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Free Cumulants: First and Second Order

Mathematical Physics & Probability

Speaker: James Mingo, Queen's University
Location: 2112 MSB
Start time: Wed, Feb 6 2008, 4:10PM

Twenty years ago Voiculescu showed that the limiting distribution of sums and products of some ensembles of random matrices could be computed using some algebraic methods of "free" probability. At the core of free probability are the "free" cumulants. In recent years I have developed with Roland Speicher a theory of second order cumulants to do for global fluctuations what Voiculescu's theory did for limiting distributions.

There will be a lunch with the speaker on Thursday 2/7.