A free stochastic partial differential equation

By Yoann Dabrowski. 2010

53 citations recorded by the source corpus.

We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^\omega\ embeddability. This includes an N-tuple of q-Gaussian random variables e.g. for |q|N\leq 0.13.

Subfields: Applied Mathematics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/8c1a39b894417bd4ecebe538f9d681072342e4c2