arXiv:1010.3579 [math.PR]AbstractReferencesReviewsResources
Local limit theorems in free probability theory
Published 2010-10-18Version 1
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.
Comments: Published in at http://dx.doi.org/10.1214/09-AOP505 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2010, Vol. 38, No. 4, 1492-1506
DOI: 10.1214/09-AOP505
Categories: math.PR
Keywords: free probability theory, local limit theorems, free central limit theorem, entropic central limit theorem, superconvergence phenomenon
Tags: journal article
Related articles: Most relevant | Search more
arXiv:2406.13601 [math.PR] (Published 2024-06-19)
Self-normalized Sums in Free Probability Theory
Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
arXiv:2304.10673 [math.PR] (Published 2023-04-20)
Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures