Related papers: Lecture Notes on "Free Probability Theory"
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…
Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…
This set of lecture notes constitutes the free textbook project I initiated towards the end of Summer 2015, while preparing for the Fall 2015 Analytical Methods in Physics course I taught to upper level undergraduates at the University of…
These are a set of lecture notes for a mini-course I gave at The University of Warwick from October 30th to November 1st, 2024. Recordings of the lectures are available on Oleg Zaboronski's webpage at…
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…
The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…
"Fundamental theorem of asset pricing" roughly states that absence of arbitrage opportunity in a market is equivalent to the existence of a risk-neutral probability. We give a simple counterexample to this oversimplified statement. Prices…
This is lecture notes on the course "Stochastic Processes". In this format, the course was taught in the spring semesters 2017 and 2018 for third-year bachelor students of the Department of Control and Applied Mathematics, School of Applied…
In this paper, we will consider R-transform theory and R-transform calculus for compatible noncommutative probability space and amagamated noncommutative probability space. By doing this, we can realize the relation between scalar-valued…
Chapters 1 to 4 are the lecture notes of my course "Real Algebraic Geometry I" from the winter term 2020/2021. Chapters 5 to 8 are the lecture notes of its continuation "Real Algebraic Geometry II" from the summer term 2021. Chapters 9 and…
These notes gather recent results on robust statistical learning theory. The goal is to stress the main principles underlying the construction and theoretical analysis of these estimators rather than provide an exhaustive account on this…
In these lectures, we review the physics of time-dependent orbifolds of string theory, with particular attention to orbifolds of three-dimensional Minkowski space. We discuss the propagation of free particles in the orbifold geometries,…
Algorithmic information theory studies description complexity and randomness and is now a well known field of theoretical computer science and mathematical logic. There are several textbooks and monographs devoted to this theory where one…
This paper is based on the first author's lectures at the 2012 University of Regina Workshop "Connections Between Algebra and Geometry". Its aim is to provide an introduction to the theory of higher secant varieties and their applications.…
An "element-free" probability distribution is what remains of a probability distribution after we forget the elements to which the probabilities were assigned. These objects naturally arise in Bayesian statistics, in situations where…
The aim of this paper is to present an elementary computable theory of random variables, based on the approach to probability via valuations. The theory is based on a type of lower-measurable sets, which are controlled limits of open sets,…
The first lecture gives a colloquium-level overview of string theory and M-theory. The second lecture surveys various attempts to construct a viable model of particle physics. A recently proposed approach, based on F-theory, is emphasized.
In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…
Here I share a few notes I used in various course lectures, talks, etc. Some may be just calculations that in the textbooks are more complicated, scattered, or less specific; others may be simple observations I found useful or curious.
These lecture notes cover undergraduate textbook topics (e.g. as in Sakurai), and also additional advanced topics at the same level of presentation. In particular: EPR and Bell; Basic postulates; The probability matrix; Measurement theory;…