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Displacement Convexity of Minus the Free Entropy: the Tangent Inequality along Optimal Couplings

Conjecture: minus the free entropy satisfies the tangent inequality along optimal couplings, with minus the conjugate variables as its gradient.

Statement

In the setting of Free Products, Semicircular Laws, the Free Heat Flow, Free Fisher Information and Free Entropy: Standing Notation, the conjugate variables of a law μ\mu that has them are written ξμ\xi_{\mu}, and Jγ1\mathcal{J}^{1}_{\gamma} is the coupling pairing.

(Tangent inequality) The pair (Dχ,−χ∗)(\mathcal{D}_{\chi},-\chi^{*}) satisfies the tangent inequality clause of a free entropy penalty: for every μ∈Dχ\mu\in\mathcal{D}_{\chi} that has conjugate variables, every ν∈Dχ\nu\in\mathcal{D}_{\chi} and every optimal coupling γ∈Π(μ,ν)\gamma\in\Pi(\mu,\nu),

−χ∗(ν)≥−χ∗(μ)+Jγ1(ξμ).-\chi^{*}(\nu)\ge-\chi^{*}(\mu)+\mathcal{J}^{1}_{\gamma}(\xi_{\mu}).

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