Through the study of large deviations theory for matrix Brownian motion, Biane-Capitaine-Guionnet proved the inequality $\chi(X) \leq \chi^*(X)$ that relates two analogs of entropy in free probability defined by Voiculescu. We give a new proof of $\chi \leq \chi^*$ that is elementary in the sense that it does not rely on stochastic differential equations and large deviation theory. Moreover, we generalize the result to conditional microstates and non-microstates free entropy.
Categories: math.OA math.PR