Local limit theorems in free probability theory

DOI10.1214/09-AOP505MaRDI QIDQ989184zbMATH OpenFDO

Authors Jiun-Chau Wang

Publication date 30 August 2010

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.3579

zbMATH Keywords

superconvergencelocal limit theoremsfree entropyfree central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54) (L^p)-limit theorems (60F25)

Abstract: In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their $L^p$-convergence to the same limit for $p>1/2$. Moreover, an entropic central limit theorem is obtained as a consequence of the above results.

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Cited in

(21)

• Two-state free Brownian motions
• Superconvergence and regularity of densities in free probability
• Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
• Rates of convergence in the free central limit theorem
• Superconvergence in free probability limit theorems for arbitrary triangular arrays
• Local limit theorems for multiplicative free convolutions
• Superconvergence to the central limit and failure of the Cramér theorem for free random variables
• The local quantization behavior of absolutely continuous probabilities
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