Analysis seminar

Friday, March 21, 2014 3:30 pm - 3:30 pm EDT (GMT -04:00)

Roland Speicher, Universit ̈at des Saarlandes

“Free Probability Theory and Random Matrices”

I will give a concise introduction to free probability theory and random matrix theory. The main focus will be on the relation between both subjects. In particular, I want to show how recent advances in free probability allow us to calculate the asymptotic eigenvalue distribution for a very general class of random matrices.