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IIntroduction to free independence

Wednesday, April 19, 2017 - 09:35 to 10:30
Seminar Hall
Professor Arup Bose
ISI Kolkata
IIntroduction to free independence

Abstract: Independence is a fundamental idea in probability theory. This is the same as product measures with total measure 1.
However, for non-commutative structures, the classical definition of independence does not work. This gave rise to the concept
of free independence as initiated by Voiculescu. We shall present an easy introduction to this idea using partition theory, Mobius function, moments and free cumulants. We shall also explain the deep and interesting connection between free independence and large dimensional random matrices. If time permits, we shall also see how it becomes useful in statistical analysis of high dimensional time series.  

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