Superconvergence to freely infinitely divisible distributions

DOI10.2140/PJM.2018.292.273MaRDI QIDQ1684485zbMATH OpenOpenAlexFDO

Authors H. Bercovici, Jiun-Chau Wang, Ping Zhong

Publication date 11 December 2017

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.03393

zbMATH Keywords

free convolutionfreely infinitely divisible lawsuperconvergence

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Infinitely divisible distributions; stable distributions (60E07)

Abstract: The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution to a nondegenerate freely infinitely divisible law. Then the distribution of the sum becomes Lebesgue absolutely continuous with a continuous density in finite time, and this density can be approximated by that of the limit law uniformly, as well as in all $L^p$-norms for $p>1$, on the real line except possibly in the neighborhood of one point. Applications include the global superconvergence to freely stable laws and that to free compound Poisson laws over the whole real line.

Recommendations

• Superconvergence in free probability limit theorems for arbitrary triangular arrays
• Local limit theorems in free probability theory
• Local limit theorems for multiplicative free convolutions
• Superconvergence to the central limit and failure of the Cramér theorem for free random variables
• Free infinitely divisible approximations of \(n\)-fold free convolutions

Cites work

• Free infinitely divisible approximations of \(n\)-fold free convolutions
• Free probability theory and non-crossing partitions
• Free Random Variables
• scientific article; zbMATH DE number 527331 (Why is no real title available?)
• scientific article; zbMATH DE number 2162780 (Why is no real title available?)
• Local limit theorems for multiplicative free convolutions
• Local limit theorems in free probability theory
• On superconvergence of sums of free random variables
• On the free convolution with a semi-circular distribution
• Processes with free increments
• Stable laws and domains of attraction in free probability theory
• Superconvergence to the central limit and failure of the Cramér theorem for free random variables
• Supports of measures in a free additive convolution semigroup
• The analogues of entropy and of Fisher's information measure in free probability theory. I

Cited in

(6)

• The Brown measure of the sum of a self-adjoint element and an elliptic element
• Regularity results for free Lévy processes
• On the support of the free additive convolution
• Superconvergence in free probability limit theorems for arbitrary triangular arrays
• Superconvergence and regularity of densities in free probability
• Density of the free additive convolution of multi-cut measures

This page was built for publication: Superconvergence to freely infinitely divisible distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1684485)