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”)

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)