The Schrödinger problem on the non-commutative Fisher-Rao space (Q2225895)
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English | The Schrödinger problem on the non-commutative Fisher-Rao space |
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The Schrödinger problem on the non-commutative Fisher-Rao space (English)
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11 February 2021
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A sufficiently detailed study of the Fisher-Rao space of matrix-valued non-commutative probability measures and of the related Hellinger space are presented. A canonical entropy on the non-commutative Fisher-Rao space, which differs from the von Neumann entropy are introduced and justified. Consequently are derived the analogues of the heat flow, of the Fisher information, and of the dynamical Schrödinger problem. The \(\Gamma\)-convergence of the \(\varepsilon\)-Schrödinger problem towards the geodesic problem for the Fisher-Rao space is shown and, as a byproduct, the strict geodesic convexity of the entropy is shown too.
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Schrödinger problem
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Fisher-Rao space
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Fisher-Rao distance
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Bures-Wasserstein space
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Bures-Wasserstein distance
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von Neumann entropy
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Fisher information
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Hellinger distance
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