Basic concepts of free probability theory Cover Image

Podstawowe pojęcia wolnej probabilistyki
Basic concepts of free probability theory

Author(s): Wiktor Ejsmont
Subject(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.

  • Issue Year: 20/2016
  • Issue No: 14
  • Page Range: 65-74
  • Page Count: 10
  • Language: Polish
Toggle Accessibility Mode