Probability Seminar

David RenfrewBinghamton University
Singularities in the spectrum of random block matrices

Monday, September 20, 2021 - 3:45pm
Malott 406

We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this singularity depends on the relative positions of the zero submatrices. We provide a classification of all possible singularities and determine the exponent in the density blow-up.