Lectures on the Combinatorics of Free Probability: London Mathematical Society Lecture Note Series, cartea 335
Autor Alexandru Nica, Roland Speicheren Limba Engleză Paperback – 6 sep 2006
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Specificații
ISBN-13: 9780521858526
ISBN-10: 0521858526
Pagini: 434
Ilustrații: 124 exercises
Dimensiuni: 152 x 229 x 25 mm
Greutate: 0.61 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria London Mathematical Society Lecture Note Series
Locul publicării:Cambridge, United Kingdom
ISBN-10: 0521858526
Pagini: 434
Ilustrații: 124 exercises
Dimensiuni: 152 x 229 x 25 mm
Greutate: 0.61 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria London Mathematical Society Lecture Note Series
Locul publicării:Cambridge, United Kingdom
Cuprins
Part I. Basic Concepts: 1. Non-commutative probability spaces and distributions; 2. A case study of non-normal distribution; 3. C*-probability spaces; 4. Non-commutative joint distributions; 5. Definition and basic properties of free independence; 6. Free product of *-probability spaces; 7. Free product of C*-probability spaces; Part II. Cumulants: 8. Motivation: free central limit theorem; 9. Basic combinatorics I: non-crossing partitions; 10. Basic Combinatorics II: Möbius inversion; 11. Free cumulants: definition and basic properties; 12. Sums of free random variables; 13. More about limit theorems and infinitely divisible distributions; 14. Products of free random variables; 15. R-diagonal elements; Part III. Transforms and Models: 16. The R-transform; 17. The operation of boxed convolution; 18. More on the 1-dimensional boxed convolution; 19. The free commutator; 20. R-cyclic matrices; 21. The full Fock space model for the R-transform; 22. Gaussian Random Matrices; 23. Unitary Random Matrices; Notes and Comments; Bibliography; Index.
Recenzii
"This book is an absolutely indispensable resource for anyone who works in free probability theory, as well as those (advanced undergraduates or graduate students, or professional researchers) newly initiated in the field. Lectures on the Combinatorics of Free Probabilityis sure to be considered one of the important informative texts in this rapidly growing field of study, and it is highly recommended for any reader or researcher in the field."
Todd Kemp, Mathematical Reviews
Todd Kemp, Mathematical Reviews
Notă biografică
Descriere
This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.