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mingo james a.; speicher roland - free probability and random matrices
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Free Probability and Random Matrices

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Dettagli

Genere:Libro
Lingua: Inglese
Editore:

Springer

Pubblicazione: 06/2017
Edizione: 1st ed. 2017





Trama

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.





Sommario

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.










Altre Informazioni

ISBN:

9781493969418

Condizione: Nuovo
Collana: Fields Institute Monographs
Dimensioni: 235 x 155 mm
Formato: Copertina rigida
Illustration Notes:XIV, 336 p. 45 illus.
Pagine Arabe: 336
Pagine Romane: xiv


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