Local limit theorems in free probability theory

DOI10.1214/09-AOP505zbMATH Open1202.46078arXiv1010.3579MaRDI QIDQ989184FDOQ989184

Jiun-Chau Wang

Publication date: 30 August 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their $L^p$-convergence to the same limit for $p>1/2$. Moreover, an entropic central limit theorem is obtained as a consequence of the above results.

Full work available at URL: https://arxiv.org/abs/1010.3579

zbMATH Keywords

superconvergencelocal limit theoremsfree entropyfree central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54) (L^p)-limit theorems (60F25)

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Cited In (17)

• Two-state free Brownian motions
• Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
• The Brown measure of the sum of a self-adjoint element and an elliptic element
• Local Limit Theorems for Functionals of Random Processes
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• Limit theorems in free probability theory II

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