## 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.

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