Central and non-central limit theorems in a free probability setting

DOI10.1007/s10959-012-0443-2zbMath1314.46077arXiv1110.2703OpenAlexW2149294920MaRDI QIDQ457102

Ivan Nourdin, Murad S. Taqqu

Publication date: 26 September 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.2703

zbMATH Keywords

fractional Brownian motionfree Brownian motionconvergence in distributioncentral limit theoremRosenblatt processnon-central limit theoremfree probabilityWigner integral

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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