An Elementary Approach to Free Entropy Theory for Convex Potentials
David Jekel

TL;DR
This paper introduces a PDE-based method for free entropy theory in convex potentials, avoiding SDEs, and shows convergence of measures and entropy equalities in the free probability setting.
Contribution
It provides a novel PDE approach to free entropy theory for convex potentials, replacing stochastic differential equations with asymptotic trace polynomial approximations.
Findings
Convergence of moments to a non-commutative law.
Equality of free entropies and classical entropies in the limit.
Validation of the PDE approach for free Gibbs states.
Abstract
We present an alternative approach to the theory of free Gibbs states with convex potentials. Instead of solving SDE's, we combine PDE techniques with a notion of asymptotic approximability by trace polynomials for a sequence of functions on to prove the following. Suppose is a probability measure on on given by uniformly convex and semi-concave potentials , and suppose that the sequence is asymptotically approximable by trace polynomials. Then the moments of converge to a non-commutative law . Moreover, the free entropies , , and agree and equal the limit of the normalized classical entropies of .
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