Free probability theory and random matrices.
Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Free probability and free operator algebras (46L54) Applications of functional analysis in statistical physics (46N55) Probability distributions: general theory (60E05)
This is an excellent survey, respectively introduction, into recent developments in free probability theory and its applications to random matrices. The exposition is centered around the combinatorial approach to free probability and so-called free cumulants. The latter are multilinear functionals which are defined in combinatorial terms by a formula involving non-crossing partitions. The author superbly guides the reader through a number of important examples and presents a carefully selected list of relevant publications. For the entire collection see [Zbl 1014.00010].
- The polynomial method for random matrices
- Free stochastic measures via noncrossing partitions
- Free probability theory. Abstracts from the workshop held June 7--13, 2015
- Concentration and convergence rates for spectral measures of random matrices
- Sums of commutators in free probability
- Free probability theory
- Lectures on the Combinatorics of Free Probability
- Natural statistics for spectral samples
- scientific article; zbMATH DE number 1962911 (Why is no real title available?)
- Λ-FREE PROBABILITY
- scientific article; zbMATH DE number 1790014 (Why is no real title available?)
- scientific article; zbMATH DE number 2222542 (Why is no real title available?)
- The tensor Harish-Chandra-Itzykson-Zuber integral. II: Detecting entanglement in large quantum systems
- Structured random matrices and cyclic cumulants: a free probability approach
- Exact entanglement in the driven quantum symmetric simple exclusion process
- Free probability theory. Papers from a workshop on random matrices and operator algebra free products, Toronto, Canada, Mars 1995
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