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)
- R. Speicher: Combinatorial Theory of the Free Product with Amalgamation and Operator-Valued Free Probability Theory
- A. Nica and R. Speicher: Lectures on the Combinatorics of Free Probability Theory
- J. Mingo and R. Speicher: Free Probability and Random Matrices
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
- Random Matrices, by Roland Speicher (course from winter term 2019/20)
- Free Probability Theory, by Roland Speicher (course from winter term 2018/19)
- Non-commutative Distributions, by Roland Speicher (course from summer term 2019)
- Three Lectures on Free Probability, by Jonathan Novak
- Introduction to Free Probability, by Todd Kemp (course from Spring 2011)
- Lecture Notes on Free Probability, by Vladislav Kargin
- Notes on Free probability Theory, by Dimitri Shlyakhtenko
- Free Probability and Combinatorics, by Michael Anshelevich
- Free probability, course notes for graduate course on “Topics in random matrix theory”, by Terence Tao
- Free Probability and Random Matrices, by Alice Guionnet
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)