Optimal Transport Theory in Free Probability, Part I
Transport of measure refers to transforming one probability distribution μ into another probability distribution ν by pushing forward through some function f such that f∗μ=ν, and a transport function f is optimal if it minimizes ∫|f(x)−x|2dμ(x), and the minimum value of this quantity is the square of the Wasserstein distance. In the non-commutative setting, the probability distributions are replaced by traces on a universal free product C[−R,R]∗d, or equivalently functionals on a non-commutative polynomial algebra that represent the moments of tuples of operators from a non-commutative probability space, known as non-commutative laws. In the non-commutative setting, non-isomorphism of von Neumann algebras associated to μ and ν presents an obstacle to transport. The space of non-commutative laws with Biane and Voiculescu's non-commutative Wasserstein distance is furthermore much more wild than its commutative analog. However, for certain nice random matrix models (those associated to free Gibbs laws) one can obtain smooth non-commutative transport and hence isomorphism of the underlying von Neumann algebras. Moreover, the Monge-Kantorovich dual formulation of the Wasserstein distance adapts to the non-commutative setting.
This is based on joint work with Li and Shlyakhtenko, and with Gangbo, Nam, and Shlyakhtenko.