Free monotone transport

By solving a free analog of the Monge-Ampère equation, we prove a non-commutative analog of Brenier’s monotone transport theorem: if an n-tuple of self-adjoint non-commutative random variables Z [subscript 1],…,Z [subscript n] satisfies a regularity condition (its conjugate variables ξ [subscript 1]...

Full description

Bibliographic Details
Main Authors: Guionnet, Alice, Shlyakhtenko, D.
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:en_US
Published: Springer-Verlag Berlin Heidelberg 2015
Online Access:http://hdl.handle.net/1721.1/92887
https://orcid.org/0000-0003-4524-8627