Seminar at SMU Delhi

November 7, 2012 (Wednesday) , 3:30 PM at Webinar
Speaker: Arijit Chakrabarty, Indian Statistical Institute, Delhi
Title: Random matrices with entries from a moving average process
Abstract of Talk
We study the limiting spectral distribution (LSD) of symmetric random matrices whose entries come from a moving average process, the input sequence being the entries of a Wigner matrix. The description of the LSD is via its Cauchy transform which is characterized as the solution of a functional equation. In two special cases, we get a neat description of the LSD - one as a free product convolution of two distributions, and the other one as a dilation of the Wigner semicircular law. This is a joint work with Rajat S. Hazra and Deepayan Sarkar.