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19982004
most citedSecond Order Freeness and Fluctuations of Random Matrices: II. Unitary Random Matrices

114 citations · 114 across the 2 of their papers we have counts for

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6 papers · 1 filter

math.OA2004

On the structure of non-commutative white noises

Claus Köstler, Roland Speicher

We consider the concepts of continuous Bernoulli systems and non-commutative white noises. We address the question of isomorphism of continuous Bernoulli systems and show that for…

math.OA2004114 cited

Second Order Freeness and Fluctuations of Random Matrices: II. Unitary Random Matrices

James A. Mingo, Piotr Sniady, Roland Speicher

We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order fre…

math.OA2001

Operator-valued distributions: I. Characterizations of freeness

Alexandru Nica, Dimitri Shlyakhtenko, Roland Speicher

Let be a -probability space. Assume that itself is a -probability space; then can be viewed as -probability space as well. Let be in . We look at the qu…

math.OA2001

Free Calculus

Roland Speicher

I give a survey about my work on combinatorial and probabilistic aspects of free probability theory. In particular, I present the combinatorial description of freeness in terms of…

math.OA2001

R-cyclic families of matrices in free probability

Alexandru Nica, Dimitri Shlyakhtenko, Roland Speicher

We introduce the concept of ``R-cyclic family'' of matrices with entries in a non-commutative probability space; the definition consists in asking that only the ``cyclic'' non-cros…

math.OA1998

Maximality of the microstates free entropy for R-diagonal elements

A. Nica, D. Shlyakhtenko, R. Speicher

A non-commutative non-selfadjoint random variable z is called R-diagonal, if its *-distribution is invariant under multiplication by free unitaries: if a unitary w is *-free from z…