Abstract
Free probability theory originated in the context of operator algebras, however, one of the main features of that theory is its connection with random matrices.Indeed, free probability can be considered as the theory providing concepts and notations, without relying on random matrices, for dealing with the limit N → ∞ of N × N-random matrices.
Research supported by a grant of NSERC, Canada
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Speicher, R. (2003). Free Probability Theory and Random Matrices. In: Vershik, A.M., Yakubovich, Y. (eds) Asymptotic Combinatorics with Applications to Mathematical Physics. Lecture Notes in Mathematics(), vol 1815. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44890-X_3
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DOI: https://doi.org/10.1007/3-540-44890-X_3
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