Tue, 24 Feb 2026
16:00
16:00
L6
Random Matrices and Free Cumulants
Roland Speicher
Abstract
The asymptotic large N limit of random matrices often transforms classical concepts (independence, cumulants, partitions of sets) into their free counter-parts (free independence, free cumulants, non-crossing partitions) and the limit of random matrices gives rise to interesting operator algebras. I will explain these relations, with a particular emphasis on the effect of non-linear functions on the entries of random matrices