Date & Time: 19th April, 2013; 14.40-15.10
Venue: Ramanujan Hall
Title: Patterned random matrices
Abstract:In this talk, we first discuss an approach to find limiting spectral distribution (LSD) of patterned random matrices using moment method. Then we show how this approach can be generalized to define (joint) convergence of independent copies of a class of patterned random matrices. It is known that independent copies of the Wigner matrix converge, and the limiting joint distribution satisfied freeness. We shall show that independent copies of other patterned matrices also converge, and the limits exhibit a di#erent type of independence. In particular, the matricial limits of symmetric circulants and reverse circulants satisfy the classical independence and the half independence, respectively.