EnglishFree probability and random matrices
Multi angle
Auteurs : Biane, Philippe (Auteur de la Conférence)
CIRM (Editeur )
46L53 - Noncommutative probability and statistic
46L54 - Free probability and free operator algebras
60B20 - Random matrices (probabilistic aspects)
15B52 - Random matrices
CIRM (Editeur )
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Résumé :
I will explain how free probability, which is a theory of independence for non-commutative random variables, can be applied to understand the spectra of various models of random matrices.
Codes MSC : 46L53 - Noncommutative probability and statistic
46L54 - Free probability and free operator algebras
60B20 - Random matrices (probabilistic aspects)
15B52 - Random matrices
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Informations sur la Vidéo
Langue : AnglaisDate de publication : 20/07/17 Date de captation : 11/07/17 Sous collection : Research talks arXiv category : Probability ; Operator Algebras Domaine : Probability & Statistics ; Analysis and its Applications Format : MP4 (.mp4) - HD Durée : 00:38:51 Audience : Researchers Download : https://videos.cirm-math.fr/2017-07-11_Biane.mp4 
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Informations sur la Rencontre
Nom de la rencontre : Mathematical methods of modern statistics / Méthodes mathématiques en statistiques modernesOrganisateurs de la rencontre : Graczyk, Piotr ; Panloup, Fabien ; Proïa, Frédéric ; Roquain, Etienne ; Wesolowski, Jacek Dates : 10/07/17 - 14/07/17 Année de la rencontre : 2017 URL Congrès : http://conferences.cirm-math.fr/1487.html
Données de citation
DOI : 10.24350/CIRM.V.19194203Citer cette vidéo: Biane, Philippe (2017). Free probability and random matrices. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19194203 URI : http://dx.doi.org/10.24350/CIRM.V.19194203 |
Bibliographie
- Biane, P., Guionnet, A., & Voiculescu, D.-V. (2012). Noncommutative probability and random matrices at Saint-Flour. Berlin: Springer - http://www.springer.com/us/book/9783642327988
- Biane, P. (2003). Free probability for probabilists. In S. Attal, & J.M. Lindsay (Eds.), Quantum probability communications. Vol XII. Lectures from the Grenoble summer school, Grenoble, France, June 1998 (pp.55-71). River Edge, NJ: World Scientific - http://www.arxiv.org/abs/math/9809193
- Hiai, F., & Petz, D. (2000). The semicircle law, free random variables and entropy. Providence, RI: American Mathematical Society - http://dx.doi.org/10.1090/surv/077
- Speicher, R. (1998). Combinatorial theory of the free product with amalgamation and operator-valued free probability theory. Providence, RI: American Mathematical Society - http://dx.doi.org/10.1090/memo/0627
