Thu, 25 Sep 2025
11:00
C6

Free information geometry and the large-n limit of random matrices

David Jekel
(University of Copenhagen)
Abstract

I will describe recent developments in information geometry (the study of optimal transport and entropy) for the setting of free probability.  One of the main goals of free probability is to model the large-n behavior of several $n \times n$ matrices $(X_1^{(n)},\dots,X_m^{(n)})$ chosen according to a sufficiently nice joint distribution that has a similar formula for each n (for instance, a density of the form constant times $e^{-n^2 \tr_n(p(x))}$ where $p$ is a non-commutative polynomial).  The limiting object is a tuple $(X_1,\dots,X_m)$ of operators from a von Neumann algebra.  We want the entropy and the optimal transportation distance of the probability distributions on $n \times n$ matrix tuples converge in some sense to their free probabilistic analogs, and so to obtain a theory of Wasserstein information geometry for the free setting.  I will present both negative results showing unavoidable difficulties in the free setting, and positive results showing that nonetheless several crucial aspects of information geometry do adapt.

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