Zoom ID: 870 4615 1732


Free probability is a young mathematical theory that started in the theory of operator algebras. One of the main features of free probability theory is its connection with random matrices. Indeed, free probability provides operator algebraic frameworks for dealing with the limits of random matrices. In this lecture, we will focus on two explicit examples of random matrices (self-adjoint random Gaussian matrices and random unitary matrices), their asymptotic eigenvalue distributions and the related operator algebras.