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]...
Main Authors: | , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Springer-Verlag Berlin Heidelberg
2015
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Online Access: | http://hdl.handle.net/1721.1/92887 https://orcid.org/0000-0003-4524-8627 |