Literature on Free Probability

Here I will put information on literature related to free probability.

Links to more info on my books (in particular, including pdf-files and errata for my books with Andu and Jamie)

Other books related to free probability

  • Voiculescu, D. V., Dykema, K. J., Nica, A.: Free random variables. CRM Monograph Series, 1. American Mathematical Society, Providence, RI, 1992
  • Fumio Hiai and Denis Petz: The Semicircle Law, Free Random Variables, and Entropy,
  • D.-V. Voiculescu, N. Stammeier, M. Weber (eds.): Free Probability and Operator Algebras, Münster Lectures in Mathematics, EMS, 2016
  • Greg Anderson, Alice Guionnet, Ofer Zeitouni, Cambridge University Press 2010, An Introduction to Random Matrices (with Chapter 5 on “Free Probabity”)
  • Arup Bose, Random Matrices and Non-Commutative Probability. Chapman and Hall/CRC, 2021.

Free probability, random matrices and applications

  • Antonia Tulino and Sergio Verdú. “Random matrix theory and wireless communications.” Foundations and Trends® in Communications and Information Theory 1.1 (2004): 1-182.
  • Romain Couillet and Merouane Debbah. Random matrix methods for wireless communications. Cambridge University Press, 2011.
  • Robert Qiu and Paul Antonik. Smart grid using big data analytics: a random matrix theory approach. John Wiley & Sons, 2017.
  • Marc Potters and Jean-Philippe Bouchaud. A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists. Cambridge University Press, 2020.

Lecture notes on free probability

Links to other relevant websites

  • website of CIMAT with a collection of Bachelor, Master and PhD theses of Mexican institutions related to non-commutative probability or random matrices (some in English, some in Spanish)