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Introduction to Free Probability

Student-Run Applied & Math Seminar

Speaker: David Renfrew, UC Davis
Location: 2112 MSB
Start time: Wed, Oct 12 2011, 12:10PM

In 1983 Voiculescu introduced free probability in the study of operator algebras. In this talk I will introduce free probability and show how it is a natural (and useful) non-commutative generalization of classical probability. I will conclude with an application to Random Matrix Theory.