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Free Random Variables
Language: en
Pages: 80
Authors: Dan V. Voiculescu
Categories: Mathematics
Type: BOOK - Published: 1992 - Publisher: American Mathematical Soc.

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This book presents the first comprehensive introduction to free probability theory, a highly noncommutative probability theory with independence based on free p
Free Probability and Random Matrices
Language: en
Pages: 343
Authors: James A. Mingo
Categories: Mathematics
Type: BOOK - Published: 2017-06-24 - Publisher: Springer

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This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwine
Lectures on the Combinatorics of Free Probability
Language: en
Pages: 430
Authors: Alexandru Nica
Categories: Mathematics
Type: BOOK - Published: 2006-09-07 - Publisher: Cambridge University Press

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This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.
The Semicircle Law, Free Random Variables and Entropy
Language: en
Pages: 389
Authors: Fumio Hiai
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher: American Mathematical Soc.

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The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model
Sums of Independent Random Variables
Language: en
Pages: 360
Authors: V.V. Petrov
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The classic "Limit Dislribntions fOT slt1ns of Independent Ramdorn Vari ables" by B.V. Gnedenko and A.N. Kolmogorov was published in 1949. Since then the theory
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