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These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard.
G. Pólya, Über eine Aufgabe der Wahrscheinlichkeitsrechnung betrefend die Irrfhart im Strassenetz
1921
Earlier work this paper cites.
R. A. Fisher, J. Wishart, The derivation of the pattern formulae of two-way partitions from those of simpler patterns
1932
Earlier work this paper cites.
E. P. Wigner, On the distribution of the roots of certain symmetric matrices
1958
Earlier work this paper cites.
H. Kesten, Symmetric random walks on groups
1959
Earlier work this paper cites.
G.-C. Rota, On the foundations of combinatorial theory I. Theory of Möbius functions
1964
Earlier work this paper cites.
E. Brézin, C. Itzykson, G. Parisi, J.-B. Zuber, Planar diagrams
1978
Earlier work this paper cites.
S. Samuel, 𝐔 ( N ) \mathbf{U}(N) Integrals, 1 / N 1/N , and the De Wit - ’t Hooft anomalies, Journal of Mathematical Physics 21
1980
Earlier work this paper cites.
A. Hald, T. N. Thiele’s contributions to statistics
1981
Earlier work this paper cites.
T. P. Speed, Cumulants and partition lattices
1983
Earlier work this paper cites.
D.-V. Voiculescu, Addition of certain non-commuting random variables, Journal of Functional Analysis
1986
Earlier work this paper cites.
R. L. Graham, D. E. Knuth, O. Patashnik, Concrete Mathematics: a Foundation for Computer Science
1989
Earlier work this paper cites.
D.-V. Voiculescu, K. Dykema, A. Nica, Free Random Variables
1992
Earlier work this paper cites.
H. Bercovici, D. Voiculescu, Free convolution of measures with unbounded support
1993
Cited alongside, same era.
A. Matytsin, On the large N N limit of the Itzykson-Zuber integral, Nuclear Physics B
1994
Cited alongside, same era.
P. Biane, On the free convolution with a semicircular distribution
1997
Cited alongside, same era.
A. Zvonkin, Matrix integrals and map enumeration: an accessible introduction
1997
Cited alongside, same era.
A. Soshnikov, Universality at the edge of the spectrum in Wigner random matrices
1999
Cited alongside, same era.
R. P. Stanley, Enumerative Combinatorics, Volume 2
1999
Cited alongside, same era.
B. Mazur, Controlling our errors
2006
Later among the works it cites.
A. Nica, R. Speicher, Lectures on the Combinatorics of Free Probability
2006
Later among the works it cites.
R. P. Stanley, Increasing and decreasing subsequences and their variants
2006
Later among the works it cites.
R. Kenyon, A. Okounkov, Limit shapes and the complex Burgers equation, Acta Mathematica
2007
Later among the works it cites.
P. Flajolet, R. Sedgewick, Analytic Combinatorics
2009
Later among the works it cites.
P. J. Forrester, Log-Gases and Random Matrices
2010
Later among the works it cites.
J. Novak, Jucys-Murphy elements and the unitary Weingarten function
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G. E. Andrews, R. Askey, R. Roy, Special Functions
2000
Cited alongside, same era.
A. Hald, The early history of cumulants and the Gram-Charlier series
2000
Cited alongside, same era.
L. Saloff-Coste, Probability on groups: random walks and invariant diffusions
2001
Cited alongside, same era.
P. Biane, Free probability and combinatorics
2002
Cited alongside, same era.
P. Diaconis, Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
2003
Cited alongside, same era.
U. Haagerup, S. Thorbjørnsen, A new application of random matrices: Ext [ C red ∗ ( 𝐅 2 ) ] \operatorname{Ext}[C^{*}_{\text{red}}(\mathbf{F}_{2})] is not a group
2005
Cited alongside, same era.
2010
Later among the works it cites.
T. Tao, 254A, Notes 5: Free Probability
2010
Later among the works it cites.
L. Erdős, B. Schlein, H.-T. Yau, Universality of random matrices and local relaxation flow
2011
Later among the works it cites.
J. Novak, P. Śniady, What is … \dots a free cumulant?
2011
Later among the works it cites.
T. Tao, V. Vu, Random matrices: Universality of local eigenvalue statistics
2011
Later among the works it cites.