Methods of free probability - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2024

Methods of free probability

Teo Banica
  • Fonction : Auteur
  • PersonId : 1045618

Résumé

This is a joint introduction to classical and free probability, which are twin sisters. We first review the foundations of classical probability, notably with the main limiting theorems (CLT, CCLT, PLT, CPLT), and with a look into examples coming from Lie groups and random matrices. Then we present the foundations and main results of free probability, notably with free limiting theorems, and with a look into examples coming from quantum groups and random matrices. We discuss then a number of more advanced aspects, in relation with free geometry and with subfactor theory.
Fichier principal
Vignette du fichier
fp.pdf (1.55 Mo) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

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)
hal-03751880 , version 5 (29-08-2024)

Identifiants

  • HAL Id : hal-03751880 , version 5

Citer

Teo Banica. Methods of free probability. 2024. ⟨hal-03751880v5⟩
50 Consultations
125 Téléchargements

Partager

More