The previous lecture in this series is here.
Usual free probability theory was introduced by Voiculescu in the context of operator algebras. It turned out that there exists also a relation to random matrices, namely it describes the leading order of expectation values of the trace for multi-matrix models. Higher order versions of free probability were later introduced by Collins, Mingo, Sniady, Speicher in order to capture in the same way the leading order of correlations of several traces. A prominent role in free probability theory is played by “free cumulants” and “moment-cumulant formulas”, and the underlying combinatorial objects are “non-crossing partitions” and, for the higher order versions, “partitioned permutations”. I will give in my talks an introduction to free probability theory, with special emphasis on the higher order versions, and an eye towards possible relations to topological recursion. In particular, it seems that the problem of symplectic invariance in topological recursion has, at least in the planar sector, something to do with the transition between moments and free cumulants.
This video was produced by the University of Münster, and forms part of the workshop Non-commutative geometry meets topological recursion.