Free probability and random matrices
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:\N\N ``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.\N\N 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.\N\N 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.
- B-valued Chebyshev polynomials and the free Poincaré inequality for B-valued semi-circular systems
- Computing the noncommutative inner rank by means of operator-valued free probability theory
- Kronecker-product random matrices and a matrix least squares problem
- Positive operator-valued noncommutative polynomials are squares
- S-transform in finite free probability
- Strong characterization for the Airy line ensemble
- Brown measure of the sum of an elliptic operator and a free random variable in a finite von Neumann algebra
- Free probability approach to spectral and operator statistics in Rosenzweig-Porter random matrix ensembles
- Zeros of generalized hypergeometric polynomials via finite free convolution: applications to multiple orthogonality
- On moment problems of analytic functionals of polynomial hypergroups
- Even hypergeometric polynomials and finite free commutators
- Wilson loop expectations as sums over surfaces on the plane
- Quantum signatures of chaos from free probability
- Planar binary trees, noncrossing partitions and the operator-valued S-transform
- Regularity and convergence properties of finite free convolutions
- Fluctuations of linear spectral statistics of deformed Wigner matrices
- On the spectral edge of non-Hermitian random matrices
- Spectral Pseudorandomness and the Road to Improved Clique Number Bounds for Paley Graphs
- A martingale approach to noncommutative stochastic calculus
- Fluctuations of eigenvalues of a polynomial on Haar unitary and finite rank matrices
- The free energy of matrix models
- Principal angles between random subspaces and polynomials in two free projections
- Quantization of the monotone Poisson central limit theorem
- Quantization of the free Poisson central limit theorem
- Quantization of the Poisson type central limit theorem. I.
- On the Fourier coefficients of word maps on unitary groups
- Self-normalized sums in free probability theory
- Fluctuations of the Stieltjes transform of the empirical spectral distribution of selfadjoint polynomials in Wigner and deterministic diagonal matrices
- Elementary equivalence and disintegration of tracial von Neumann algebras
- Quantitative estimates for operator-valued and infinitesimal Boolean and monotone limit theorems
- Trace moments for Schrödinger operators with matrix white noise and the rigidity of the multivariate stochastic Airy operator
- On limit eigenvalue distributions associated to residual chains of groups
- Fock representation of free convolution powers
- Posets, their incidence algebras and relative operads, and the cohomology comparison theorem
- Boolean, free, and classical cumulants as tree enumerations
- Combinatorial aspects of Parraud's asymptotic expansion for GUE matrices
- Second order cumulants: second order even elements and R-diagonal elements
- Computing free convolutions via contour integrals
- Local statistics and concentration for non-intersecting Brownian bridges with smooth boundary data
- The asymptotic infinitesimal distribution of a real Wishart random matrix
- Multi-point functional central limit theorem for Wigner matrices
- Density of the free additive convolution of multi-cut measures
- Combinatorics of the quantum symmetric simple exclusion process, associahedra and free cumulants
- -shaped random matrices, -plane trees, and -Dyck paths
- On Hardy-like spaces induced by tracial unital Banach -probability spaces
- Genus permutations and genus partitions
- Convergence of high dimensional Toeplitz and related matrices with correlated inputs
- Large N limit of the Yang-Mills measure on compact surfaces. II: Makeenko-Migdal equations and the planar master field
- Non-perturbative isospectrality for quasi-periodic Gasymov-type potentials
- A moment method for invariant ensembles
- Typicality of the projected entangled pair states sampled by random Gaussians
- Block Toeplitz operators on the Hardy-like space induced by a free product tracial unital Banach *-probability space
- Block-Toeplitz operators on the Hardy space induced by a tracial unital Banach -probability space
- Quantum algebra of Chern-Simons matrix model and large N limit
- Strong convergence for tensor GUE random matrices
- Brown measures of deformed L^-valued circular elements
- Blind free deconvolution over one-parameter sparse families via eigenmatrix
- A geometric modeling of Occam's razor in deep learning
- A new approach to strong convergence
- Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
- The Wishart-Rosenzweig-Porter random matrix ensemble
- A new approach to strong convergence. II: The classical ensembles
- Hua-Pickrell diffusions and differential equations related with pseudo-Jacobi polynomials
- Scaling and renormalization in high-dimensional regression
- Stochastic theta methods for free stochastic differential equations
- Spectrum of Laplacian matrices associated with large random elliptic matrices
- Sharp concentration for sums of matrices with Markovian dependence through universality
- Fluctuations of Schensted row insertion
- Operator models and analytic subordination for operator-valued free convolution powers
- A Boolean analogue of Shannon's entropy and monotonicity problem
- A fixed point approach to non-commutative central limit theorems
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