2012/05/09 by Jonathan Novak, Novak, Jonathan, Michael LaCroix +1 · 3 citations
Mathematics · #Combinatorics (math.CO) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics #advanced mathematical theories
paper · pdf · doi:10.48550/arxiv.1205.2097
openalex publication_date 2012/05/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.