Three lectures on free probability
Combinatorics
2012-05-11 v1 Mathematical Physics
math.MP
Probability
Abstract
These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.
Keywords
Cite
@article{arxiv.1205.2097,
title = {Three lectures on free probability},
author = {Jonathan Novak and Michael LaCroix},
journal= {arXiv preprint arXiv:1205.2097},
year = {2012}
}
Comments
66 pages, 16 figures, for proceedings of the MSRI semester "Random matrix theory, interacting particle systems and integrable systems."