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Three lectures on free probability

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arxiv 1205.2097 v1 pith:B3QBWGGX submitted 2012-05-09 math.CO math-phmath.MPmath.PR

Three lectures on free probability

classification math.CO math-phmath.MPmath.PR
keywords freeprobabilityrandomfirstlecturesmatrixadditiveaimed
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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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