Information Geometry for Types in the Large-n Limit of Random Matrices

Abstract

We study the interaction between entropy and Wasserstein distance in free probability theory. In particular, we give lower bounds for several versions of free entropy dimension along Wasserstein geodesics, as well as study their topological properties with respect to Wasserstein distance. We also study moment measures in the multivariate free setting, showing the existence and uniqueness of solutions for a regularized version of Santambrogio’s variational problem. The role of probability distributions in these results is played by types, functionals which assign values not only to polynomial test functions, but to all real-valued logical formulas built from them using suprema and infima. We give an explicit counterexample showing that in the framework of non-commutative laws, the usual notion of probability distributions using only non-commutative polynomial test functions, one cannot obtain the desired large-n limiting behavior for both Wasserstein distance and entropy simultaneously in random multi-matrix models.