Free Probability and Operators
Date: February 17, 2023
Time: 4:00PM - 5:00PM
Location: BLOC 306
Speaker: Michael Anshelevich, TAMU
Title: Hermite trace polynomials
Abstract: We consider the algebra of trace polynomials with the state induced by the GUE random matrices. In addition to the monomial basis, another natural basis for this algebra consists of the Hermite trace polynomials. They satisfy several properties familiar for the ordinary trace polynomials. The algebra structure can be extended from polynomials to a larger family of stochastic integrals. While the Hermite trace polynomials are not orthogonal, they can be modified to obtain several versions of the chaos decomposition. The simplest of these is related to the Hermite polynomials of matrix argument. This is joint work with David Buzinski.