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Free Probability and Random Matrices

Free Probability and Random Matrices

Hardcover

Series: Fields Institute Monographs, Book 35

CalculusGeneral MathematicsProbability & Statistics

ISBN10: 1493969412
ISBN13: 9781493969418
Publisher: Springer
Published: Jun 26 2017
Pages: 336
Weight: 1.47
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
1. Asymptotic Freeness of Gaussian Random Matrices.- 2. The Free Central Limit Theorem and Free Cumulants.- 3. Free Harmonic Analysis.- 4. Asymptotic Freeness.- 5. Second Order Freeness.- 6. Free Group Factors and Freeness.- 7. Free Entropy X-the Microstates Approach via Large Deviations.- Free Entropy X*-the Non-Microstates Approach via Free Fisher Information.- 9. Operator-Valued Free Probability Theory and Block Random Matrices.- 10. Polynomials in Free Variables and Operator-Valued Convolution.- 11. Brown Measure.- Solutions to Exercises.- References.- Index of Exercises.

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Mingo, James A.

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Probability & Statistics