Related papers: Three lectures on free probability
This article is a summary of four introductory lectures on ``Neutrino Experiments,'' given at the 2006 TASI summer school. The purposes were to sketch out the present questions in neutrino physics and to discuss the experimental challenges…
This pair of CAS lectures gives an introduction for accelerator physics students to the framework and terminology of machine learning (ML). We start by introducing the language of ML through a simple example of linear regression, including…
We study the interaction between entropy and Wasserstein distance in free probability theory. In particular, we give lower bounds for several versions of free entropy dimension along Wasserstein geodesics, as well as study their topological…
This is an extended and corrected version of lecture notes originally written for a one semester course at Leibniz University Hannover. The main aim of the notes is to give an introduction to the mathematical methods used in describing…
We describe a list of open problems in random matrix theory and integrable systems which was presented at the conference ``Integrable Systems, Random Matrices, and Applications'' at the Courant Institute in May 2006.
We study matricial approximations of master fields we constructed in a previous work. These approximations (in non-commutative distribution) are obtained by extracting blocks of a Brownian unitary diffusion (with entries in $\mathbb{R},…
These notes contain part of the lectures of an introductory course on orthogonal polynomials and special functions that I gave in the joint PhD Program in Mathematics UC|UP in the academic years 2015-2016 (at University of Porto) and…
The purpose of these lectures is to give an accessible and self contained introduction to quantum scattering theory in one dimension. Part A defines the theoretical playground, and develops basic concepts of scattering theory in the time…
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order freeness" and derive the global fluctuations of Gaussian and…
The "loop equations" of random matrix theory are a hierarchy of equations born of attempts to obtain explicit formulae for generating functions of map enumeration problems. These equations, originating in the physics of 2-dimensional…
The paper assesses stationary probability distributions in out of equilibrium systems. In the phenomenology proposed, no free energy can be well defined. Fluctuations of Landau free energy couplings arise when the intrinsic chemical…
Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…
This report summarizes some of the material that was presented by the author during the 2015 Les Houches Summerschool on "Random Matrices and Stochastic Processes". In these Lectures, various applications of Random Matrix Theory in modern…
As part of a large-scale assessment project at a large university, we administered weekly pre-tests and bi-weekly post-tests in the recitation sections of our introductory classes over four semesters from Spring 2010 through Fall 2011. The…
This monograph aims at providing an introduction to key concepts, algorithms, and theoretical results in machine learning. The treatment concentrates on probabilistic models for supervised and unsupervised learning problems. It introduces…
We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…
We describe a list of open problems in random matrix theory and the theory of integrable systems that was presented at the conference Asymptotics in Integrable Systems, Random Matrices and Random Processes and Universality, Centre de…
In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…
These lecture notes are based on a set of six lectures that I gave in Edinburgh in 2008/2009 and they cover some topics in the interface between Geometry and Physics. They involve some unsolved problems and conjectures and I hope they may…