An elementary approach to free entropy theory for convex potentials

DOI10.2140/APDE.2020.13.2289MaRDI QIDQ2657030zbMATH OpenOpenAlexFDO

Authors David Jekel

Publication date 17 March 2021

Published in Analysis \& PDE (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.08814

zbMATH Keywords

free entropyfree Fisher informationfree Gibbs stateinvariant ensemblestrace polynomials

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Noncommutative function spaces (46L52) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

Abstract: We present an alternative approach to the theory of free Gibbs states with convex potentials. Instead of solving SDE's, we combine PDE techniques with a notion of asymptotic approximability by trace polynomials for a sequence of functions on $M_N(mathbbC{)}_{sa}^m$ to prove the following. Suppose $m{u}_N$ is a probability measure on on $M_N(mathbbC{)}_{sa}^m$ given by uniformly convex and semi-concave potentials $V_N$, and suppose that the sequence $D{V}_N$ is asymptotically approximable by trace polynomials. Then the moments of $m{u}_N$ converge to a non-commutative law $lambda$. Moreover, the free entropies $chi(lambda)$, $underlinechi(lambda)$, and $ch{i}^{\ast }(lambda)$ agree and equal the limit of the normalized classical entropies of $m{u}_N$.

Recommendations

• Free diffusions and matrix models with strictly convex interaction
• Logarithmic Sobolev inequalities, matrix models and free entropy
• Conditional expectation, entropy, and transport for convex Gibbs laws in free probability
• Free transport for convex potentials
• FREE ENTROPY

Cites work

• A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
• A heat semigroup approach to concentration on the sphere and on a compact Riemannian manifold
• A remark on regularization in Hilbert spaces
• Addition of certain non-commuting random variables
• An introduction to random matrices
• Combinatorial aspects of matrix models
• Combinatorial properties of Brownian motion on the compact classical groups
• Conditional expectation, entropy, and transport for convex Gibbs laws in free probability
• Entropy and the central limit theorem
• Free convolution operators and free Hall transform
• Free diffusions and matrix models with strictly convex interaction
• FREE ENTROPY
• Free monotone transport
• Free Random Variables
• scientific article; zbMATH DE number 3968822 (Why is no real title available?)
• scientific article; zbMATH DE number 3991993 (Why is no real title available?)
• scientific article; zbMATH DE number 3676222 (Why is no real title available?)
• scientific article; zbMATH DE number 3721567 (Why is no real title available?)
• scientific article; zbMATH DE number 3463792 (Why is no real title available?)
• scientific article; zbMATH DE number 2212219 (Why is no real title available?)
• Large deviation bounds for matrix Brownian motion
• Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
• Lectures on the Combinatorics of Free Probability
• Limit laws for random matrices and free products
• Multiple operator integrals and higher operator derivatives
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• On the number of periodic trajectories for a Hamiltonian flow on a convex energy surface
• On the Product of Semi-Groups of Operators
• Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• The analogues of entropy and of Fisher's information measure in free probability theory. II
• The analogues of entropy and of Fisher's information measure in free probability theory. V: Noncommutative Hilbert transforms
• The large-N limit of the Segal-Bargmann transform on U_N
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(11)

• Duality for optimal couplings in free probability
• Free transport for convex potentials
• Conditional expectation, entropy, and transport for convex Gibbs laws in free probability
• Tracial smooth functions of non-commuting variables and the free Wasserstein manifold
• Analytic results on the geometric entropy for free fields
• Rare events in random matrix theory
• An elementary proof of the inequality \(\chi \leq \chi^\ast\) for conditional free entropy
• Information geometry for types in the large-n limit of random matrices
• Consequences of the random matrix solution to the Peterson-Thom conjecture
• Hermite trace polynomials and chaos decompositions for the Hermitian Brownian motion
• Matrix models at low temperature

This page was built for publication: An elementary approach to free entropy theory for convex potentials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2657030)