Corpus ID: 226278157

# Maximal correlation and monotonicity of free entropy.

@article{Dadoun2020MaximalCA,
title={Maximal correlation and monotonicity of free entropy.},
author={Benjamin Dadoun and Pierre Youssef},
journal={arXiv: Operator Algebras},
year={2020}
}
• Published 5 November 2020
• Mathematics
• arXiv: Operator Algebras
We introduce the maximal correlation coefficient $R(M_1,M_2)$ between two noncommutative probability subspaces $M_1$ and $M_2$ and show that the maximal correlation coefficient between the sub-algebras generated by $s_n:=x_1+\ldots +x_n$ and $s_m:=x_1+\ldots +x_m$ equals $\sqrt{m/n}$ for $m\le n$, where $(x_i)_{i\in \mathbb{N}}$ is a sequence of free and identically distributed noncommutative random variables. This is the free-probability analogue of a result by Dembo--Kagan--Shepp in classical… Expand

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