Matrix models for circular ensembles

We describe an ensemble of (sparse) random matrices whose eigenvalues follow the Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature beta. Our approach combines elements from the theory of orthogonal polynomials on the unit circle with ideas from recent work of Dumitriu and Edelman. In particular, we resolve a question left open by them: find a tri-diagonal model for the Jacobi ensemble.Comment: 28 page

CMV matrices in random matrix theory and integrable systems: a survey

We present a survey of recent results concerning a remarkable class of unitary matrices, the CMV matrices. We are particularly interested in the role they play in the theory of random matrices and integrable systems. Throughout the paper we also emphasize the analogies and connections to Jacobi matrices.Comment: Based on a talk given at the Short Program on Random Matrices, Random Processes and Integrable Systems, CRM, Universite de Montreal, 200