A central limit theorem for operators

DOI10.1016/J.JFA.2016.06.008MaRDI QIDQ738787zbMATH OpenOpenAlexFDO

Authors Felipe Gonçalves

Publication date 16 August 2016

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.08381

zbMATH Keywords

central limit theoremGaussian kernelHermite semigroupsharp inequalities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Groups and semigroups of linear operators (47D03) Applications of operator theory in probability theory and statistics (47N30)

Abstract: We prove an analogue of the Central Limit Theorem for operators. For every operator $K$ defined on $mathbbC[x]$ we construct a sequence of operators $K_N$ defined on $mathbbC[x_1,\mathrm{...},x_N]$ and demonstrate that, under certain orthogonality conditions, this sequence converges in a weak sense to an unique operator $mathcalC$. We show that this operator $mathcalC$ is a member of a family of operators $mathfrakC$ that we call {it Centered Gaussian Operators} and which coincides with the family of operators given by a centered Gaussian Kernel. Inspired in the approximation method used by Beckner in [W. Beckner, Inequalities in Fourier Analysis, Annals of Mathematics, 102 (1975), 159-182] to prove the sharp form of the Hausdorff-Young inequality, the present article shows that Beckner's method is a special case of a general approximation method for operators. In particular, we characterize the Hermite semi-group as the family of Centered Gaussian Operators associated with any semi-group of operators.

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Cites work

• scientific article; zbMATH DE number 434770 (Why is no real title available?)
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• Two-point inequalities, the Hermite semigroup, and the Gauss-Weierstrass semigroup

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• A central limit theorem for products of dependent random linear and nonlinear operators
• A central limit theorem for stochastic recursive sequences of topical operators
• The linearization of the central limit operator in free probability theory
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• Fatou's lemma for weakly converging measures under the uniform integrability condition

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