Student Probability Seminar

Introduction to Free Probability

Speaker: Ben McKenna, CIMS

Location: TBA

Date: Wednesday, October 7, 2020, 10 a.m.


In random matrix theory, one probability distribution holds central importance (perhaps even more than Gaussians): Wigner's semicircle law. The question "why is semicircle so important?" has as many answers as there are probabilists, but in this talk we'll give one answer: The semicircle law is an extremely natural object in "free probability," which studies random variables which, like matrices, do not commute. (No background in random matrices or free probability will be assumed.)