Approximation of Free Convolutions by Free Infinitely Divisible Laws

DOI10.1137/S0040585X97T990666MaRDI QIDQ5034424zbMATH OpenFDO

Authors Friedrich Götze, Gennadiy P. Chistyakov

Publication date 25 February 2022

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.06516

zbMATH Keywords

Cauchy transformsfree convolutionsfree random variableslimit theorems

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Computer science (68-XX)

Recommendations

• Free infinitely divisible approximations of \(n\)-fold free convolutions
• Approximation of convolutions of probability distributions by infinitely divisible laws under weakened moment restrictions
• scientific article; zbMATH DE number 16748
• Approximation of convolutions of probability distributions by infinitely divisible laws in case of weakened moment constraints
• Limit theorems for free multiplicative convolutions
• INFINITE DIVISIBILITY FOR THE CONDITIONALLY FREE CONVOLUTION
• The law of large numbers for the free multiplicative convolution
• scientific article; zbMATH DE number 56696
• An approximation to infinitely divisible laws
• Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space

Cites work

• A new approach to subordination results in free probability
• Addition of certain non-commuting random variables
• Addition of freely independent random variables
• An Improvement of the Lower Bound for the Rate of Convergence in Kolmogorov’s Uniform Limit Theorem
• Asymptotic expansions in the CLT in free probability
• Bounds for approximations of \(n\)-fold convolutions of distributions with unlimited divisibility and the moments problem
• Combinatorial theory of the free product with amalgamation and operator-valued free probability theory
• Free infinitely divisible approximations of \(n\)-fold free convolutions
• Free Random Variables
• scientific article; zbMATH DE number 3113848 (Why is no real title available?)
• scientific article; zbMATH DE number 4078402 (Why is no real title available?)
• scientific article; zbMATH DE number 527331 (Why is no real title available?)
• scientific article; zbMATH DE number 1465044 (Why is no real title available?)
• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 3237398 (Why is no real title available?)
• scientific article; zbMATH DE number 3034030 (Why is no real title available?)
• Lectures on the Combinatorics of Free Probability
• Limit theorems in free probability theory. I
• On superconvergence of sums of free random variables
• On the Convergence Rate in Kolmogorov’s Uniform Limit Theorem. I
• On the Convergence Rate in Kolmogorov’s Uniform Limit Theorem. II
• Processes with free increments
• Regularly varying functions
• Stable laws and domains of attraction in free probability theory
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• The arithmetic of distributions in free probability theory
• The Lebesgue decomposition of the free additive convolution of two probability distributions
• Theory of operator algebras. II
• Two Uniform Limit Theorems for Sums of Independent Random Variables

Cited in

(2)

• On the free convolution with a semi-circular distribution
• Approximation of free convolutions by free infinitely divisible laws

This page was built for publication: Approximation of Free Convolutions by Free Infinitely Divisible Laws

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5034424)