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2014 Fiscal Year Final Research Report

Research on Random Matrices Motivated by Free Probability

Research Project

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Project/Area Number 24740057
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionAichi University of Education

Principal Investigator

SAKUMA Noriyoshi  愛知教育大学, 教育学部, 講師 (70610187)

Project Period (FY) 2012-04-01 – 2015-03-31
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.

Free Research Field

確率論

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Published: 2016-06-03  

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