Related papers: Matrix liberation process II: Relation to orbital …
Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order freeness", which was introduced in Part I, allows one to…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
Orbital counterparts of the free pressure and its Legendre transform (or $\eta$-entropy) are introduced and studied in comparison with other entropy quantities in free probability theory and in relation to random multi-matrix models.
We study the high-dimensional limit of the free energy associated with the inference problem of a rank-one nonsymmetric matrix. The matrix is expressed as the outer product of two vectors, not necessarily independent. The distributions of…
We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…
We take another look at the general problem of selecting a preferred probability measure among those that comply with some given constraints. The dominant role that entropy maximization has obtained in this context is questioned by arguing…
In this paper, a notion of non-microstate bi-free entropy with respect to completely positive maps is constructed thereby extending the notions of non-microstate bi-free entropy and free entropy with respect to a completely positive map. By…
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…
In this paper we introduce the concept of the upper free orbit-dimension of a finite von Neumann algebra, and we derive some of its basic properties. Using this concept, we are able to improve most of the applications of free entropy to…
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order freeness" and derive the global fluctuations of Gaussian and…
Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…
Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…
In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of return describes baskets of arbitrary type and extends…
Various limit-free formulas are given for the computation of the algebraic and the topological entropy, respectively in the settings of endomorphisms of locally finite discrete groups and of continuous endomorphisms of totally disconnected…
We consider the existence of a continuous set of mutually unbiased bases for the continuous and periodic degree of freedom that describes motion on a circle (rotor degree of freedom). By a singular mapping of the circle to the line, we find…
A totally asymmetric exclusion process on a ring with $\nu$ non-conserved internal degrees of freedom, where particles hop forward with a rate that depends on their internal state, has been studied. We show, using a mapping of the model to…
The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…