Category: Free probability theory

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
Free convolution
Free convolution is the free probability analog of the classical notion of convolution of probability measures. Due to the non-commutative nature of free probability theory, one has to talk separately
Free independence
In the mathematical theory of free probability, the notion of free independence was introduced by Dan Voiculescu. The definition of free independence is parallel to the classical definition of indepen