Related papers: An Elementary Proof of the Inequality $\chi \leq \…
This paper is part of a series aiming at proving that the $\limsup$ and $\liminf$ variants of Voiculescu's free entropy coincide. This is based on a Laplace principle (implying a large deviation principle) for hermitian brownian motion on…
Bianchi and Don\`{a} [1] have recently reported a proof to the variance formula of von Neumann entropy, which was conjectured in [2] and firstly proved in [3]. The purpose of this short note is to show that, despite having a different…
We define and study a relative free entropy quantity, analogous in its properties to Voiculescu's relative free entropy Chi^*(...:B). Our definition uses matricial microstates, unlike his definition, which involves non-commutative Hilbert…
We consider the free non-commutative analogue Phi^*, introduced by D. Voiculescu, of the concept of Fisher information for random variables. We determine the minimal possible value of Phi^*(a,a^*), if a is a non-commutative random variable…
We show that there is equality in Shannon's Entropy Power Inequality (EPI) if and only if the random variables involved are Gaussian, assuming nothing beyond the existence of differential entropies. This is done by justifying de Bruijn's…
We prove a free probability analog of a result of Artstein-Bally-Barthez-Naor. In particualar we prove that if X_{1},X_{2},... are freely independent identically distributed random variables, then the free entropy…
A lower estimate of the orbital free entropy $\chi_\mathrm{orb}$ under unitary conjugation is proved, and it together with Voiculescu's observation shows that the conjectural exact formula relating $\chi_\mathrm{orb}$ to the free entropy…
D. Voiculescu [2] proved that a standard family of independent random unitary k by k matrices and a constant k by k unitary matrix is asymtotically free as k goes to infinity. This result was a key ingredient in Voiculescu's proof [3] that…
Biane proved the free analog of the logarithmic Sobolev inequality for probability measures on the real line by means of random matrix approximation procedure. We show that the same method can be applied to reprove Biane and Voiculescu's…
The notion of a $*$-law or $*$-distribution in free probability is also known as the quantifier-free type in Farah, Hart, and Sherman's model theoretic framework for tracial von Neumann algebras. However, the full type can also be…
In this paper, we extend the notion of microstate free entropy to the bi-free setting. In particular, using the bi-free analogue of random matrices, microstate bi-free entropy is defined. Properties essential to an entropy theory are…
The paper establishes the equality condition in the I-MMSE proof of the entropy power inequality (EPI). This is done by establishing an exact expression for the deficit between the two sides of the EPI. Interestingly, a necessary condition…
Given a suitably nested family $Z = \langle Z(m,k,\gamma) \rangle_{m,k \in \mathbb N, \gamma >0}$ of Borel subsets of matrices, and associated Borel measures and rate function, $\mu$, an entropy, $\chi^{\mu}(Z)$, is introduced which…
Entropic independence is a structural property of measures that underlies modern proofs of functional inequalities, notably (modified) log-Sobolev inequalities, via ``annealing'' or local-to-global schemes. Existing sufficient criteria for…
The possibility of reconciliation between canonical probability distributions obtained from the $q$-maximum entropy principle with predictions from the law of large numbers when empirical samples are held to the same constraints, is…
The present notes provide a proof of $i^*(\mathbb{C}P+\mathbb{C}(I-P)\,;\mathbb{C}Q+\mathbb{C}(I-Q)) = -\chi_\mathrm{orb}(P,Q)$ for any pair of projections $P,Q$ with $\tau(P)=\tau(Q)=1/2$. The proof includes new extra observations, such as…
We define a classical probability analogue of Voiculescu's free entropy dimension that we shall call the classical probability entropy dimension of a probability measure on $\mathbb{R}^n$. We show that the classical probability entropy…
This paper addresses the correspondence between linear inequalities of Shannon entropy and differential entropy for sums of independent group-valued random variables. We show that any balanced (with the sum of coefficients being zero)…
We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…
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…