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arXiv · 1404.3393

Free probability and random matrices

Roland Speicher
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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.

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Roland Speicher. 2014-04-13. Free probability and random matrices. https://arxiv.org/abs/1404.3393

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