Seminar at SMU Delhi
November 7, 2012 (Wednesday) ,
3:30 PM at Webinar
Indian Statistical Institute, Delhi
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.