Random matrices, free probability and the invariant subspace problem relative to a von Neumann Algebra

Abstract

Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures have in the last two decades been used to construct Banach spaces with surprising properties. After Voiculescu in 1990--1991 used random matrices to classification problems for von Neumann algebras, they have played a key role in von Neumann algebra theory. In this lecture we will discuss some new applications of random matrices to operator algebra theory, namely applications to classification problems for $C^*$-algebras and to the invariant subspace problem relative to a von Neumann algebra.