Speaker: 

Professor Amir Dembo

Institution: 

Stanford University

Time: 

Tuesday, April 22, 2008 - 1:00pm

Location: 

MSTB 254

We show that the properly scaled spectral measures
of symmetric Hankel and Toeplitz matrices of size N by N generated by
i.i.d. random variables of zero mean and unit variance converge weakly
in N to universal, non-random, symmetric
distributions of unbounded support, whose moments are
given by the sum of volumes of solids related to Eulerian numbers.
The universal limiting spectral distribution for
large symmetric Markov matrices
generated by off-diagonal i.i.d. random variables
of zero mean and unit variance, is more explicit, having
a bounded smooth density given by the free convolution of the
semi-circle and normal densities.

Time permitting, I will also explain the formula for the
large deviations rate function
for the number of open path of length k in random graphs
on N>>1 vertices with
each edge chosen independently with probability 0