Fall Seminar Series - September 23, 2004
University of Minnesota
School of Statistics
College of Liberal Arts

Spectral Measure of Large Hankel, Markov and Toeplitz Matrices

Tiefeng Jiang
School of Statistics
University of Minnesota

Thursday, September 23, 2004

Note Time Change:
3:30 PM

115 Ford Hall
Minneapolis, East Bank Campus
Social at 3:00 PM, 300 Ford Hall

Abstract

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. This includes the asymptotic behavior of properly scaled eigenvalues of Hankel, Markov and Toeplitz matrices. This solves the three unsolved random matrix problems.

This is the joint work with W. Bryc and A. Dembo.