Free probability and random matrices

DOI10.1007/978-1-4939-6942-5zbMath1387.60005arXiv1404.3393OpenAlexW1884490694MaRDI QIDQ511297

James A. Mingo, Roland Speicher

Publication date: 14 February 2017

Published in: Fields Institute Monographs, Mitteilungen der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.3393

zbMATH Keywords

random matricessubfactorsfree probabilityfree central limit theoremfree cumulandsnon-commutative probability spacesnoncommutataive distributionoperator valued free probabilityVoiculescu's free probability theory

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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