2014 Fiscal Year Final Research Report
Research on Random Matrices Motivated by Free Probability
Project/Area Number |
24740057
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Research Category |
Grant-in-Aid for Young Scientists (B)
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Allocation Type | Multi-year Fund |
Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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Research Institution | Aichi University of Education |
Principal Investigator |
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Project Period (FY) |
2012-04-01 – 2015-03-31
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Keywords | 自由確率論 / 無限分解可能分布 / 国際情報交換 / メキシコ / ポーランド / フランス / ランダム行列 |
Outline of Final Research Achievements |
We study Random Matrix motivated by free probability. In this project, limiting spectral distributions of large random matricies were studied from free probability. In particular, we studied random matrix models with dependent entries and we proved its limiting distributions are the compound free Poisson distributions. We also computed fluctuations by "second order freeness". On the other hand, we studied time evolution of distributions of free infinitely divisible distributions which is important to study time evolution of Random matrix valued processes. We wrote some papers related to this results. I gave talks related to these results more than 10 times.
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Free Research Field |
確率論
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