Student Probability Seminar

Introduction to Free Probability

Speaker: Ben McKenna

Location: Warren Weaver Hall 1314

Date: Wednesday, November 29, 2017, 10 a.m.


Free probability is a generalization of classical probability that allows one to deal with random variables that do not commute. For this reason, it is an extremely helpful tool in random matrix theory, where it has been used since the 1990s. In this brief tour, we will motivate the subject combinatorially, explore it algebraically, and apply it probabilistically.