Free probability theory
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Publication:3105262
zbMATH Open1241.46039arXiv0911.0087MaRDI QIDQ3105262FDOQ3105262
Authors: Roland Speicher 
Publication date: 5 January 2012
Abstract: Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation transformed the theory dramatically. Not only did this yield spectacular results about the structure of operator algebras, but it also brought new concepts and tools into the realm of random matrix theory. In the following we will give, mostly from the random matrix point of view, a survey on some of the basic ideas and results of free probability theory.
Full work available at URL: https://arxiv.org/abs/0911.0087
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