Operator Theory Seminar - Palle Jorgensen; University of Iowa Department of Mathematics

Operator Theory Seminar - Palle Jorgensen; University of Iowa Department of Mathematics promotional image

Title: Free Probability.
Abstract: We study a family of free stochastic processes whose covariance kernels K may be derived as a transform
of tempered measures σ. These processes arise, for example, in consideration of non-commutative analysis
involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this
setting we find an orthonormal basis in the corresponding non-commutative L2 of sample-space. We define
a stochastic integral for our family of free processes. (Joint work with Daniel Alpay, and Guy Salomona.)

Tuesday, February 18, 2025 1:30pm to 2:30pm
Van Allen Hall
309
30 North Dubuque Street, Iowa City, IA 52242
View on Event Calendar
Individuals with disabilities are encouraged to attend all University of Iowa–sponsored events. If you are a person with a disability who requires a reasonable accommodation in order to participate in this program, please contact Palle Jorgensen in advance at 319-335-0782 or palle-jorgensen@uiowa.edu.