Friday, October 3, 2014 (12:45-1:45 p.m. in Yost 306)
Title: Patterned Random Matrices
Speaker: Mark Meckes (Case Western Reserve University MAMS Department)
Abstract: Random matrix theory classically deals with random matrices which either have independent entries (above the diagonal, at least) or whose distributions are invariant under some continuous group action. This leaves out many interesting classes of matrices (Toeplitz, circulant, stochastic, etc.) which surely deserve to be looked at probabilistically. I will survey the literature which has recently developed on random matrices whose entries satisfy linear constraints,
highlighting how they are similar or different from random matrices with independent entries.