|Date||Nov 21, 2018|
People have tried to construct probability theory for non-commutative elements (typically operators on Hilbert spaces). An interesting feature is that we encounter various notions of "independence". For each notion of independence, we can formulate central limit theorem, convolution of probability measures, Brownian motion, etc. This talk is an introduction to such a theory. If time allows I will mention a connection to random matrix theory.