Free transportation cost inequalities via random matrix approximation

Fumio Hiai, Dénes Petz, Yoshimichi Ueda

Research output: Contribution to journalArticle

17 Citations (Scopus)

Abstract

By means of random matrix approximation procedure, we re-prove Biane and Voiculescu's free analog of Talagrand'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.

Original languageEnglish
Pages (from-to)199-221
Number of pages23
JournalProbability Theory and Related Fields
Volume130
Issue number2
DOIs
Publication statusPublished - Oct 1 2004

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Matrix Approximation
Random Matrices
Unitary matrix
Costs
Analogue
Approximation
Transportation costs

All Science Journal Classification (ASJC) codes

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Free transportation cost inequalities via random matrix approximation. / Hiai, Fumio; Petz, Dénes; Ueda, Yoshimichi.

In: Probability Theory and Related Fields, Vol. 130, No. 2, 01.10.2004, p. 199-221.

Research output: Contribution to journalArticle

Hiai, Fumio ; Petz, Dénes ; Ueda, Yoshimichi. / Free transportation cost inequalities via random matrix approximation. In: Probability Theory and Related Fields. 2004 ; Vol. 130, No. 2. pp. 199-221.
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