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Three lectures on free probability

Authors
  • Novak, Jonathan
  • LaCroix, Michael
Type
Preprint
Publication Date
May 09, 2012
Submission Date
May 09, 2012
Identifiers
arXiv ID: 1205.2097
Source
arXiv
License
Yellow
External links

Abstract

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, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.

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