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Free probability and random matrices
Multi angle
Authors : Biane, Philippe (Author of the conference)
CIRM (Publisher )
46L53 - Noncommutative probability and statistic
46L54 - Free probability and free operator algebras
60B20 - Random matrices (probabilistic aspects)
15B52 - Random matrices
CIRM (Publisher )
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Abstract :
I will explain how free probability, which is a theory of independence for non-commutative random variables, can be applied to understand the spectra of various models of random matrices.
MSC Codes : 46L53 - Noncommutative probability and statistic
46L54 - Free probability and free operator algebras
60B20 - Random matrices (probabilistic aspects)
15B52 - Random matrices
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 20/07/17 Conference Date : 11/07/17 Subseries : Research talks arXiv category : Probability ; Operator Algebras Mathematical Area(s) : Probability & Statistics ; Analysis and its Applications Format : MP4 (.mp4) - HD Video Time : 00:38:51 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2017-07-11_Biane.mp4 
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Information on the Event
Event Title : Mathematical methods of modern statistics / Méthodes mathématiques en statistiques modernesEvent Organizers : Graczyk, Piotr ; Panloup, Fabien ; Proïa, Frédéric ; Roquain, Etienne ; Wesolowski, Jacek Dates : 10/07/17 - 14/07/17 Event Year : 2017 Event URL : http://conferences.cirm-math.fr/1487.html
Citation Data
DOI : 10.24350/CIRM.V.19194203Cite this video as: Biane, Philippe (2017). Free probability and random matrices. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19194203 URI : http://dx.doi.org/10.24350/CIRM.V.19194203 |
See Also
- [Multi angle] Learning on the symmetric group / Author of the conference Vert, Jean-Philippe.
- [Multi angle] Selective inference in genetics / Author of the conference Sabatti, Chiara.
- [Multi angle] Bayesian nonparametric inference for multivariate Hawkes processes / Author of the conference Rousseau, Judith.
- [Post-edited] A review of challenges in high dimensional multiple inferences / Author of the conference Benjamini, Yoav.
Bibliography
- Biane, P., Guionnet, A., & Voiculescu, D.-V. (2012). Noncommutative probability and random matrices at Saint-Flour. Berlin: Springer - http://www.springer.com/us/book/9783642327988
- Biane, P. (2003). Free probability for probabilists. In S. Attal, & J.M. Lindsay (Eds.), Quantum probability communications. Vol XII. Lectures from the Grenoble summer school, Grenoble, France, June 1998 (pp.55-71). River Edge, NJ: World Scientific - http://www.arxiv.org/abs/math/9809193
- Hiai, F., & Petz, D. (2000). The semicircle law, free random variables and entropy. Providence, RI: American Mathematical Society - http://dx.doi.org/10.1090/surv/077
- Speicher, R. (1998). Combinatorial theory of the free product with amalgamation and operator-valued free probability theory. Providence, RI: American Mathematical Society - http://dx.doi.org/10.1090/memo/0627
