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Random matrix theory began with the study, by Wigner in the 1950s, of high-dimensional matrices with i.i.d. entries (up to symmetry). The empirical law of eigenvalues demonstrates two key phenomena: bulk universality (the limit empirical law of eigenvalues doesn't depend on the laws of the entries) and concentration (the convergence is robust and fast).

Several papers over the last decade (initiated by Bryc, Dembo, and Jiang in 2006) have studied certain special random matrix ensembles with structured correlations between some entries. The limit laws are different from the Wigner i.i.d. case, but each of these models still demonstrates bulk universality and concentration.

In this lecture, I will talk about very recent results of mine and my students on these general phenomena:

Bulk universality holds true whenever there are constant-width independent bands, regardless of the correlations within each band. (Interestingly, the same is not true for independent rows or columns, where universality fails.) I will show several examples of such correlated band matrices generalizing earlier known special cases, demonstrating how the empirical law of eigenvalues depends on the structure of the correlations.

At the same time, I will show that concentration is a more general phenomenon, depending not on the the structure of the correlations but only on the sizes of correlated partition blocks. Under some regularity assumptions, we find that Gaussian concentration occurs in NxN ensembles so long as the correlated blocks have size smaller than N^2/log(N).