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Singularities in the spectrum of random block matrices
ProbabilitySpeaker: | David Renfrew, Binghamton University |
Location: | 2112 MSB |
Start time: | Wed, Jan 18 2023, 10:00AM |
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.