the analogues of entropy and of fisher’s information measure in free probability theory（费舍尔的熵和信息的类似物测量自由概率论）.pdfVIP

Commun. Math. Phys. 155, 71-92 (1993) Communication s ΪΠ Mathematical Physics © Springer-Verlag 1993 The Analogues of Entropy and of Fishers Information Measure in Free Probability Theory, I Dan Voiculescu* I.H.E.S., F-91440 Bures-sur-Yvette, France* * Received June 9, 1992 Dedicated to Huzuhiro Araki Abstract. Analogues of the entropy and Fisher information measure for random variables in the context of free probability theory are introduced. Monotonicity properties and an analogue of the Cramer-Rao inequality are proved. Introduction In [25] we began studying operator algebra free products from the probabilistic point of view. The idea is to look at free products as an analogue of tensor products and to develop a corresponding highly noncommutative probabilistic framework where freeness is given a treatment similar to independence. We showed [25] that there is a free central limit theorem with the semicircle law playing the role of the Gaussian distribution and that there is a functor from Hubert spaces to operator algebras, which is the free analogue of the Gaussian functor of second quantization (i.e. the Gaussian process indexed by a Hubert space). For the addition and multiplication of bounded free random variables we introduced corresponding free convolution operations on the distributions and constructed linea