Seminar

Haar distributed random matrices

Speaker
Michael Howes
Date
Fri, Mar 8 2024, 4:00pm
Location
383N

Abstract: The set of all n by n orthogonal (or unitary) matrices form a compact topological group. This means that orthogonal matrices have a uniform distribution called Haar measure. A natural question is, what do typical orthogonal or unitary matrices “look like”? We will answer two version of this question. We will first focus on the entries of Haar distributed matrices and then we will study the eigenvalues of Haar distributed matrices.