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

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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)

• Asymptotic analysis of symmetric functions
• Approximation of Free Convolutions by Free Infinitely Divisible Laws
• Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
• Free Stein kernels and an improvement of the free logarithmic Sobolev inequality
• Non-crossing partitions
• A note on the rate of convergence in the Boolean central limit theorem
• Asymptotic development for the CLT in total variation distance
• A note on existence of free Stein kernels
• On the supports of measures in free multiplicative convolution semigroups
• Weighted sums and Berry-Esseen type estimates in free probability theory
• Superconvergence in free probability limit theorems for arbitrary triangular arrays
• Convergence and asymptotic approximations to universal distributions in probability
• Faster convergence in the free central limit theorem
• Asymptotic expansions in the CLT in free probability

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