Conditional expectation, entropy, and transport for convex Gibbs laws in free probability

DOI10.1093/IMRN/RNAA181MaRDI QIDQ5068520zbMATH OpenOpenAlexFDO

Authors David Jekel

Publication date 6 April 2022

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.10051

zbMATH Keywords

random matrixconditional expectationsTalagrand inequalityfree entropynoncommutative random variablesconditional transport

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: Let $(X_1,dots,X_m)$ be self-adjoint non-commutative random variables distributed according to the free Gibbs law given by a sufficiently regular convex and semi-concave potential $V$, and let $(S_1,dots,S_m)$ be a free semicircular family. We show that conditional expectations and conditional non-microstates free entropy given $X_1$, dots, $X_k$ arise as the large $N$ limit of the corresponding conditional expectations and entropy for the random matrix models associated to $V$. Then by studying conditional transport of measure for the matrix models, we construct an isomorphism $mathrm{W}^{\ast }(X_1,dots,X_m)omathrm{W}^{\ast }(S_1,dots,S_m)$ which maps $mathrm{W}^{\ast }(X_1,dots,X_k)$ to $mathrm{W}^{\ast }(S_1,dots,S_k)$ for each $k=1,dots,m$, and which also witnesses the Talagrand inequality for the law of $(X_1,dots,X_m)$ relative to the law of $(S_1,dots,S_m)$.

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