Free probability
Mathematical theory of non-commutative random variables
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.
Nº Q515893 ★
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Free probability
Mathematical theory of non-commutative random variables
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.
From Wikipedia
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, quantum information theory and other theories were established. Free probability is currently undergoing active research.
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