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Free probability, polynomial families, and applications

Free probability, polynomial families, and applications
自由概率、多项式族和应用
批准号:
1160849
负责人:
Michael Anshelevich
金额:
$12.6万
依托单位:
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
2012
资助国家:
美国
项目状态:
已结题
起止时间:
2012-09-01 至 2016-08-31

项目摘要

项目成果

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中文摘要
翻译
自由概率论是一个相对年轻的理论(始于20世纪80年代),在算子代数、随机矩阵和其他领域的研究中有许多强有力的结果和应用。另一方面,多项式的研究可以追溯到代数的最开始,特别是正交多项式在整个数学,物理和工程中使用。也许令人惊讶的是,这两个研究领域之间有许多关系,通过Fock空间表示,多项式的鞅性质,随机积分和特殊函数。这两个领域也发展了许多推广和扩展:一方面是算子值自由概率论和其他非交换概率论;另一方面,算子值正交多项式,矩阵辐角多项式,多个非交换变量的多项式等。本项目将通过一系列具体问题来探索上述对象,强调项目标题中两个字段之间的联系。它也将涉及到其他领域的应用,特别是随机矩阵。矩阵的一个基本性质是它们不可交换。自量子力学诞生以来,非对易物体的概率论一直是一个重要的研究领域。在20世纪80年代,Voiculescu开始调查的自由概率理论,这种类型的理论也有许多,有时壮观,应用算子代数和理论的随机矩阵(这本身起着越来越重要的作用,在物理和信号处理)。另一方面,多项式在数学中是普遍存在的,尽管不交换变量的多项式不太熟悉。本项目将继续研究这两个主题之间的相互作用,将一个主题的技术应用于另一个主题的研究。作为该项目的一部分,PI将继续组织研讨会和会议,汇集来自不同领域的研究人员和学生。他还将继续他的工作与本科生的研究课题,形成这个项目的一部分。
英文摘要
Free probability is a relatively young theory (started in the 1980s), with numerous powerful results and applications to the study of operator algebras, random matrices, and other fields. On the other hand, the study of polynomials goes back to the very beginnings of algebra, and orthogonal polynomials in particular are used throughout mathematics, physics, and engineering. Perhaps surprisingly, there are numerous relations between these two fields of study, through Fock space representations, martingale properties of polynomials, stochastic integrals, and special functions. Both fields have also developed numerous generalizations and extensions: operator-valued free probability theory and other non-commutative probability theories on one hand; and on the other, operator-valued orthogonal polynomials, polynomials of matrix argument, polynomials in multiple non-commuting variables, etc. This project will explore, through a series of specific problems, the objects mentioned above, emphasizing the connection between the two fields in the project title. It will also involve applications to other fields, notably random matrices.It is a fundamental property of matrices that they may not commute. Since the beginning of quantum mechanics, probability theory of non-commuting objects has been an important field of research. In the 1980s, Voiculescu started the investigation of free probability theory, a theory of this type which also has numerous, sometimes spectacular, applications to operator algebras and the theory of random matrices (which itself plays an increasingly important role in physics and signal processing). On the other hand, polynomials are ubiquitous in mathematics, although polynomials in variables which do not commute are less familiar. This project will continue the study of the mutual interaction between these two subjects, applying techniques from each one to the study of the other. As part of the project, the PI will continue organizing seminars and conferences bringing together researchers and students from different fields. He will also continue his work with undergraduate students on research topics forming part of this project.
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Applications of polynomial families and free probability
  • 批准号:
    0900935
  • 项目类别:
    Standard Grant
  • 资助金额:
    $10.5万
  • 财政年份:
    2009
  • 负责人:
    Michael Anshelevich
  • 依托单位:
Combinatorial Methods in Free Probability
  • 批准号:
    0613195
  • 项目类别:
    Standard Grant
  • 资助金额:
    $4.43万
  • 财政年份:
    2005
  • 负责人:
    Michael Anshelevich
  • 依托单位:
Combinatorial Methods in Free Probability
  • 批准号:
    0400860
  • 项目类别:
    Standard Grant
  • 资助金额:
    $7.5万
  • 财政年份:
    2004
  • 负责人:
    Michael Anshelevich
  • 依托单位:
Stochastic Measures in Free Probability
  • 批准号:
    0071528
  • 项目类别:
    Fellowship Award
  • 资助金额:
    $9.0万
  • 财政年份:
    2000
  • 负责人:
    Michael Anshelevich
  • 依托单位:
国内基金
海外基金
非高斯随机分布控制系统的集成故障诊断与容错控制研究
  • 批准号:
    61104022
  • 项目类别:
    青年科学基金项目
  • 资助金额:
    23.0万元
  • 批准年份:
    2011
  • 负责人:
    姚利娜
  • 依托单位: