A proof of a non-commutative central limit theorem by the Lindeberg method

被引：0

作者：

Kargin, Vladislav ^{[1
]}

机构：

[1] Courant Inst Math Sci, Forest Hills, NY 11375 USA

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2007年 / 12卷

关键词：

central limit theorem; Lindeberg method; free probability; free convolution; free independence;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in this paper relies on an assumption which is weaker than freeness.

引用

页码：44 / 58

页数：15

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