Abstract

Free probability studies non-commutative random variables using probabilistic methods and language, in which one often finds large dimensional random matrices as models for these variables. The aim of this summer course is to present the basics of free probability, as well as a survey of recent results, to students and researchers. Prerequisites are linear algebra (including the spectral theorem) and measure theory.  

Lectures (10 hours): R201

•   14:00-15:00 on 6/26 (Monday)

•   10:00-11:30 and 14:00-15:30 on 6/27 (Tuesday), 6/29 (Thursday), and 7/4 (Tuesday)

Discussions (2 hours): R430

•   14:30-15:30 on 6/30 (Friday) and 7/5 (Wednesday)

Registration

https://goo.gl/forms/xXLeLeaoc94E6XLq1