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Free Probability
Free probability is a mathematical theory that studies non-commutative random variables. The "freeness" or free independence property is the analogue of the classical notion of independence, and it is connected with free products. This theory was initiated by Dan Voiculescu around 1986 in order to attack the free group factors isomorphism problem, an important unsolved problem in the theory of operator algebras. Given a free group on some number of generators, we can consider the von Neumann algebra generated by the group algebra, which is a type II1 factor. The isomorphism problem asks whether these are isomorphic for different numbers of generators. It is not even known if any two free group factors are isomorphic. This is similar to Tarski's free group problem, which asks whether two different non-abelian finitely generated free groups have the same elementary theory. Later connections to random matrix theory, combinatorics, representations of symmetric groups, large deviations, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Large Deviations
In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insurance mathematics, namely ruin theory with Cramér and Lundberg. A unified formalization of large deviation theory was developed in 1966, in a paper by Varadhan. Large deviations theory formalizes the heuristic ideas of ''concentration of measures'' and widely generalizes the notion of convergence of probability measures. Roughly speaking, large deviations theory concerns itself with the exponential decline of the probability measures of certain kinds of extreme or ''tail'' events. Introductory examples An elementary example Consider a sequence of independent tosses of a fair coin. The possible outcomes could be heads or tails. Let us denote the possible outcome of the i-th trial by where we encode head as 1 and tail as 0. Now let M_N ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Circular Law
In probability theory, more specifically the study of random matrices, the circular law concerns the distribution of eigenvalues of an random matrix with independent and identically distributed entries in the limit . It asserts that for any sequence of random matrices whose entries are independent and identically distributed random variables, all with mean zero and variance equal to , the limiting spectral distribution is the uniform distribution over the unit disc. Precise statement Let (X_n)_^\infty be a sequence of matrix ensembles whose entries are i.i.d. copies of a complex random variable with mean 0 and variance 1. Let \lambda_1, \ldots, \lambda_n, 1 \leq j \leq n denote the eigenvalues of \displaystyle \fracX_n . Define the empirical spectral measure of \displaystyle \frac X_n as : \mu_(A) = n^ \#\~, \quad A \in \mathcal(\mathbb). With these definitions in mind, the circular law asserts that almost surely (i.e. with probability one), the sequence of meas ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Wigner Semicircle Distribution
The Wigner semicircle distribution, named after the physicist Eugene Wigner, is the probability distribution on minus;''R'', ''R''whose probability density function ''f'' is a scaled semicircle (i.e., a semi-ellipse) centered at (0, 0): :f(x)=\sqrt\, for −''R'' ≤ ''x'' ≤ ''R'', and ''f''(''x'') = 0 if '', x, '' > ''R''. It is also a scaled beta distribution: if ''Y'' is beta-distributed with parameters α = β = 3/2, then ''X'' = 2''RY'' – ''R'' has the Wigner semicircle distribution. The distribution arises as the limiting distribution of eigenvalues of many random symmetric matrices as the size of the matrix approaches infinity. The distribution of the spacing between eigenvalues is addressed by the similarly named Wigner surmise. General properties The Chebyshev polynomials of the third kind are orthogonal polynomials with respect to the Wigner semicircle distribution. For positive integers ''n'', the 2''n''-th moment of this distribution is :E(X^)=\ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Matrix
In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all elements are random variables. Many important properties of physical systems can be represented mathematically as matrix problems. For example, the thermal conductivity of a lattice can be computed from the dynamical matrix of the particle-particle interactions within the lattice. Applications Physics In nuclear physics, random matrices were introduced by Eugene Wigner to model the nuclei of heavy atoms. Wigner postulated that the spacings between the lines in the spectrum of a heavy atom nucleus should resemble the spacings between the eigenvalues of a random matrix, and should depend only on the symmetry class of the underlying evolution. In solid-state physics, random matrices model the behaviour of large disordered Hamiltonians in the mean-field approximation. In quantum chaos, the Bohigas–Giannoni–Schmit (BGS) conjecture asserts ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Partition Of A Set
In mathematics, a partition of a set is a grouping of its elements into non-empty subsets, in such a way that every element is included in exactly one subset. Every equivalence relation on a set defines a partition of this set, and every partition defines an equivalence relation. A set equipped with an equivalence relation or a partition is sometimes called a setoid, typically in type theory and proof theory. Definition and Notation A partition of a set ''X'' is a set of non-empty subsets of ''X'' such that every element ''x'' in ''X'' is in exactly one of these subsets (i.e., ''X'' is a disjoint union of the subsets). Equivalently, a family of sets ''P'' is a partition of ''X'' if and only if all of the following conditions hold: *The family ''P'' does not contain the empty set (that is \emptyset \notin P). *The union of the sets in ''P'' is equal to ''X'' (that is \textstyle\bigcup_ A = X). The sets in ''P'' are said to exhaust or cover ''X''. See also collectively exhaus ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Noncrossing Partition
In combinatorial mathematics, the topic of noncrossing partitions has assumed some importance because of (among other things) its application to the theory of free probability. The number of noncrossing partitions of a set of ''n'' elements is the ''n''th Catalan number. The number of noncrossing partitions of an ''n''-element set with ''k'' blocks is found in the Narayana number triangle. Definition A partition of a set ''S'' is a set of non-empty, pairwise disjoint subsets of ''S'', called "parts" or "blocks", whose union is all of ''S''. Consider a finite set that is linearly ordered, or (equivalently, for purposes of this definition) arranged in a cyclic order like the vertices of a regular ''n''-gon. No generality is lost by taking this set to be ''S'' = . A noncrossing partition of ''S'' is a partition in which no two blocks "cross" each other, i.e., if ''a'' and ''b'' belong to one block and ''x'' and ''y'' to another, they are not arranged in the order ''a x b y''. If ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Roland Speicher
Roland Speicher (born 12 June 1960) is a German mathematician, known for his work on free probability theory. He is a professor at the Saarland University. After winning the 1979 German national competition Jugend forscht in the field of mathematics and computer science, Speicher studied physics and mathematics at the Universities of Saarbrücken, Freiburg and Heidelberg. He received in 1989 his doctorate from Heidelberg University under the supervision of Wilhelm Freiherr von Waldenfels with thesis ''Quantenstochastische Prozesse auf der Cuntz-Algebra'' (Quantum Stochastic Processes on the Cuntz Algebra). From 2000 to 2010 Speicher was a professor at Queen's University in Kingston, Ontario. Since 2010 he is at the University of the Saarland. His research deals with free probability (with application to random matrices, statistical mechanics and operator algebras) and their combinatorial aspects and with operator algebras. In 2012, Speicher received the Jeffery–Williams Prize. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cumulant
In probability theory and statistics, the cumulants of a probability distribution are a set of quantities that provide an alternative to the '' moments'' of the distribution. Any two probability distributions whose moments are identical will have identical cumulants as well, and vice versa. The first cumulant is the mean, the second cumulant is the variance, and the third cumulant is the same as the third central moment. But fourth and higher-order cumulants are not equal to central moments. In some cases theoretical treatments of problems in terms of cumulants are simpler than those using moments. In particular, when two or more random variables are statistically independent, the -th-order cumulant of their sum is equal to the sum of their -th-order cumulants. As well, the third and higher-order cumulants of a normal distribution are zero, and it is the only distribution with this property. Just as for moments, where ''joint moments'' are used for collections of random variab ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Free Dimension
Free may refer to: Concept * Freedom, having the ability to do something, without having to obey anyone/anything * Freethought, a position that beliefs should be formed only on the basis of logic, reason, and empiricism * Emancipate, to procure political rights, as for a disenfranchised group * Free will, control exercised by rational agents over their actions and decisions * Free of charge, also known as gratis. See Gratis vs libre. Computing * Free (programming), a function that releases dynamically allocated memory for reuse * Free format, a file format which can be used without restrictions * Free software, software usable and distributable with few restrictions and no payment * Freeware, a broader class of software available at no cost Mathematics * Free object ** Free abelian group ** Free algebra ** Free group ** Free module ** Free semigroup * Free variable In mathematics, and in other disciplines involving formal languages, including mathematical logic and c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Invariant (mathematics)
In mathematics, an invariant is a property of a mathematical object (or a class of mathematical objects) which remains unchanged after operations or transformations of a certain type are applied to the objects. The particular class of objects and type of transformations are usually indicated by the context in which the term is used. For example, the area of a triangle is an invariant with respect to isometries of the Euclidean plane. The phrases "invariant under" and "invariant to" a transformation are both used. More generally, an invariant with respect to an equivalence relation is a property that is constant on each equivalence class. Invariants are used in diverse areas of mathematics such as geometry, topology, algebra and discrete mathematics. Some important classes of transformations are defined by an invariant they leave unchanged. For example, conformal maps are defined as transformations of the plane that preserve angles. The discovery of invariants is an important ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Functional
In mathematics, a linear form (also known as a linear functional, a one-form, or a covector) is a linear map from a vector space to its field of scalars (often, the real numbers or the complex numbers). If is a vector space over a field , the set of all linear functionals from to is itself a vector space over with addition and scalar multiplication defined pointwise. This space is called the dual space of , or sometimes the algebraic dual space, when a topological dual space is also considered. It is often denoted , p. 19, §3.1 or, when the field is understood, V^*; other notations are also used, such as V', V^ or V^. When vectors are represented by column vectors (as is common when a basis is fixed), then linear functionals are represented as row vectors, and their values on specific vectors are given by matrix products (with the row vector on the left). Examples * The constant zero function, mapping every vector to zero, is trivially a linear functional. * Indexing int ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
