The concept of freeness was introduced by Voiculescu in the context of
operator algebras. Later it was observed that it is also relevant for large
random matrices. We will show how the combination of various free probability
results with a linearization trick allows to address successfully the problem
of determining the asymptotic eigenvalue distribution of general selfadjoint
polynomials in independent random matrices.
%0 Report
%1 speicher2014probability
%A Speicher, Roland
%D 2014
%K matrix-factorization probability randomized theory
%T Free probability and random matrices
%U http://arxiv.org/abs/1404.3393
%X The concept of freeness was introduced by Voiculescu in the context of
operator algebras. Later it was observed that it is also relevant for large
random matrices. We will show how the combination of various free probability
results with a linearization trick allows to address successfully the problem
of determining the asymptotic eigenvalue distribution of general selfadjoint
polynomials in independent random matrices.
@techreport{speicher2014probability,
abstract = {The concept of freeness was introduced by Voiculescu in the context of
operator algebras. Later it was observed that it is also relevant for large
random matrices. We will show how the combination of various free probability
results with a linearization trick allows to address successfully the problem
of determining the asymptotic eigenvalue distribution of general selfadjoint
polynomials in independent random matrices.},
added-at = {2020-02-06T15:15:28.000+0100},
author = {Speicher, Roland},
biburl = {https://www.bibsonomy.org/bibtex/29c904756506ed1138365d0a06eed8be1/kirk86},
description = {[1404.3393] Free probability and random matrices},
interhash = {e96cce7d37b9a155b6bc8697866c0d63},
intrahash = {9c904756506ed1138365d0a06eed8be1},
keywords = {matrix-factorization probability randomized theory},
note = {cite arxiv:1404.3393Comment: Contribution to the proceedings of the ICM 2014 in Seoul},
timestamp = {2020-02-06T15:15:28.000+0100},
title = {Free probability and random matrices},
url = {http://arxiv.org/abs/1404.3393},
year = 2014
}