Free Probability and Random Matrices

£119.50

Free Probability and Random Matrices

Functional analysis and transforms Probability and statistics Stochastics

Authors: James A. Mingo, Roland Speicher

Dinosaur mascot

Collection: Fields Institute Monographs

Language: English

Published by: Springer

Published on: 24th June 2017

Format: LCP-protected ePub

Size: 4 Mb

ISBN: 9781493969425


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.

Target Audience and Content

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.

Show moreShow less