Free monotone transport (Q464279): Difference between revisions

Consider \[ 2 \int \log ( 1 + {\mathcal J}f(x,y) ) d \eta (y) = (x f)(x) + \frac{1}{2} ( f(x))^2 + W( x + f(x)) +\mathrm{const.}, \tag{1} \] where \({\mathcal J}f(x,y) = ( f(x) - f(y))/(x - y)\) is the difference quotient, \(\eta\) is the semicircle law and \(W\) is an analytic function on the disk of radius \(A\). According to \textit{Y. Dabrowski} [Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 4, 1404--1455 (2014; Zbl 1315.46074)], (1) can be regarded as a free analog of the classical Monge-Ampère equation for \(g\) so that \(f = g'\). By solving the equation (1) for \(g\), the authors prove the following non-commutative analog of Brenier's monotone transport theorem. \noindent {Theorem 1.} For a free semicircular family \(S\) \(=\) \(( S_1, \dots, S_n)\) and some finite von Neumann algebra \((M, \tau)\), if \(Z_1, \dots, Z_n\) \(\in\) \((M, \tau)\) are non-commutative random variables such that there exists \(F = F^*\) in the closure of the algebra \({\mathcal A}\) for the norm \(\| \cdot \|_A\) so that \({\mathcal J}^*(I) = {\mathcal D} F\) is such that \(\| Z - {\mathcal J}^* (I) \|_A\) is sufficiently small, then there exist \(Y_1, \dots, Y_n\) \(\in\) \(W^*(S_1, \dots, S_n)\) satisfying {\parindent=0.6cm\begin{itemize}\item[(i)] \({\mathcal L}(Y) = {\mathcal L}(Z)\) in law sense for \(Y = (Y_1, \dots, Y_n)\) and \(Z\) \(=\) \(( Z_1, \dots, Z_n)\), so that \(W^*(Z) \cong W^*(Y)\); \item[(ii)] \(W^*(S) = W^*(Y)\); \item[(iii)] \(Y_j = {\mathcal D}_j G\) (the \(j\)-th cyclic derivative of \(G\)), cf. [\textit{D. Voiculescu}, Int. Math. Res. Not. 2002, No. 6, 299--332 (2002; Zbl 1027.46089)]. \end{itemize}} In particular, the above theorem applies to free log-concave Gibbs laws with potential \(V_{\beta}\) of the form \(V_{\beta}\) \(=\) \(\frac{1}{2} \sum_j X_j^2 + \beta W(X_1, \dots, X_n)\) for a fixed self-adjoint polynomial \(W\) in \(n\) variables, and it is proven that, for sufficiently small \(\beta\), \(W^*(\tau_{\beta} ) \cong L( {\mathbb F}_n )\). This result partially answers in the affirmative a conjecture of \textit{D. Voiculescu} [in: P. Cartier (ed.) et al., Frontiers in number theory, physics, and geometry. I: On random matrices, zeta functions, and dynamical systems. Papers from the meeting, Les Houches, France, March 9--21, 2003. Berlin: Springer. 231--243 (2006; Zbl 1155.46036)], where the full conjecture involves arbitrary values of \(\beta\). Furthermore, the assertion that \(\Gamma_q( {\mathbb R}^n ) \cong L( {\mathbb F}_n )\) for all \(| q | < q_0(n)\), for some \(q_0(n) > 0\), is derived as well, where \(\Gamma_q( {\mathbb R}^n)\) is the von Neumann algebra generated by \(n\) \(q\)-deformed semicircular elements of \textit{M. Bożejko} and \textit{R. Speicher} [Commun. Math. Phys. 137, No. 3, 519--531 (1991; Zbl 0722.60033)].