IMPAN lectures 2019/2020: Random matrices and free probability

Random matrices and free probability

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When and where?

When:Tuesdays, 12.15-14.00

Where: Faculty of Mathematics and Computer Science, Nicolaus Copernicus University. Ul. Chopina 12/18, 87-100 Toruń, room L6.

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Tuesday, October 15, 2019.

Lecture 1. What is random matrix theory about?

Lecture notes

Tuesday, October 22, 2019.

Lecture 2. GUE random matrices, part I.

Lecture notes

Tuesday, October 29, 2019.

Lecture 3. GUE random matrices, part II. Convergence of the mean eigenvalues distribution

Lecture notes

Tuesday, November 5, 2019.

Lecture 4. GUE random matrices, part III. Almost sure convergence

Lecture notes

Tuesday, November 12, 2019.

Lecture 5. Classical cumulants

Lecture notes

Tuesday, November 19, 2019.

Lecture 6. Free cumulants

Lecture notes

Tuesday, December 10, 2019.

Lecture 7. Free cumulants 2

Lecture notes

Friday, January 10, 2020.

Lecture 8. Free cumulants 3

Lecture notes