Free probability and random matrices (Q511297): Difference between revisions
From MaRDI portal
Changed an Item |
EloiFerrer (talk | contribs) Merged Item from Q2344778 |
||||||||||||||
(6 intermediate revisions by 5 users not shown) | |||||||||||||||
aliases / en / 0 | aliases / en / 0 | ||||||||||||||
Random matrices, the counting of surfaces and free probability theory | |||||||||||||||
description / en | description / en | ||||||||||||||
scientific article | scientific article; zbMATH DE number 6436233 | ||||||||||||||
Property / title | |||||||||||||||
Random matrices, the counting of surfaces and free probability theory (English) | |||||||||||||||
Property / title: Random matrices, the counting of surfaces and free probability theory (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1327.46065 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1515/dmvm-2015-0014 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / published in | |||||||||||||||
Property / published in: Mitteilungen der Deutschen Mathematiker-Vereinigung (DMV) / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / publication date | |||||||||||||||
18 May 2015
| |||||||||||||||
Property / publication date: 18 May 2015 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 46L54 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 6436233 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
free probability | |||||||||||||||
Property / zbMATH Keywords: free probability / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / MaRDI profile type | |||||||||||||||
Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / OpenAlex ID | |||||||||||||||
Property / OpenAlex ID: W1884490694 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / OpenAlex ID | |||||||||||||||
Property / OpenAlex ID: W2318747690 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / arXiv ID | |||||||||||||||
Property / arXiv ID: 1404.3393 / rank | |||||||||||||||
Normal rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 13:03, 29 April 2024
scientific article; zbMATH DE number 6436233
- Random matrices, the counting of surfaces and free probability theory
Language | Label | Description | Also known as |
---|---|---|---|
English | Free probability and random matrices |
scientific article; zbMATH DE number 6436233 |
|
Statements
Free probability and random matrices (English)
0 references
Random matrices, the counting of surfaces and free probability theory (English)
0 references
14 February 2017
0 references
18 May 2015
0 references
This book is an excellent survey, respectively introduction, into recent developments in free probability theory and its applications to random matrices. The authors superbly guide the reader through a number of important examples and present a carefully selected list of 207 relevant publications. On the backside of the book you can read: ``This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.'' Contents: Introduction; 1. Asymptotic freeness of Gaussian random matrices; 2. The free central limit theorem and free cumulants; 3. Free harmonic analysis; 4. Asymptotic freeness for Gaussian, Wigner, and unitary; 5. Fluctuations and second-order freeness; 6. Free group factors and freeness; 7. Free entropy \(\chi\): the microstates approach via large deviations; 8. Free entropy \(\chi^*\): The non-microstates approach via Fisher information; 9. Operator-valued free probability theory and block random matrices; 10. Deterministic equivalents, polynomials in free variables, and analytic theory of operator-valued convolution; 11. Brown measure; 12. Solutions of exercises; References; Index of exercises: Index.
0 references
Voiculescu's free probability theory
0 references
random matrices
0 references
free cumulands
0 references
noncommutataive distribution
0 references
non-commutative probability spaces
0 references
operator valued free probability
0 references
subfactors
0 references
free central limit theorem
0 references
free probability
0 references