A central limit theorem for operators

DOI10.1016/J.JFA.2016.06.008zbMATH Open1350.47032arXiv1510.08381OpenAlexW2963389788MaRDI QIDQ738787FDOQ738787

Authors: Felipe Gonçalves 

Publication date: 16 August 2016

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

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.

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

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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)

Cites Work

• Inequalities in Fourier analysis
• Logarithmic Sobolev Inequalities
• On the Convergence of Moments in the Central Limit Theorem
• Gaussian kernels have only Gaussian maximizers
• The hypercontractive approach to exactly bounding an operator with complex Gaussian kernel
• Two-point inequalities, the Hermite semigroup, and the Gauss-Weierstrass semigroup
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• Fatou's lemma for weakly converging probabilities

Cited In (7)

• Fatou's lemma for weakly converging measures under the uniform integrability condition
• Title not available (Why is that?)
• The linearization of the central limit operator in free probability theory
• A central limit theorem for products of dependent random linear and nonlinear operators
• A central limit theorem for stochastic recursive sequences of topical operators
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