Two-parameter non-commutative central limit theorem

DOI10.1214/13-AIHP550zbMATH Open1314.60073arXiv1205.4003OpenAlexW2963413061MaRDI QIDQ479723FDOQ479723

Authors: Natasha Blitvić 

Publication date: 5 December 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: The non-commutative Central Limit Theorem (CLT) introduced by Speicher in 1992 states that given almost any sequence of non-commutative random variables that commute or anti-commute pair-wise, the *-moments of the normalized partial sum S_N=(b_1+...+ b_N)/sqrt{N} are given by a Wick-type formula refined to count the number of crossings in the underlying pair-partitions. When coupled with explicit matrix models, the theorem yields random matrix models for creation and annihilation operators on the q-Fock space of Bozejko and Speicher. In this paper, we derive a non-commutative CLT when the pair-wise commutation coefficients are real numbers (as opposed to signs). The statistics of the limiting random variable are a second-parameter refinement of those above, jointly indexing the number of crossings and nestings in the underlying pair-partitions. Coupled with analogous matrix constructions, the theorem yields random matrix models for creation and annihilation operators on the recently introduced (q,t)-Fock space.

Full work available at URL: https://arxiv.org/abs/1205.4003

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zbMATH Keywords

central limit theoremrandom matricesfree probability\(q\)-Gaussians

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Commutation relations and statistics as related to quantum mechanics (general) (81S05) Free probability and free operator algebras (46L54)

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Cited In (13)

• Type B Gaussian statistics as noncommutative central limits
• Free probability for pairs of faces. I
• On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation
• Noncommutative central limit theorem for Gibbs temperature states
• A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM
• Title not available (Why is that?)
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