Related papers: Lecture Notes on "Non-Commutative Distributions"
This in an introduction to free probability theory, covering the basic combinatorial and analytic theory, as well as the relations to random matrices and operator algebras. The material is mainly based on the two books of the lecturer, one…
These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness, free cumulants, additive and multiplicative free…
This talk is organized as follows: First we explain some basic concepts in non-commutative probability theory in the frame of operator algebras. In Section 2, we discuss related topics in von Neumann algebras. Sections 3 and 4 contain some…
This in an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner's semicircle law,…
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…
A central feature of quantum mechanics is the non-commutativity of operators used to describe physical observables. In this article, we present a critical analysis on the role of non-commutativity in quantum theory, focusing on its…
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…
We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
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,…
These are lecture notes written at the University of Zurich during spring 2014 and spring 2015. The first part of the notes gives an introduction to probability theory. It explains the notion of random events and random variables,…
We present a parallel between commutative and non-commutative polymorphisms. Our emphasis is the applications to conditional distributions from stochastic processes. In the classical case, both the measures and the positive definite kernels…
This work gives an overview of analytic tools for the design, analysis, and modelling of communication systems which can be described by linear vector channels such as y = Hx+z where the number of components in each vector is large. Tools…
We show how the combination of new "linearization" ideas in free probability theory with the powerful "realization" machinery -- developed over the last 50 years in fields including systems engineering and automata theory -- allows solving…
It is known that non-commuting observables in quantum mechanics do not have joint probability. This statement refers to the precise (additive) probability model. I show that the joint distribution of any non-commuting pair of variables can…
This is a slightly edited version of my talk on Mathematische Arbeitstagung 2011, Bonn. I present a result relating noncommutative Laurent polynomials with algebraic functions, and show examples of integrability and Laurent phenomenon for…
We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…