Free Probability and Random Matrices

By Roland Speicher and James A. Mingo

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1493983466
• ISBN13: 9781493983469
• Release Date: July 2018
• Publisher: Springer
• Length: 336 Pages
• Weight: 1.09 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"