Title	Characterization problems in free probability
Creator	Szpojankowski, Kamil
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-12-08T14:01
Description	In classical probability there are known many characterization of probability measures by independence properties. The best example of such result is Bernstein's theorem, which says that for independent X and Y, random variables X+Y and X-Y are independent if and only if X and Y have Gaussian distribution. Surprisingly this theorem and many other characterizations have their counterparts in free probability. My talk will be devoted to present two techniques to deal with characterizations problems in free probability: one combinatorial and one analytic (which uses subordination functions of free additive and multiplicative convolutions). I will also present known analogies between characterization problems in classical and free probability. Talk is based on joint work with Wiktor Ejsmont (Wroclaw) and Uwe Franz (Besancon).
Extent	27 minutes
Subject	Mathematics; Functional analysis; Probability theory and stochastic processes; Operator theory/algebras
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Waterloo
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2017-05-15
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0347474
URI	http://hdl.handle.net/2429/61643
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Postdoctoral
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

Open Collections

BIRS Workshop Lecture Videos

Characterization problems in free probability Szpojankowski, Kamil

Description

Item Metadata

Item Media

Item Citations and Data

Rights