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Abstract We study the free probabilistic analog of optimal couplings for the quadratic cost, where classical probability spaces are replaced by tracial von Neumann algebras, and probability measures on $${\mathbb {R}}^m$$ R m are replaced by non-commutative laws of m -tuples. We prove an analog of the Monge–Kantorovich duality which characterizes optimal couplings of non-commutative laws with respect to Biane and Voiculescu’s non-commutative $$L^2$$ L 2 -Wasserstein distance using a new type of convex functions. As a consequence, we show that if ( X , Y ) is a pair of optimally coupled m -tuples of non-commutative random variables in a tracial $$\mathrm {W}^*$$ W ∗ -algebra $$\mathcal {A}$$ A , then $$\mathrm {W}^*((1 - t)X + tY) = \mathrm {W}^*(X,Y)$$ W ∗ ( ( 1 - t ) X + t Y ) = W ∗ ( X , Y ) for all $$t \in (0,1)$$ t ∈ ( 0 , 1 ) . Finally, we illustrate the subtleties of non-commutative optimal couplings through connections with results in quantum information theory and operator algebras. For instance, two non-commutative laws that can be realized in finite-dimensional algebras may still require an infinite-dimensional algebra to optimally couple. Moreover, the space of non-commutative laws of m -tuples is not separable with respect to the Wasserstein distance for $$m > 1$$ m > 1 .more » « less
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