Tuesday, February 9, 2021
(Conferences / Seminars / Lectures)
COLLOQUIUM more information...
Arup Bose, Indian Statistical Institute, Kolkata, will be speaking.
The presentation is titled "Free Probability and Random Matrices: An Introduction."
A central theme in random matrix theory is the convergence of random matrices as their dimensions increase. We shall discuss some of these convergence concepts and give several examples. Since matrices are in general not commutative, the limits are often not easy to describe.
Often the limits exhibit a kind of independence, known as free independence. We shall introduce this concept, which is special to non-commutative variables, via a combinatorial approach.