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Related papers: Three lectures on free probability

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The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

Analysis of PDEs · Mathematics 2026-02-09 Valentin Pesce

Algorithmic information theory roots the concept of information in computation rather than probability. These lecture notes were constructed in conjunction with the graduate course I taught at Universit\`a della Svizzera italiana in the…

Information Theory · Computer Science 2025-04-29 Charles Alexandre Bédard

These five lectures on undecidability were given to students with a good level in mathematics but with no special knowledge on logic. The first conference presents the formalization of mathematics with a short historical survey, the…

Logic · Mathematics 2007-11-30 Nicolas Bouleau , Jean-Yves Girard , Alain Louveau

We introduce and study a remarkable family of real probability measures $\pi_{st}$, that we call free Bessel laws. These are related to the free Poisson law $\pi$ via the formulae $\pi_{s1}=\pi^{\boxtimes s}$ and $\pi_{1t}=\pi^{\boxplus…

Probability · Mathematics 2019-02-27 Teodor Banica , Serban Belinschi , Mireille Capitaine , Benoit Collins

Transcript of G.J. Chaitin's 2 March 2000 Carnegie Mellon University School of Computer Science Distinguished Lecture. The notion of randomness is taken from physics and applied to pure mathematics in order to shed light on the…

Chaotic Dynamics · Physics 2007-05-23 G. J. Chaitin

This document collects the lecture notes from my mini-course "Complexity Theory, Game Theory, and Economics," taught at the Bellairs Research Institute of McGill University, Holetown, Barbados, February 19--23, 2017, as the 29th McGill…

Computational Complexity · Computer Science 2020-02-11 Tim Roughgarden

Notes to lectures on the epsilon calculus, covering axioms, semantics, completeness, and the first epsilon theorem.

Logic · Mathematics 2014-11-14 Richard Zach

Emphasis is on 2d target space (c=1 coupled to gravity). Contents: 0. Introduction, Overview, and Purpose 1. Loops and States in Conformal Field Theory 2. 2D Euclidean Quantum Gravity I: Path Integral Approach 3. Brief Review of the…

High Energy Physics - Theory · Physics 2007-05-23 P. Ginsparg , Gregory Moore

Higher order free moments and cumulants, introduced by Collins, Mingo, \'Sniady and Speicher in 2006, describe the fluctuations of unitarily invariant random matrices in the limit of infinite size. The functional relations between their…

Combinatorics · Mathematics 2023-01-02 Luca Lionni

In these three lectures, I review the physics of top quark. Each of the lectures is self-contained.

High Energy Physics - Phenomenology · Physics 2008-02-03 C. -P. Yuan

We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devoted to in the last decade. This mini-review is intended to…

Statistical Finance · Quantitative Finance 2009-10-08 J. P. Bouchaud , M. Potters

We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…

Probability · Mathematics 2022-05-03 Adam W. Marcus

The randomization of a complete first order theory $T$ is the complete continuous theory $T^R$ with two sorts, a sort for random elements of models of $T$, and a sort for events in an underlying probability space. We study various notions…

Logic · Mathematics 2014-09-05 Uri Andrews , Isaac Goldbring , H. Jerome Keisler

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

This book introduces to the theory of probabilities from the beginning. Assuming that the reader possesses the normal mathematical level acquired at the end of the secondary school, we aim to equip him with a solid basis in probability…

History and Overview · Mathematics 2021-09-08 Gane Samb Lo , Aladji Babacar Niang , Lois Chinewendu Okereke

These are notes from a lecture course on symmetric spaces by the second author given at the University of Pittsburgh in the fall of 2010.

Differential Geometry · Mathematics 2012-11-20 Jonathan Holland , Bogdan Ion

We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…

Condensed Matter · Physics 2009-10-22 E. Brézin , A. Zee

This text is based on a series of three expository lectures on a variety of topics related to "thin orbits," as delivered at Durham University's Easter School on "Dynamics and Analytic Number Theory" in April 2014. The first lecture reviews…

Number Theory · Mathematics 2016-06-22 Alex Kontorovich

These notes are based on lecture courses I gave to third year mathematics students at Cambridge. They could form a basis of an elementary one--term lecture course on integrable systems covering the Arnold-Liouville theorem, inverse…

High Energy Physics - Theory · Physics 2026-01-13 Maciej Dunajski

You might've heard about various mathematical properties of scattering amplitudes such as analyticity, sheets, branch cuts, discontinuities, etc. What does it all mean? In these lectures, we'll take a guided tour through simple scattering…

High Energy Physics - Theory · Physics 2023-11-20 Sebastian Mizera
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