Free Independence
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Free Independence
In the mathematical theory of free probability, the notion of free independence was introduced by Dan Voiculescu (mathematician), Dan Voiculescu.D. Voiculescu, K. Dykema, A. Nica, "Free Random Variables", CIRM Monograph Series, AMS, Providence, RI, 1992 The definition of free independence is parallel to the classical definition of independence (probability), independence, except that the role of Cartesian products of measure spaces (corresponding to tensor products of their function algebras) is played by the notion of a free product of (non-commutative) probability spaces. In the context of Voiculescu's free probability theory, many classical-probability theorems or phenomena have free probability analogs: the same theorem or phenomenon holds (perhaps with slight modifications) if the classical notion of independence is replaced by free independence. Examples of this include: the free central limit theorem; notions of free convolution; existence of free stochastic calculus and so o ...
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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, ...
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Unital Map
In abstract algebra, a unital map on a C*-algebra is a map \phi which preserves the identity element: :\phi ( I ) = I. This condition appears often in the context of completely positive maps, especially when they represent quantum operations. If \phi is completely positive, it can always be represented as :\phi ( \rho ) = \sum_i E_i \rho E_i^\dagger. (The E_i are the Kraus operator In quantum mechanics, a quantum operation (also known as quantum dynamical map or quantum process) is a mathematical formalism used to describe a broad class of transformations that a quantum mechanical system can undergo. This was first discusse ...s associated with \phi). In this case, the unital condition can be expressed as :\sum_i E_i E_i ^\dagger= I. References * C*-algebras {{Mathanalysis-stub ...
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Functional Analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (e.g. Inner product space#Definition, inner product, Norm (mathematics)#Definition, norm, Topological space#Definition, topology, etc.) and the linear transformation, linear functions defined on these spaces and respecting these structures in a suitable sense. The historical roots of functional analysis lie in the study of function space, spaces of functions and the formulation of properties of transformations of functions such as the Fourier transform as transformations defining continuous function, continuous, unitary operator, unitary etc. operators between function spaces. This point of view turned out to be particularly useful for the study of differential equations, differential and integral equations. The usage of the word ''functional (mathematics), functional'' as a noun goes back to the calculus of variati ...
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Haar Measure
In mathematical analysis, the Haar measure assigns an "invariant volume" to subsets of locally compact topological groups, consequently defining an integral for functions on those groups. This measure was introduced by Alfréd Haar in 1933, though its special case for Lie groups had been introduced by Adolf Hurwitz in 1897 under the name "invariant integral". Haar measures are used in many parts of analysis, number theory, group theory, representation theory, statistics, probability theory, and ergodic theory. Preliminaries Let (G, \cdot) be a locally compact Hausdorff topological group. The \sigma-algebra generated by all open subsets of G is called the Borel algebra. An element of the Borel algebra is called a Borel set. If g is an element of G and S is a subset of G, then we define the left and right translates of S by ''g'' as follows: * Left translate: g S = \. * Right translate: S g = \. Left and right translates map Borel sets onto Borel sets. A measure \mu on th ...
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Unitary Group
In mathematics, the unitary group of degree ''n'', denoted U(''n''), is the group of unitary matrices, with the group operation of matrix multiplication. The unitary group is a subgroup of the general linear group . Hyperorthogonal group is an archaic name for the unitary group, especially over finite fields. For the group of unitary matrices with determinant 1, see Special unitary group. In the simple case , the group U(1) corresponds to the circle group, consisting of all complex numbers with absolute value 1, under multiplication. All the unitary groups contain copies of this group. The unitary group U(''n'') is a real Lie group of dimension ''n''2. The Lie algebra of U(''n'') consists of skew-Hermitian matrices, with the Lie bracket given by the commutator. The general unitary group (also called the group of unitary similitudes) consists of all matrices ''A'' such that ''A''∗''A'' is a nonzero multiple of the identity matrix, and is just the product of the unitary gr ...
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Random Matrices
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 ...
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Group (mathematics)
In mathematics, a group is a Set (mathematics), set and an Binary operation, operation that combines any two Element (mathematics), elements of the set to produce a third element of the set, in such a way that the operation is Associative property, associative, an identity element exists and every element has an Inverse element, inverse. These three axioms hold for Number#Main classification, number systems and many other mathematical structures. For example, the integers together with the addition operation form a group. The concept of a group and the axioms that define it were elaborated for handling, in a unified way, essential structural properties of very different mathematical entities such as numbers, geometric shapes and polynomial roots. Because the concept of groups is ubiquitous in numerous areas both within and outside mathematics, some authors consider it as a central organizing principle of contemporary mathematics. In geometry groups arise naturally in the study of ...
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Group Ring
In algebra, a group ring is a free module and at the same time a ring, constructed in a natural way from any given ring and any given group. As a free module, its ring of scalars is the given ring, and its basis is the set of elements of the given group. As a ring, its addition law is that of the free module and its multiplication extends "by linearity" the given group law on the basis. Less formally, a group ring is a generalization of a given group, by attaching to each element of the group a "weighting factor" from a given ring. If the ring is commutative then the group ring is also referred to as a group algebra, for it is indeed an algebra over the given ring. A group algebra over a field has a further structure of a Hopf algebra; in this case, it is thus called a group Hopf algebra. The apparatus of group rings is especially useful in the theory of group representations. Definition Let ''G'' be a group, written multiplicatively, and let ''R'' be a ring. The group ring of ...
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Von Neumann Algebra
In mathematics, a von Neumann algebra or W*-algebra is a *-algebra of bounded operators on a Hilbert space that is closed in the weak operator topology and contains the identity operator. It is a special type of C*-algebra. Von Neumann algebras were originally introduced by John von Neumann, motivated by his study of single operators, group representations, ergodic theory and quantum mechanics. His double commutant theorem shows that the analytic definition is equivalent to a purely algebraic definition as an algebra of symmetries. Two basic examples of von Neumann algebras are as follows: *The ring L^\infty(\mathbb R) of essentially bounded measurable functions on the real line is a commutative von Neumann algebra, whose elements act as multiplication operators by pointwise multiplication on the Hilbert space L^2(\mathbb R) of square-integrable functions. *The algebra \mathcal B(\mathcal H) of all bounded operators on a Hilbert space \mathcal H is a von Neumann algebr ...
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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 ...
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Algebra Over A Field
In mathematics, an algebra over a field (often simply called an algebra) is a vector space equipped with a bilinear product. Thus, an algebra is an algebraic structure consisting of a set together with operations of multiplication and addition and scalar multiplication by elements of a field and satisfying the axioms implied by "vector space" and "bilinear". The multiplication operation in an algebra may or may not be associative, leading to the notions of associative algebras and non-associative algebras. Given an integer ''n'', the ring of real square matrices of order ''n'' is an example of an associative algebra over the field of real numbers under matrix addition and matrix multiplication since matrix multiplication is associative. Three-dimensional Euclidean space with multiplication given by the vector cross product is an example of a nonassociative algebra over the field of real numbers since the vector cross product is nonassociative, satisfying the Jacobi identity i ...
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Dan Voiculescu (mathematician)
Dan-Virgil Voiculescu (born 14 June 1949) is a Romanians, Romanian professor of mathematics at the University of California, Berkeley. He has worked in single operator theory, operator K-theory and von Neumann algebras. More recently, he developed free probability theory. Education and career Voiculescu studied at the University of Bucharest, receiving his PhD in 1977 under the direction of Ciprian Foias. He was an assistant at the University of Bucharest (1972–1973), a researcher at the Institute of Mathematics of the Romanian Academy (1973–1975), and a researcher at INCREST (1975–1986). He came to Berkeley in 1986 for the International Congress of Mathematicians, and stayed on as visiting professor. Voiculescu was appointed professor at Berkeley in 1987. Awards and honors He received the 2004 NAS Award in Mathematics from the United States National Academy of Sciences, National Academy of Sciences (NAS) for “the theory of free probability, in particular, usi ...
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