Department of Mathematics and Statistics

Department of Mathematics and Statistics
Department of Mathematics and Statistics

Free Probability & Random Matrices Seminar


Tuesday, March 6th, 2018

Time: 3:30-5:00 p.m.  Place: Jeffery Hall 319

Speaker: Jamie Mingo (Queen's University)

Title: The Infinitesimal Law of a real Wishart Matrix

Abstract:  The Wishart ensemble is the random matrix ensemble used to estimate the covariance matrix of a random vector. Infinitesimal freeness is a generalized independence stronger than freeness but weaker than second order freeness. I will give the infinitesimal distribution of a real Wishart matrix. It is given in terms of planar diagrams which are 'half' of a non-crossing annular partition.

Free Probability and Random Matrices Seminar Webpage: