Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices
From MaRDI portal
Publication:2249590
DOI10.1007/S00440-013-0508-XzbMATH Open1305.46057arXiv1204.3208OpenAlexW2021020502MaRDI QIDQ2249590FDOQ2249590
Authors: Édouard Maurel-Segala, Mylène Maida 
Publication date: 2 July 2014
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: Talagrand's inequalities make a link between two fundamentals concepts of probability: transport of measures and entropy. The study of the counterpart of these inequalities in the context of free probability has been initiated by Biane and Voiculescu and later extended by Hiai, Petz and Ueda for convex potentials. In this work, we prove a free analogue of a result of Bobkov and G"otze in the classical setting, thus providing free transport-entropy inequalities for a very natural class of measures appearing in random matrix theory. These inequalities are weaker than the ones of Hiai, Petz and Ueda but still hold beyond the convex case. We then use this result to get a concentration estimate for -ensembles under mild assumptions on the potential.
Full work available at URL: https://arxiv.org/abs/1204.3208
Recommendations
- scientific article; zbMATH DE number 1138484
- Matrix concentration inequalities and free probability
- A transportation approach to universality in random matrix theory
- Concentration inequalities for the spectral measure of random matrices
- Conditional expectation, entropy, and transport for convex Gibbs laws in free probability
- Transport-entropy inequalities and deviation estimates for stochastic approximation schemes
- Free transportation cost inequalities via random matrix approximation
- Concentration inequalities for random matrix products
- Random matrices in non-confining potentials
- Transport-entropy inequalities and curvature in discrete-space Markov chains
Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15) Free probability and free operator algebras (46L54)
Cites Work
- The concentration of measure phenomenon
- An introduction to random matrices
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
- New results on the equilibrium measure for logarithmic potentials in the presence of an external field
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Logarithmic Sobolev inequalities, matrix models and free entropy
- Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
- On concentration of empirical measures and convergence to the semi-circle law
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation cost for Gaussian and other product measures
- On fluctuations of eigenvalues of random Hermitian matrices.
- Concentration of the spectral measure for large matrices
- Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
- Free monotone transport
- FREE ENTROPY
- Spectrum of non-Hermitian heavy tailed random matrices
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Transport Inequalities. A Survey
- On quadratic transportation cost inequalities
- A free probability analogue of the Wasserstein metric on the trace-state space
- A note on large deviations for 2D Coulomb gas with weakly confining potential
- Concentration of the spectral measure of large Wishart matrices with dependent entries
- Local functional inequalities in one-dimensional free probability
- Mass transportation proofs of free functional inequalities, and free Poincaré inequalities
- Free transportation cost inequalities via random matrix approximation
- A new method for bounding rates of convergence of empirical spectral distributions
- Concavification of free entropy
Cited In (22)
- Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
- CLT for circular beta-ensembles at high temperature
- Concentration for Coulomb gases on compact manifolds
- Displacement convexity for the generalized orthogonal ensemble
- Free functional inequalities on the circle
- Tracial smooth functions of non-commuting variables and the free Wasserstein manifold
- Generalized transport inequalities and concentration bounds for Riesz-type gases
- Asymptotic expansion of matrix models in the multi-cut regime
- Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices
- A transportation approach to universality in random matrix theory
- Bootstrap approach to \(1+1\)-dimensional integrable quantum field theories: the case of the sinh-Gordon model
- CLT for real \(\beta\)-ensembles at high temperature
- Mass transportation proofs of free functional inequalities, and free Poincaré inequalities
- CLT for fluctuations of \(\beta \)-ensembles with general potential
- Free transportation cost inequalities via random matrix approximation
- Transport maps for \(\beta\)-matrix models in the multi-cut regime
- Transport maps for \(\beta\)-matrix models and universality
- Gaussian asymptotics of discrete \(\beta \)-ensembles
- Concentration for Coulomb gases and Coulomb transport inequalities
- Universality in several-matrix models via approximate transport maps
- Conditional expectation, entropy, and transport for convex Gibbs laws in free probability
This page was built for publication: Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2249590)
