Central and non-central limit theorems in a free probability setting

DOI10.1007/s10959-012-0443-2zbMath1314.46077arXiv1110.2703MaRDI QIDQ457102

Ivan Nourdin, Murad S. Taqqu

Publication date: 26 September 2014

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

Full work available at URL: https://arxiv.org/abs/1110.2703

zbMATH Keywords

fractional Brownian motion; free Brownian motion; convergence in distribution; central limit theorem; Rosenblatt process; non-central limit theorem; free probability; Wigner integral

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

46L54: Free probability and free operator algebras

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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