Structured random matrices (Q2406340)

The paper is included in a volume that presents some of the research topics discussed at the 2014--2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015, where geometric analysis, convex geometry and concentration phenomena were the focus. Random matrix theory is a well-developed area of probability theory with numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact or approximate symmetries, such as matrices with i.i.d. entries, for which precise analytic results and limit theorems are available. Much less well understood are matrices that are endowed with an arbitrary structure, such as sparse Wigner matrices or matrices whose entries possess a given variance pattern. The paper reviews a number of recent results, methods, and open problems in this direction, with a particular emphasis on sharp spectral norm inequalities for Gaussian random matrices. For the entire collection see [Zbl 1377.52002].