Student Probability Seminar

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A Crash Course in Free Probability

Speaker: Mason Haberle, NYU Courant

Location: Warren Weaver Hall 201

Date: Wednesday, February 7, 2024, 12:15 p.m.

Synopsis:

"Free probability" is the study of random variables which don't commute under multiplication.  Though it was originally introduced as a tool for studying operator algebras, it has since proved a powerful weapon for sharpening and generalizing results in random matrix theory and related fields.  In this talk, we will introduce free probability and discuss the free central limit theorem.  We'll see how this theorem gives a strengthened form of Wigner's semicircle law for random matrices.