Advertisement

Free Probability and Random Matrices

  • James A. Mingo
  • Roland Speicher

Part of the Fields Institute Monographs book series (FIM, volume 35)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. James A. Mingo, Roland Speicher
    Pages 1-21
  3. James A. Mingo, Roland Speicher
    Pages 23-49
  4. James A. Mingo, Roland Speicher
    Pages 51-91
  5. James A. Mingo, Roland Speicher
    Pages 93-120
  6. James A. Mingo, Roland Speicher
    Pages 121-158
  7. James A. Mingo, Roland Speicher
    Pages 159-174
  8. James A. Mingo, Roland Speicher
    Pages 175-194
  9. James A. Mingo, Roland Speicher
    Pages 225-247
  10. James A. Mingo, Roland Speicher
    Pages 263-280
  11. James A. Mingo, Roland Speicher
    Pages 281-318
  12. Back Matter
    Pages 319-336

About this book

Introduction

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory.

The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.

Keywords

Guassian random matrices free central limit theorem free harmonic analysis Cauchy transform asymptotic freeness

Authors and affiliations

  • James A. Mingo
    • 1
  • Roland Speicher
    • 2
  1. 1.Department of Mathematics and StatisticsQueen’s UniversityKingstonCanada
  2. 2.FB MathematikUniversität des SaarlandesSaarbrückenGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4939-6942-5
  • Copyright Information Springer Science+Business Media LLC 2017
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4939-6941-8
  • Online ISBN 978-1-4939-6942-5
  • Series Print ISSN 1069-5273
  • Series Online ISSN 2194-3079
  • Buy this book on publisher's site
Industry Sectors
Pharma
Biotechnology
Finance, Business & Banking
IT & Software
Telecommunications
Consumer Packaged Goods
Aerospace
Oil, Gas & Geosciences
Engineering