Berry--Esseen for free random variables

DOI10.1007/S10959-007-0097-7MaRDI QIDQ2641434zbMATH OpenOpenAlexFDO

Authors Vladislav Kargin

Publication date 20 August 2007

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

Full work available at URL https://arxiv.org/abs/math/0610072

zbMATH Keywords

Berry-Esseen inequalitycentral limit theoremfree probabilityspeed of convergence

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54)

Abstract: An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case. An example with binomial measures shows that this estimate cannot be improved without imposing further restrictions on convolved measures.

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Cites work

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Cited in

(12)

• A Berry-Esseen type limit theorem for Boolean convolution
• On a Berry-Esseen type limit theorem for Boolean convolution
• Free infinitely divisible approximations of \(n\)-fold free convolutions
• Operator-valued and multivariate free Berry-Esseen theorems
• Uniform convergence and the free central limit theorem
• Asymptotic expansions in the CLT in free probability
• An inequality for the distance between densities of free convolutions
• Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
• Rates of convergence in the free central limit theorem
• Weighted sums and Berry-Esseen type estimates in free probability theory
• Self-normalized sums in free probability theory
• A fixed point approach to non-commutative central limit theorems

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