Random Matrix Theory and the Angles Between Random Subspaces

Series: 
Stochastics Seminar
Thursday, September 19, 2013 - 15:05
1 hour (actually 50 minutes)
Location: 
Skiles 005
,  
Caltech
Organizer: 
We consider two approaches to address angles between random subspaces: classical random matrix theory and free probability. In the former, one constructs random subspaces from vectors with independent random entries. In the latter, one has historically started with the uniform distribution on subspaces of appropriate dimension. We point out when these two approaches coincide and present new results for both. In particular, we present the first universality result for the random matrix theory approach and present the first result beyond uniform distribution for the free probability approach. We further show that, unexpectedly, discrete uncertainty principles play a natural role in this setting. This work is partially with L. Erdos and G. Anderson.