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Lecture Notes on "Free Probability Theory"

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abstract

This in an introduction to free probability theory, covering the basic combinatorial and analytic theory, as well as the relations to random matrices and operator algebras. The material is mainly based on the two books of the lecturer, one joint with Nica and one joint with Mingo. Free probability is here restricted to the scalar-valued setting, the operator-valued version is treated in the subsequent lecture series on "Non-Commutative Distributions". The material here was presented in the winter term 2018/19 at Saarland University in 26 lectures of 90 minutes each. The lectures were recorded and can be found online at https://www.youtube.com/playlist?list=PLY11JnnnTUCYZni2Q7QNVa9hPGu77GK4M

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math.PR 1

years

2026 1

verdicts

CONDITIONAL 1

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Spectrum of Directed Inhomogeneous Random Graphs

math.PR · 2026-07-09 · conditional · novelty 7.0

The spectrum of directed inhomogeneous random graphs follows a non-homogeneous circular law, with finite-rank outliers exhibiting explicit Gaussian fluctuations at scale sqrt(s_n/n).

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  • Spectrum of Directed Inhomogeneous Random Graphs math.PR · 2026-07-09 · conditional · none · ref 17 · internal anchor

    The spectrum of directed inhomogeneous random graphs follows a non-homogeneous circular law, with finite-rank outliers exhibiting explicit Gaussian fluctuations at scale sqrt(s_n/n).