Details

Free Probability and Random Matrices


Free Probability and Random Matrices


Fields Institute Monographs, Band 35

von: James A. Mingo, Roland Speicher

139,09 €

Verlag: Springer
Format: PDF
Veröffentl.: 24.06.2017
ISBN/EAN: 9781493969425
Sprache: englisch

Dieses eBook enthält ein Wasserzeichen.

Beschreibungen

<p>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.</p>

<p>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.&nbsp;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.</p><p></p>
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.
<p>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.</p>

<p>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.</p><p></p>
Covers a variety of different facets of free probability, giving a flavor of the breadth of the subject Features exercises scattered throughout the text Showcases basic ideas and results in order to focus on their relation Includes supplementary material: sn.pub/extras

Diese Produkte könnten Sie auch interessieren:

Modeling Uncertainty
Modeling Uncertainty
von: Moshe Dror, Pierre L'Ecuyer, Ferenc Szidarovszky
PDF ebook
236,81 €
Level Crossing Methods in Stochastic Models
Level Crossing Methods in Stochastic Models
von: Percy H. Brill
PDF ebook
203,29 €
Continuous Bivariate Distributions
Continuous Bivariate Distributions
von: N. Balakrishnan, Chin Diew Lai
PDF ebook
128,39 €