Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-15T13:21:25.217Z Has data issue: false hasContentIssue false

Matrix Liberation Process II: Relation to Orbital Free Entropy

Published online by Cambridge University Press:  28 January 2020

Yoshimichi Ueda*
Affiliation:
Graduate School of Mathematics, Nagoya University, Furocho, Chikusaku, Nagoya, 464-8602, Japan Email: [email protected]

Abstract

We investigate the concept of orbital free entropy from the viewpoint of the matrix liberation process. We will show that many basic questions around the definition of orbital free entropy are reduced to the question of full large deviation principle for the matrix liberation process. We will also obtain a large deviation upper bound for a certain family of random matrices that is essential to define the orbital free entropy. The resulting rate function is made up into a new approach to free mutual information.

Type
Article
Copyright
© Canadian Mathematical Society 2020

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

Supported by Grant-in-Aid for Challenging Exploratory Research 16K13762 and Grant-in-Aid for Scientific Research (B) JP18H01122.

References

Anderson, G., Guionnet, A., and Zeitouni, O., An introduction to random matrices. Cambridge Studies in Advanced Mathematics, 118, Cambridge University Press, Cambridge, 2010.Google Scholar
Avitzour, D., Free products of C -algebras. Trans. Amer. Math. Soc. 271(1982), 423435. https://doi.org/10.2307/1998890Google Scholar
Biane, P., Free Brownian motion, free stochastic calculus and random matrices. In: Free probability theory (Waterloo, ON, 1995). Fields Inst. Commun., 12, Amer. Math. Soc., Providence, RI, 1997, pp. 119.Google Scholar
Biane, P., Capitaine, M., and Guionnet, A., Large deviation bounds for matrix Brownian motion. Invent. Math. 152(2003), 433459. https://doi.org/10.1007/s00222-002-0281-4CrossRefGoogle Scholar
Biane, P. and Dabrowski, Y., Concavification of free entropy. Adv. Math. 234(2013), 667696. https://doi.org/10.1016/j.aim.2012.11.003CrossRefGoogle Scholar
Blackadar, B., Weak expectations and nuclear C -algebras. Indiana Univ. Math. J. 26(1978), 10211026. https://doi.org/10.1512/iumj.1978.27.27070CrossRefGoogle Scholar
Brown, N. P. and Ozawa, N., C -algebras and finite-dimensional approximations. Graduate Studies in Mathematics, 88, American Mathematical Society, Providence, RI, 2008. https://doi.org/10.1090/gsm/088CrossRefGoogle Scholar
Byrd, P. F. and Friedman, M. D., Handbook of elliptic integrals for engineers and scientists. Die Grundlehren der mathematischen Wissenschaften, 67, Springer-Verlag, New York, Heidelberg, 1971.CrossRefGoogle Scholar
Cabanal-Duvillard, T. and Guionnet, A., Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies. Ann. Probab. 29(2001), 12051261. https://doi.org/10.1214/aop/1015345602Google Scholar
Chavel, I., Eigenvalues in Riemannian geometry. Pure and Applied Mathematics, 115, Academic Press, Orlando, FL, 1984.Google Scholar
Collins, B., Dahlqvist, A., and Kemp, T., The spectral edge of unitary Brownian motion. Probab. Theory Relat. Fields 170(2018), 4993. https://doi.org/10.1007/s00440-016-0753-xCrossRefGoogle Scholar
Davidson, K. R., C -algebras by example. Fields Institute Monographs, 6, American Mathematical Society, 1996. https://doi.org/10.1090/fim/006CrossRefGoogle Scholar
Dembo, A. and Zeitouni, O., Large deviations techniques and applications. Applications of Mathematics (New York), 38, Springer-Verlag, New York, 1998. https://doi.org/10.1007/978-1-4612-5320-4CrossRefGoogle Scholar
Guionnet, A. and Maïda, M., Character expansion method for the first order asymptotics of a matrix integral. Probab. Theory Related Fields 132(2005), 539578. https://doi.org/10.1007/s00440-004-0403-6CrossRefGoogle Scholar
Hiai, F., Miyamoto, T., and Ueda, Y., Orbital approach to microstate free entropy. Internat. J. Math. 20(2009), 227273. https://doi.org/10.1142/S0129167X09005261CrossRefGoogle Scholar
Hiai, F. and Petz, D., The semicircle law, free random variables and entropy. Mathematical Surveys and Monographs, 77, American Mathematical Society, Providence, RI, 2000.Google Scholar
Hiai, F. and Ueda, Y., Orbital free pressure and its Legendre transform. Comm. Math. Phys. 334(2015), 275300. https://doi.org/10.1007/s00220-014-2135-5CrossRefGoogle Scholar
Hu, Y., Analysis on Gaussian spaces. World Scientific, Hackensack, NJ, 2017.Google Scholar
Kadison, R. V. and Ringrose, J. R., Fundamentals of the theory of operator algebras, Vol. 2. Graduate Studies in Mathematics, 15, American Mathematical Society, Providence, RI, 1997.Google Scholar
Lévy, T. and Maïda, M., Central limit theorem for the heat kernel measure on the unitary group. J. Funct. Anal. 259(2010), 31633204. https://doi.org/10.1016/j.jfa.2010.08.005CrossRefGoogle Scholar
Lévy, T. and Maïda, M., On the Douglas–Kazakov phase transition. ESAIM: Proc. 51(2015), 89121.CrossRefGoogle Scholar
Li, P. and Yau, S. T., On the parabolic kernel of the Schrödinger operator. Acta Math. 156(1986), 153201. https://doi.org/10.1007/BF02399203CrossRefGoogle Scholar
Nica, A. and Speicher, R., Lectures on the combinatorics of free probability. London Mathematical Society Lecture Notes Series, 335, Cambridge University Press, Cambridge, 2006.10.1017/CBO9780511735127CrossRefGoogle Scholar
Nualart, D., Malliavin calculus and its related topics. Second ed., Springer-Verlag, Berlin, 2006.Google Scholar
Pedersen, G. K., Pullback and pushout constructions in C -algebra theory. Jour. Funct. Anal. 167(1999), 243344. https://doi.org/10.1006/jfan.1999.3456CrossRefGoogle Scholar
Rudin, W., Principles of mathematical analysis, Third ed., International Series in Pure and Applied Mathematics, McGraw-Hill, New York, 1976.Google Scholar
Ueda, Y., Orbital free entropy, revisited. Indiana Univ. Math. J. 63(2014), 551577. https://doi.org/10.1512/iumj.2014.63.5220CrossRefGoogle Scholar
Ueda, Y., A remark on orbital free entropy. Arch. Math. 108(2017), 629638. https://doi.org/10.1007/s00013-017-1035-2CrossRefGoogle Scholar
Ueda, Y., Matrix liberation process I: Large deviation upper bound and almost sure convergence. J. Theor. Probab. 32(2019), 806847. https://doi.org/10.1007/s10959-018-0819-zCrossRefGoogle Scholar
Voiculescu, D., The analogue of entropy and of Fisher’s information measure in free probability theory. VI. Liberation and mutual free information. Adv. Math. 146(1999), 101166. https://doi.org/10.1006/aima.1998.1819CrossRefGoogle Scholar
Voiculescu, D., Free entropy. Bull. London Math. Soc. 34(2002), 257278. https://doi.org/10.1112/S0024609301008992CrossRefGoogle Scholar
Voiculescu, D. V., Dykema, K. J., and Nica, A., Free random variables. A noncommutative probability approach to free products with applications to random matrices, operator algebras and harmonic analysis on free groups. CRM Monograph Series, 1, American Mathematical Society, Providence, RI, 1992.Google Scholar