Free transportation cost inequalities via random matrix approximation

• 成果类型: Article
• 署名作者: Hiai, F; Petz, D; Ueda, Y
• 署名单位: Tohoku University; Budapest University of Technology & Economics; Kyushu University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-004-0351-1
• 发表日期: 2004
• 页码: 199-221
• 关键词: free probability-theory; fishers information; free entropy; analogs

摘要

By means of random matrix approximation procedure, we re-prove Biane and Voiculescu's free analog of Talagranda's transportation cost inequality for measures on R in a more general setup. Furthermore, we prove the free transportation cost inequality for measures on T as well by extending the method to special unitary random matrices.