Philippe Biane: Free probability and random matrices
Abstract: I will explain how free probability, which is a theory of independence for non-commutative random variables, can be applied to understand the spectra of various models of random matrices.
Recording during the thematic meeting "Mathematical Methods of Modern Statistics" the July 11, 2017 at the Centre International de Rencontres Mathématiques (Marseille, France)
Filmmaker: Guillaume Hennenfent
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