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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.
Property / review text: 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. / rank
 
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Property / reviewed by
 
Property / reviewed by: Ludwig Paditz / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60-02 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 15B52 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60B20 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6684673 / rank
 
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Property / zbMATH Keywords
 
Voiculescu's free probability theory
Property / zbMATH Keywords: Voiculescu's free probability theory / rank
 
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Property / zbMATH Keywords
 
random matrices
Property / zbMATH Keywords: random matrices / rank
 
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Property / zbMATH Keywords
 
free cumulands
Property / zbMATH Keywords: free cumulands / rank
 
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Property / zbMATH Keywords
 
noncommutataive distribution
Property / zbMATH Keywords: noncommutataive distribution / rank
 
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Property / zbMATH Keywords
 
non-commutative probability spaces
Property / zbMATH Keywords: non-commutative probability spaces / rank
 
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Property / zbMATH Keywords
 
operator valued free probability
Property / zbMATH Keywords: operator valued free probability / rank
 
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Property / zbMATH Keywords
 
subfactors
Property / zbMATH Keywords: subfactors / rank
 
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Property / zbMATH Keywords
 
free central limit theorem
Property / zbMATH Keywords: free central limit theorem / rank
 
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Free probability and random matrices
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    Free probability and random matrices (English)
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    14 February 2017
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    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.
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    Voiculescu's free probability theory
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    random matrices
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    free cumulands
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    noncommutataive distribution
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    non-commutative probability spaces
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    operator valued free probability
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    subfactors
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    free central limit theorem
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