Methods of free probability

Methods of free probability

Created 21 April 2025
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This is a joint introduction to classical and free probability by Teo Banica

41
Pages
0
Questions
32
Exercises
Preface
00
Classical probability
Normal laws
04
Poisson laws
04
Random walks
01
Lie groups
Random matrices
Spectral measures
03
Wigner matrices
Wishart matrices
Block modifications
Free probability
Free probability
02
Circular variables
Poisson limits
01
The bijection
01
Quantum algebra
Quantum groups
01
Free geometry
Invariance questions
Subfactor theory