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 language | English |
---|---|
Pages (from-to) | 199-221 |
Number of pages | 23 |
Journal | Probability Theory and Related Fields |
Volume | 130 |
Issue number | 2 |
DOIs | |
Publication status | Published - Oct 1 2004 |
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty