Random Matrices and Free Probability Theory


Roland Speicher

Queen's University (Canada)



Abstract:

In the last few years, a large fraction of new results on the asymptotic convergence of the eigenvalues of random matrices has been obtained using the tools of free probability. The power of free probability does not only rely on its new tools (like the R-transform or S-transform), but also on its fresh view on established results.

In this talk, I will give an idea what free probability is about and why and how it is connected to random matrices. In particular, I will also talk about recent joint work with J. Mingo and P. Sniady, where we provide a fresh new look on fluctuations of random matrices from the "free" perspective.



MONDAY, NOVEMBER 15, 2004
4:15 PM
Building 4, Room 231