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2025-26 Spring - MATH6906U - Reading Course: Asymptotic Analysis of Orthogonal Polynomials

Course

Description

Instructor(s)/Supervisor(s)/Coordinator(s): Ke WANG
1. Free independence and non-commutative probability spaces; 2. R-transform and S-transform in free probability; 3. Free central limit theorem and free convolution; 4. Combinatorics of non-crossing partitions; 5. Random matrix models and their connection to free probability; 6. Asymptotic eigenvalue distributions of random matrix ensembles.
Course period1/02/2630/06/26
Course levelPG
Course formatLecture