Friday, May 11, 2012

1205.2097 (Jonathan Novak et al.)

Three lectures on free probability    [PDF]

Jonathan Novak, Michael LaCroix
These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.
View original: http://arxiv.org/abs/1205.2097

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