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:
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.
The lectures on our free probability class are over now. All 26 lectures are uploaded on the video platform, and the scans of my handwritten course notes can be found here.
I plan to continue next term with a class on “Non-Commutative Distributions”; this will in particular cover the operator-valued version of free probability and its use for dealing with polynomials in free variables, as well as addressing regularity properties of the distribution of such polynomials. There will be more cool stuff, but I still have to think about details. Our summer term starts in April, then I will be back with more information.
The plan is to continue with the recording of the lectures. If you have any suggestions on how to improve on this, please let me know.
I have now started to put scans of my handwritten lecture notes online; they correspond more or less to what I write on the blackboard. As we are now, in the context of random matrix calculations, having a lot of indices hanging around it might in some cases be easier to decipher those from my notes than from the blackboard. Maybe sometimes in the future I will even tex them, but don’t count on this … In any case, most of the material I am presenting in this class is either from my book with Andu or from my book with Jamie, so that there exist already nicely written notes on this.
There is of course much more to say about random matrices. One issue is that in this class I cover only convergence and asymptotic freeness results in the averaged sense. Of course, almost sure versions of those results usually also exist. For more on those and other aspects of random matrices I refer to the random matrix literature (part of which you can find on the homepage of my class “Random Matrices” from last term). There exists also a nice tex-ed version of the lectures notes from my class on random matrices.
We have now the Christmas break for our term. This means there will be no classes for two weeks. We will continue on January 7, 2019; there will be about ten more lectures. We will then cover two more main themes:
i) the random matrix connections of free probability (in particular, show the asymptotic freeness of many random matrix models)
ii) applications of free probability to von Neumann algebras (in particular, treat results about compressions of free group factors)