The saga ends …

I have now finished my class on random matrices. The last lecture motivated the notion of (asymptotic) freeness from the point of view of looking on independent GUE random matrices. So you might think that there should now be continuations on free probability and alike coming soon. But actually this part of the story was already written and recorded and if you don’t want to spoil the tension you should watch the series not in its historical but in its logical order:

  1. Random Matrices (videos, homepage of class)
  2. Free Probability Theory (videos, homepage of class)
  3. Non-commutative Distributions (and Operator-Valued free Probability Theory) (videos, homepage of class)

More information, in particular the underlying script (sometimes in a handwritten version, sometimes in a more polished texed version), can be found on the corresponding home page of the lecture series.

May freeness be with you …

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