IMPAN lectures 2017: Random matrices and Free probability

Random matrices and Free probability

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When and where?

When: on random WEDNESDAYS, 12.15-15.45, with a lunch break 13.45-14.15.

Where: room 405

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Thursday, October 5, 2017. 12.15-16.00 in Room 106

Lecture 1. GUE random matrices

What is it all about? What are the needs of the Audience?

Exercise 0. Read the 2-page notice of Persi Diaconis.

Exercise 1. Visit the website of Prof. Dr. Roland Speicher and read pages 9-13 from the book Free Probability and Random Matrices.

Lecture notes 0

Lecture notes 1

 

Wednesday, October 18, 2017, 12.15-15.45, in room 405

Lecture 2. Freeness

Lecture notes 2

 

Wednesday, November 8, 2017, 12.15-15.45, in room 405

Lecture 3. Free cumulants

Lecture notes 3.

 

Wednesday, November 22, 2017, 12.15-15.45, in room 405

Lecture 4

Lecture notes 4 part A (preliminary version)

Lecture notes 4 part B (preliminary version)

 

Wednesday, December 6. CANCELLED

CANCELLED (due to sickness)

 

Wednesday, December 20, 2017, 12.15-15.45, in room 405

Lecture 5

 

Wednesday, January 10, 2018, 12.15-15.45, in room 405

Lecture 6

 

Wednesday, January 24, 2018,  12.15-15.45, in room 405

Lecture 7