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Conjugate Variables along the Free Heat Flow: the Projected Semicircular Increment and the Bound d/t on the Free Fisher Information

At every time t>0 of the free heat flow the law has conjugate variables, obtained by projecting the semicircular increment divided by sqrt(t), so its free Fisher information is at most d/t.

Statement

In the setting of Noncommutative Laws, Couplings and the Wasserstein Distance: Standing Notation, let ⋆\star be the free product (for m=n=dm=n=d), ⊞\boxplus the free additive convolution, scd\mathrm{sc}_{d} and scd,t\mathrm{sc}_{d,t} the semicircular law and the semicircular law of variance tt, Φ∗\Phi^{*} the free Fisher information, and Γt\Gamma_{t} the affine datum of the free heat flow. Let λ∈Σd\lambda\in\Sigma_{d} and let t>0t>0 be real. Put γ=λ⋆scd∈Σ2d\gamma=\lambda\star\mathrm{sc}_{d}\in\Sigma_{2d} and μ=λ⊞scd,t\mu=\lambda\boxplus\mathrm{sc}_{d,t}, so that μ=γ∘σΓt\mu=\gamma\circ\sigma_{\Gamma_{t}} by The Free Heat Flow: Realisation, Norm Bound, Moments, Distance to the Initial Law, Wasserstein Contraction, Semigroup Property and Continuity §realisation. The tuple (x1+t xd+1,…,xd+t x2d)(x_{1}+\sqrt{t}\,x_{d+1},\dots,x_{d}+\sqrt{t}\,x_{2d}) of Γt\Gamma_{t} is self-adjoint by Affine Substitutions of Noncommutative Laws: Self-Adjointness, Composition, Moment Formulas and Positivity, and the Coordinate Data §self-adjoint; let V∈L(Hμ,Hγ)V\in\mathcal{L}(\mathcal{H}_{\mu},\mathcal{H}_{\gamma}) be the isometry for it (here, as there, VV denotes an operator).

1. (Conjugate variables) μ\mu has conjugate variables ξμ=(ξμ,1,…,ξμ,d)\xi_{\mu}=(\xi_{\mu,1},\dots,\xi_{\mu,d}), namely

ξμ,j=1t V∗ xd+j^ γ(j∈[d]).\xi_{\mu,j}=\frac{1}{\sqrt{t}}\,V^{*}\,\widehat{x_{d+j}}^{\,\gamma}\qquad(j\in[d]).

2. (Fisher bound) Φ∗(μ)≤d/t\Phi^{*}(\mu)\le d/t.

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