Free transportation cost inequalities via random matrix approximation

Fumio Hiai, Dénes Petz, Yoshimichi Ueda

    Research output: Contribution to journalArticlepeer-review

    22 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

    All Science Journal Classification (ASJC) codes

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

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