Free multiplicative cascades and Wigner's semicircle law

Series
Stochastics Seminar
Time
Thursday, February 8, 2018 - 3:00pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ian McKeague – Columbia University – http://www.columbia.edu/~im2131/
Organizer
Mayya Zhilova
It has been conjectured that phenomena as diverse as the behavior of large "self-organizing" neural networks, and causality in standard model particle physics, can be explained by suitably rich algebras acting on themselves. In this talk I discuss the asymptotics of large causal tree diagrams that combine freely independent elements of such algebras. The Marchenko-Pastur law and Wigner's semicircle law are shown to emerge as limits of a normalized sum-over-paths of non-negative elements assigned to the edges of causal trees. The results are established in the setting of non-commutative probability. Trees with classically independent positive edge weights (random multiplicative cascades) were originally proposed by Mandelbrot as a model displaying the fractal features of turbulence. The novelty of the present work is the use of non-commutative (free) probability to allow the edge weights to take values in an algebra.