CORDIS Project
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This project aims to develop a framework for understanding the relationship between information geometry and free probability theory, focusing on non-commuting random variables and their applications in various fields such as data analysis and finance. It seeks to address open questions in the mathematical underpinning…
This project will develop an information geometry for free probability theory.
Free probability is a theory of non-commuting random variables that describes the large-n behavior of many families of n x n random matrices.
Free probability has had applications to data analysis, communication, finance, and many other topics where matrices appear, as well as to the structure of von Neumann algebras, which is a wide-ranging and challenging field of pure mathematics.
Information geometry refers to…
KOBENHAVNS UNIVERSITET
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