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arXiv · 1205.2097

Three lectures on free probability

Jonathan Novak·Michael LaCroix
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Abstract

These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.

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Jonathan Novak, Michael LaCroix. 2012-05-09. Three lectures on free probability. https://arxiv.org/abs/1205.2097

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