concerning the approximation of truncations of a random orthogonal matrices by Gaussian matrices, making use of new estimates on the asymptotic means and covariances of traces of powers of Wishart matrices. I will also consider limiting spectral measures of square truncations of random unitary matrices and present recent results based on joint work with E. Meckes.

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