Free probability and random matrices | Vidéo | Carmin.tv

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Free probability and random matrices

By Philippe Biane

Appears in collection : Mathematical methods of modern statistics / Méthodes mathématiques en statistiques modernes

I will explain how free probability, which is a theory of independence for non-commutative random variables, can be applied to understand the spectra of various models of random matrices.

Information about the video

Date of recording 11/07/2017
Date of publication 20/07/2017
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19194203
Cite this video Biane, Philippe (11/07/2017). Free probability and random matrices. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19194203
URL https://dx.doi.org/10.24350/CIRM.V.19194203

Domain(s)

Bibliography

Biane, P., Guionnet, A., & Voiculescu, D.-V. (2012). Noncommutative probability and random matrices at Saint-Flour. Berlin: Springer - http://www.springer.com/us/book/9783642327988
Biane, P. (2003). Free probability for probabilists. In S. Attal, & J.M. Lindsay (Eds.), Quantum probability communications. Vol XII. Lectures from the Grenoble summer school, Grenoble, France, June 1998 (pp.55-71). River Edge, NJ: World Scientific - http://www.arxiv.org/abs/math/9809193
Hiai, F., & Petz, D. (2000). The semicircle law, free random variables and entropy. Providence, RI: American Mathematical Society - http://dx.doi.org/10.1090/surv/077
Speicher, R. (1998). Combinatorial theory of the free product with amalgamation and operator-valued free probability theory. Providence, RI: American Mathematical Society - http://dx.doi.org/10.1090/memo/0627

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