Free Stein Irregularity and Dimension

Abstract

We introduce a free probabilistic quantity called free Stein irregularity, which is defined in terms of free Stein discrepancies. It turns out that this quantity is related via a simple formula to the Murray--von Neumann dimension of the closure of the domain of the adjoint of the non-commutative Jacobian associated to Voiculescu's free difference quotients. We call this dimension the free Stein dimension, and show that it is a $*$-algebra invariant. We relate these quantities to the free Fisher information, the non-microstates free entropy, and the non-microstates free entropy dimension. In the one-variable case, we show that the free Stein dimension agrees with the free entropy dimension, and in the multivariable case compute it in a number of examples.