Description

Book Synopsis
Treats free probability theory, which has been extensively developed since the early 1980s. This work focuses on entropy and the random matrix model approach. It is suitable as a reference for mathematicians interested in free probability theory and can serve as a text for an advanced graduate course.

Table of Contents
Overview Probability laws and noncommutative random variables The free relation Analytic function theory and infinitely divisible laws Random matrices and asymptotically free relation Large deviations for random matrices Free entropy of noncommutative random variables Relation to operator algebras Bibliography Index.

The Semicircle Law Free Random Variables and

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    A Paperback by Fumio Hiai, Petz Denes

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      Publisher: MP-AMM American Mathematical
      Publication Date: 3/30/2006 12:00:00 AM
      ISBN13: 9780821841358, 978-0821841358
      ISBN10: 0821841351

      Description

      Book Synopsis
      Treats free probability theory, which has been extensively developed since the early 1980s. This work focuses on entropy and the random matrix model approach. It is suitable as a reference for mathematicians interested in free probability theory and can serve as a text for an advanced graduate course.

      Table of Contents
      Overview Probability laws and noncommutative random variables The free relation Analytic function theory and infinitely divisible laws Random matrices and asymptotically free relation Large deviations for random matrices Free entropy of noncommutative random variables Relation to operator algebras Bibliography Index.

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