Complex Analysis In Free Probability Theory

The book will describe those results in free probability which rely on analytic functions of one variable. These results include free versions of many known results about the addition and multiplication of random variables, including characterizations of infinite divisibility and weak limit theorems. The complex analysis necessary for these developments will be presented to the extent that it exceeds standard graduate presentations of the subject.

Sommario

Free Convolutions; Free Multiplicative Convolution on the Circle; Free Additive Convolution on the Real Line; Free Multiplicative Convolution on the Positive Half Line; Further Developments.

Dettagli sul prodotto

• Autori: Hari Bercovici, John Williams
• Editore: World Scientific Publishing
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 30.06.2020
• EAN: 9789814335560
• ISBN: 978-981-4335-56-0
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Analisi; Wahrscheinlichkeitsrechnung und Statistik, Mathematische Analysis, allgemein, MATHEMATICS / Mathematical Analysis, MATHEMATICS / Algebra / Linear, MATHEMATICS / Probability & Statistics / Multivariate Analysis, Mathematics, Complex analysis, complex variables