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Pré-Publication, Document De Travail Année : 2022

Methods of free probability

Teo Banica
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Résumé

This is an introduction to free probability, or rather to both classical and free probability, which are twin sisters. We discuss in detail the foundations and main results of both theories, by insisting on their common features, and by using a light formalism, based on the moment method and standard calculus. We include as well a discussion of more advanced aspects, in relation with random matrices, groups and quantum groups, free geometry, operator algebras and subfactor theory.
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Dates et versions

hal-03751880 , version 1 (16-08-2022)
hal-03751880 , version 2 (11-11-2022)
hal-03751880 , version 3 (10-12-2022)
hal-03751880 , version 4 (20-06-2023)

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  • HAL Id : hal-03751880 , version 2

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Teo Banica. Methods of free probability. 2022. ⟨hal-03751880v2⟩
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