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Free probability of type B and asymptotics of finite-rank perturbations of random matrices
Multi angle
Authors : Shlyakhtenko, Dimitri (Author of the conference)
CIRM (Publisher )
46L54 - Free probability and free operator algebras
15B52 - Random matrices
CIRM (Publisher )
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Abstract :
We show that finite rank perturbations of certain random matrices fit in the framework of infinitesimal (type B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions appearing in additive free convolution) in computations of outlier eigenvalues in spectra of such matrices.
MSC Codes : 46L54 - Free probability and free operator algebras
15B52 - Random matrices
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 02/12/15 Conference Date : 04/11/15 Subseries : Research talks arXiv category : Probability ; Operator Algebras Mathematical Area(s) : Analysis and its Applications ; Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 00:48:47 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2015-11-04_Shlyakhtenko.mp4 
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Information on the Event
Event Title : Conference on noncommutative geometry / Conférence de géométrie non commutativeEvent Organizers : Debord, Claire ; Le Gall, Pierre-Yves ; Tu, Jean-Louis ; Vaes, Stefaan ; Vassout, Stéphane ; Vergnioux, Roland Dates : 02/11/15 - 06/11/15 Event Year : 2015 Event URL : http://conferences.cirm-math.fr/1206.html
Citation Data
DOI : 10.24350/CIRM.V.18882803Cite this video as: Shlyakhtenko, Dimitri (2015). Free probability of type B and asymptotics of finite-rank perturbations of random matrices. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18882803 URI : http://dx.doi.org/10.24350/CIRM.V.18882803 |
Bibliography
- Shlyakhtenko, D. (2015). Free probability of type B and asymptotics of finite-rank perturbations of random matrices.
