Free probability and random matrices
Operator Algebras
2014-04-15 v1 Probability
Abstract
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a linearization trick allows to address successfully the problem of determining the asymptotic eigenvalue distribution of general selfadjoint polynomials in independent random matrices.
Keywords
Cite
@article{arxiv.1404.3393,
title = {Free probability and random matrices},
author = {Roland Speicher},
journal= {arXiv preprint arXiv:1404.3393},
year = {2014}
}
Comments
Contribution to the proceedings of the ICM 2014 in Seoul