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＜電子ブック＞
Free Probability and Random Matrices / by James A. Mingo, Roland Speicher
(Fields Institute Monographs. ISSN:21943079 ; 35)

版	1st ed. 2017.
出版者	(New York, NY : Springer New York : Imprint: Springer)
出版年	2017
大きさ	XIV, 336 p. 45 illus : online resource
著者標目	*Mingo, James A author Speicher, Roland author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Functional analysis FREE:Probability Theory FREE:Functional Analysis
一般注記	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 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. 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 HTTP:URL=https://doi.org/10.1007/978-1-4939-6942-5

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