Lecture Notes on Free Probability
Probability
2025-06-13 v2
Abstract
These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness, free cumulants, additive and multiplicative free convolution, the R- and S-transforms, subordination theory, and operator-valued extensions. Applications to asymptotic freeness and linearization methods are discussed in detail. The notes aim to be accessible to graduate students with a background in functional analysis and probability. The lecture notes were originally written for a graduate course. They are updated to include recent results on subordination and linearization methods in free probability.
Cite
@article{arxiv.1305.2611,
title = {Lecture Notes on Free Probability},
author = {Vladislav Kargin},
journal= {arXiv preprint arXiv:1305.2611},
year = {2025}
}
Comments
approximately 150 pages