Lecture Notes on "Free Probability Theory"

Fuente: arXiv
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Main Author: Speicher, Roland
Format: Preprint
Published: 2019
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author Speicher, Roland
author_facet Speicher, Roland
contents This in an introduction to free probability theory, covering the basic combinatorial and analytic theory, as well as the relations to random matrices and operator algebras. The material is mainly based on the two books of the lecturer, one joint with Nica and one joint with Mingo. Free probability is here restricted to the scalar-valued setting, the operator-valued version is treated in the subsequent lecture series on "Non-Commutative Distributions". The material here was presented in the winter term 2018/19 at Saarland University in 26 lectures of 90 minutes each. The lectures were recorded and can be found online at https://www.youtube.com/playlist?list=PLY11JnnnTUCYZni2Q7QNVa9hPGu77GK4M
format Preprint
id arxiv_https___arxiv_org_abs_1908_08125
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle Lecture Notes on "Free Probability Theory"
Speicher, Roland
Operator Algebras
Combinatorics
Probability
This in an introduction to free probability theory, covering the basic combinatorial and analytic theory, as well as the relations to random matrices and operator algebras. The material is mainly based on the two books of the lecturer, one joint with Nica and one joint with Mingo. Free probability is here restricted to the scalar-valued setting, the operator-valued version is treated in the subsequent lecture series on "Non-Commutative Distributions". The material here was presented in the winter term 2018/19 at Saarland University in 26 lectures of 90 minutes each. The lectures were recorded and can be found online at https://www.youtube.com/playlist?list=PLY11JnnnTUCYZni2Q7QNVa9hPGu77GK4M
title Lecture Notes on "Free Probability Theory"
topic Operator Algebras
Combinatorics
Probability
url https://arxiv.org/abs/1908.08125