+91-674-249-4082

Submitted by parui on 29 March, 2017 - 17:00

Date/Time:

Wednesday, April 19, 2017 - 09:35 to 10:30

Venue:

Seminar Hall

Speaker:

Professor Arup Bose

Affiliation:

ISI Kolkata

Title:

IIntroduction to free independence

Abstract: Independence is a fundamental idea in probability theory. This is the same as product measures with total measure 1.

However, for non-commutative structures, the classical definition of independence does not work. This gave rise to the concept

of free independence as initiated by Voiculescu. We shall present an easy introduction to this idea using partition theory, Mobius function, moments and free cumulants. We shall also explain the deep and interesting connection between free independence and large dimensional random matrices. If time permits, we shall also see how it becomes useful in statistical analysis of high dimensional time series.

**School of Mathematical Sciences**

NISER, PO- Bhimpur-Padanpur, Via- Jatni, District- Khurda, Odisha, India, PIN- 752050

Tel: +91-674-249-4081

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