Free Probability and Random Matrices

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum gro...

Full description

Bibliographic Details
Main Authors: Mingo, James A., Speicher, Roland (Author)
Format: eBook
Language:English
Published: New York, NY Springer New York 2017, 2017
Edition:1st ed. 2017
Series:Fields Institute Monographs
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 1. Asymptotic Freeness of Gaussian Random Matrices
  • 2. The Free Central Limit Theorem and Free Cumulants
  • 3. Free Harmonic Analysis
  • 4. Asymptotic Freeness
  • 5. Second Order Freeness
  • 6. Free Group Factors and Freeness
  • 7. Free Entropy X-the Microstates Approach via Large Deviations
  • Free Entropy X*-the Non-Microstates Approach via Free Fisher Information
  • 9. Operator-Valued Free Probability Theory and Block Random Matrices
  • 10. Polynomials in Free Variables and Operator-Valued Convolution
  • 11. Brown Measure
  • Solutions to Exercises
  • References
  • Index of Exercises