Free transport for convex potentials

We construct non-commutative analogs of transport maps among free Gibbs state satisfying a certain convexity condition. Unlike previous constructions, our approach is non-perturbative in nature and thus can be used to construct transport maps between free Gibbs states associated to potentials which are far from quadratic, i.e., states which are far from the semicircle law. An essential technical ingredient in our approach is the extension of free stochastic analysis to non-commutative spaces of functions based on the Haagerup tensor product.

Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0

In this paper, we study the strong convergence of empirical spectral distribution (ESD) of the large quaternion sample covariance matrices and correlation matrices when the ratio of the population dimension [Formula: see text] to sample size [Formula: see text] tends to zero. We prove that the ESD of renormalized quaternion sample covariance matrices converges almost surely to the semicircle law.