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Free Cumulants: First and Second Order
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.