Distributional comparison for non-commutative infinitely divisible probability measures

Abstract

We determine ``cumulant-type'' upper bounds of the non-commutative Wasserstein distance for certain classes of distributions $μ$ and $ν$, which are infinite divisible with respect to the Boolean, classical and free convolutions. The main contribution of the manuscript is an estimation of the non-commutative Wasserstein distance between $μ$ and $ν$, expressed in terms of the difference between cumulants of order less than $2m+4$.