Rostyslav Kozhan: Matrix models for the classical Hermitian and unitary random matrix ensembles and their rank one perturbations

Abstract: We will discuss Dumitriu-Edelman and Killip-Nenciu models for the classical Hermitian and unitary random matrix ensembles and their various perturbations. Some basics of the theory of orthogonal polynomials on the real line and on the unit circle will also be discussed.