Asymptotic expansions in the CLT in free probability

DOI10.1007/S00440-012-0451-2zbMATH Open1282.46059arXiv1109.4844OpenAlexW2062583385MaRDI QIDQ377516FDOQ377516

Gennadiy P. Chistyakov, Friedrich Götze

Publication date: 6 November 2013

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We prove Edgeworth type expansions for distribution functions of sums of free random variables under minimal moment conditions. The proofs are based on the analytic definition of free convolution. We apply these results to the expansion of densities to derive expansions for the free entropic distance of sums to the Wigner law.

Full work available at URL: https://arxiv.org/abs/1109.4844

zbMATH Keywords

asymptotic expansioncentral limit theoremCauchy transformfree convolutionsfree random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Free probability and free operator algebras (46L54)

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Cited In (14)

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