Free probability, random matrices and transport maps
Presenter
March 10, 2015
Keywords:
- free probability
- C*, W* algebras
- transport maps
- universality of random matrices
- Gaussian ensemble
- Wigner's semicircle law
- operator-norm convergence
MSC:
- 46Lxx
- 46-xx
- 46L09
- 46L51
- 46L53
- 46L54
- 46N30
- 47N30
Abstract
We will discuss transport maps techniques to construct isomorphisms of C^* algebras and study the local fluctuations of the eigenvalues of polynomials in several GUE matrices.