The Semicircle Law, Free Random Variables and Entropy

2006498 citationsBook

Authors

Abstract

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.

Topics & Keywords

Random Matrices and Applications Statistical Mechanics and Entropy

UN Sustainable Development Goals

Peace, Justice and strong institutionsReduced inequalities

Publication Details

Published in: Mathematical surveys and monographs

DOI: 10.1090/surv/077

Field-Weighted Citation Impact: 7.71