- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index

## Abstract and Keywords

This article focuses on free probability theory, which is useful for dealing with asymptotic eigenvalue distributions in situations involving several matrices. In particular, it considers some of the basic ideas and results of free probability theory, mostly from the random matrix perspective. After providing a brief background on free probability theory, the article discusses the moment method for several random matrices and the concept of freeness. It then gives some of the main probabilistic notions used in free probability and introduces the combinatorial theory of freeness. In this theory, freeness is described in terms of free cumulants in relation to the planar approximations in random matrix theory (RMT). The article also examines free harmonic analysis, second-order freeness, operator-valued free probability theory, further free-probabilistic aspects of random matrices, and operator algebraic aspects of free probability.

Keywords: free probability theory, moment method, random matrices, freeness, combinatorial theory, free cumulant, random matrix theory (RMT), free harmonic analysis, second-order freeness

Roland Speicher, Universität des Saarlandes, Fachrichtung Mathematik, Postfach 151150, 66041 Saarbrücken, Germany, speicher@math.uni-sb.de

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- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index