Related papers: An entropy for Boolean independence
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…
Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…
It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…
It is well-known that the semi-circle law, which is the limiting distribution in the Wigner theorem, is the minimizer of the logarithmic energy penalized by the second moment. A very similar fact holds for the Girko and Marchenko--Pastur…
The present paper introduces a modified version of cyclic-monotone independence which originally arose in the context of random matrices, and also introduces its natural analogy called cyclic-Boolean independence. We investigate formulas…
The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…
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…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
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…
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…
We introduce the notion of operator-valued infinitesimal (OVI) independence for the Boolean and monotone cases. Then show that OVI Boolean (resp. monotone) independence is equivalent to the operator-valued Boolean (resp. monotone)…
Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…
We study Voiculescu's microstate free entropy for a single non-selfadjoint random variable. The main result is that certain additional constraints on eigenvalues of microstates do not change the free entropy. Our tool is the method of…
We develop a fine-scale local analysis of measure entropy and measure sequence entropy based on combinatorial independence. The concepts of measure IE-tuples and measure IN-tuples are introduced and studied in analogy with their…
We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…
We show that the thermodynamic entropy density is proportional to the largest Lyapunov ex- ponent (LLE) of a discrete hydrodynamical system, a deterministic two-dimensional lattice gas automaton. The definition of the LLE for cellular…
We provide Berry-Esseen bounds for sums of operator-valued Boolean and monotone independent variables, in terms of the first moments of the summands. Our bounds are on the level of Cauchy transforms as well as the L\'evy distance. As…
We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…