Related papers: Lecture Notes on "Free Probability Theory"
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…
Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation…
We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…
We present a conceptually clear introduction to quantum theory, deriving the theory from scratch from the point of view of quantum information. Different subsets of these lectures were taught to a wide variety of audiences, including…
This is a set of lecture notes that developed out of courses on the lambda calculus that I taught at the University of Ottawa in 2001 and at Dalhousie University in 2007 and 2013. Topics covered in these notes include the untyped lambda…
These are lectures notes for a 4h30 mini-course held in Ulaanbaatar, National University of Mongolia, August 5-7th 2015, at the summer school "Stochastic Processes and Applications". It aims at presenting an introduction to basic results of…
This is a chapter for the forthcoming New Handbook of Mathematical Psychology, to be published by Cambridge University Press. A systematic theory of random variables and joint distributions under varying conditions is presented. This is a…
Lecture notes of a master course given at Orsay between 2019-2024. Topics covered include Part I: One-dimensional random walks, cycle lemma and Bienaym\'e--Galton--Watson random trees. Part II: Erd\"os--R\'enyi random graphs, three proofs…
These notes contain a survey of some aspects of the theory of graded differential algebras and of noncommutative differential calculi as well as of some applications connected with physics. They also give a description of several new…
Probabilities is the English translation of the book Probabilit\'es Tome 1 and Tome 2. The mathematic content is authored by Prof. Jean-Yves Ouvrard. The English version has been done by his eldest son Dr. Xavier Ouvrard. In this first…
These are notes from a 15 week course aimed at graduate mathematicians. They provide an essentially self-contained introduction to some of the ideas and terminology of QFT.
These are introductory lecture notes on Mather's theory for Tonelli Lagrangian and Hamiltonian systems. They are based on a series of lectures given by the author at Universit\`a degli Studi di Napoli "Federico II" (April 2009), at…
Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…
This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…
These notes expand a four-hour lecture course given in Heidelberg in March 2023, as part of the "Spring School on non-Archimedean Geometry and Eigenvarieties". They are designed for graduate students and other learners. We introduce Huber…
This habilitation thesis summarizes the research that I have carried out from 2005 to 2019. It is organized in four chapters. The first three deal with random planar maps. Chapter 1 is about their metric properties: from a general…
These are lecture notes from the Austral Winter School on Microlocal Analysis and Non-elliptic Fredholm Theory, held at the Australian National University, Canberra, June 30 -- July 11, 2025.
These lecture notes accompanied the course Time-Frequency Analysis given at the Faculty of Mathematics of the University of Vienna in the summer term 2021. The material is suitable for an advanced undergraduate course in mathematics or a…
The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…
We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…