Duality for Optimal Couplings in Free Probability

Cited 3 time in webofscience Cited 0 time in scopus
  • Hit : 352
  • Download : 0
We study the free probabilistic analog of optimal couplings for the quadratic cost, where classical probability spaces are replaced by tracial von Neumann algebras, and probability measures on R-m are replaced by non-commutative laws of m-tuples. We prove an analog of the Monge-Kantorovich duality which characterizes optimal couplings of non-commutative laws with respect to Biane and Voiculescu's non-commutative L-2-Wasserstein distance using a new type of convex functions. As a consequence, we show that if (X, Y) is a pair of optimally coupled m-tuples of non-commutative random variables in a tracial W*-algebra A, then W*((1 - t)X + tY) = W* (X, Y) for all t is an element of (0, 1). Finally, we illustrate the subtleties of non-commutative optimal couplings through connections with results in quantum information theory and operator algebras. For instance, two non-commutative laws that can be realized in finite-dimensional algebras may still require an infinite-dimensional algebra to optimally couple. Moreover, the space of non-commutative laws of m-tuples is not separable with respect to the Wasserstein distance for m > 1.
Publisher
SPRINGER
Issue Date
2022-12
Language
English
Article Type
Article
Citation

COMMUNICATIONS IN MATHEMATICAL PHYSICS, v.396, no.3, pp.903 - 981

ISSN
0010-3616
DOI
10.1007/s00220-022-04480-0
URI
http://hdl.handle.net/10203/299924
Appears in Collection
MA-Journal Papers(저널논문)
Files in This Item
There are no files associated with this item.
This item is cited by other documents in WoS
⊙ Detail Information in WoSⓡ Click to see webofscience_button
⊙ Cited 3 items in WoS Click to see citing articles in records_button

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0