1. Introduction&Purposes

This is a short course in free probability, aiming at the students and researchers who have never been exposed to free probability. Our focus is on the so-called R-transform, which is a useful tool for analyzing the limiting behavior of the eigenvalue distribution for certain large random matrices. We hope this course can serve as an invitation to this new, exciting area in mathematics.

2. Outline & Descriptions

Please refer to the detailed course descriptions.

3. Grading

Students are encouraged to participate in the two Wednesday tutorial sessions arranged on July 3 and10. Each will be given a  questions, with appropriate hints and assistance, top resent during the session.When applicable, credits are earned based on the presentation performance.

4. Prerequisites

Measure theory and linear algebra (spectral theorem) in any standard undergraduate curriculum.

5. Registration

https://forms.gle/jPtcZdYM7mVSSAaw5