Three lectures on free probability
arXiv:1205.2097
Abstract
These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.
66 pages, 16 figures, for proceedings of the MSRI semester "Random matrix theory, interacting particle systems and integrable systems."