Some minimization problems for the free analogue of the Fisher information (Q1284169)

The authors consider the free noncommutative analogue \(\Phi^*\) of Fisher information for random variables, which was originally studied by \textit{D. Voiculescu} [Commun. Math. Phys. 155, No. 1, 71-92 (1993; Zbl 0781.60006) and Invent. Math. 118, No. 3, 411-440 (1994; Zbl 0820.60001)]. Let \(({\mathcal A},\varphi)\) be a \(W^*\)-probability space with \(\varphi\) a faithful trace. In this paper, the minimal possible value of the free Fisher information \(\Phi^*(a,a^*)\) is determined if \(a\) \((\in{\mathcal A})\) is a noncommutative random variable subject to the constraint that the distribution of \(a^*a\) is prescribed. Moreover, when \(A\) is the matrix \((a_{ij})^d_{i,j=1}\), the minimal possible value of \(\Phi^*(\{a_{ij}, a^*_{ij}\}_{1\leq i,j\leq d})\) is also obtained if \(\{a_{ij}\}_{1\leq i,j\leq d}\) is a family of noncommutative random variables such that the distribution of \(A^*A\) is prescribed. Indeed, the minimum is attained if the matrix \(A= (a_{ij})^d_{i,j=1}\) is an \(R\)-diagonal element of \(M_d({\mathcal A})\), and if \(\{A, A^*\}\) is free from the algebra of scalar matrices \(M_d(\mathbb{C} I)\subseteq M_d({\mathcal A})\). The free entropy \(\chi^*\) was defined as well by \textit{D. Voiculescu} [Invent. Math. 132, No. 1, 189-227 (1998)]. Lastly, the authors derive the maximization results concerning the free entropy \(\chi^*\) from the minimization results for \(\Phi^*\).