Podstawowe pojęcia wolnej probabilistyki
Basic concepts of free probability theory
Author(s): Wiktor EjsmontSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: free probability theory; Wigner’s distribution; Gauss distribution
Summary/Abstract: Free probability theory was created by Dan Voiculescu, motivated by his efforts to understand special classes of von Neumann algebras. In the following we will give, mostly from the probability point of view, a survey on some of the basic ideas and results of free probability theory and show that in free probability theory, the role of Wigner’s semicircle distribution is analogous to that of the normal distribution in classical probability theory.
Journal: Śląski Przegląd Statystyczny
- Issue Year: 20/2016
- Issue No: 14
- Page Range: 65-74
- Page Count: 10
- Language: Polish