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arXiv · 1605.05828

Free Stein kernels and an improvement of the free logarithmic Sobolev inequality

Max Fathi·Brent Nelson
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Abstract

We introduce a free version of the Stein kernel, relative to a semicircular law. We use it to obtain a free counterpart of the HSI inequality of Ledoux, Peccatti and Nourdin, which is an improvement of the free logarithmic Sobolev inequality of Biane and Speicher, as well as a rate of convergence in the (multivariate) entropic free Central Limit Theorem. We also compute the free Stein kernels for several relevant families of self-adjoint operators.

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Max Fathi, Brent Nelson. 2016-05-19. Free Stein kernels and an improvement of the free logarithmic Sobolev inequality. https://arxiv.org/abs/1605.05828

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