Invariance principles for homogeneous sums of free random variables
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Publication:2448704
DOI10.3150/12-BEJ498zbMath1292.60041arXiv1201.1753MaRDI QIDQ2448704
Publication date: 5 May 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.1753
chaosfree Brownian motionuniversalitycentral limit theoremsfree probabilityWigner chaosLindeberg principlehomogenous sums
Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54) Functional limit theorems; invariance principles (60F17)
Related Items (6)
Classical and free fourth moment theorems: universality and thresholds ⋮ Poisson convergence on the free Poisson algebra ⋮ Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices ⋮ Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle ⋮ Operator-valued matrices with free or exchangeable entries ⋮ A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
Cites Work
- Yet another proof of the Nualart-Peccati criterion
- Wigner chaos and the fourth moment
- Noise stability of functions with low influences: invariance and optimality
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
- Commutators of free random variables
- Universal Gaussian fluctuations on the discrete Poisson chaos
- Strong Haagerup inequalities for free \(\mathfrak R\)-diagonal elements
- A proof of a non-commutative central limit theorem by the Lindeberg method
- Central limit theorems for sequences of multiple stochastic integrals
- Convergence of Wigner integrals to the tetilla law
- Lectures on the Combinatorics of Free Probability
- Unnamed Item
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