Open Access
May 2014 Invariance principles for homogeneous sums of free random variables
Aurélien Deya, Ivan Nourdin
Bernoulli 20(2): 586-603 (May 2014). DOI: 10.3150/12-BEJ498

Abstract

We extend, in the free probability framework, an invariance principle for multilinear homogeneous sums with low influences recently established by Mossel, O’Donnel and Oleszkiewicz in [Ann. of Math. (2) 171 (2010) 295–341]. We then deduce several universality phenomenons, in the spirit of the paper [Ann. Probab. 38 (2010) 1947–1985] by Nourdin, Peccati and Reinert.

Citation

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Aurélien Deya. Ivan Nourdin. "Invariance principles for homogeneous sums of free random variables." Bernoulli 20 (2) 586 - 603, May 2014. https://doi.org/10.3150/12-BEJ498

Information

Published: May 2014
First available in Project Euclid: 28 February 2014

zbMATH: 1292.60041
MathSciNet: MR3178510
Digital Object Identifier: 10.3150/12-BEJ498

Keywords: central limit theorems , chaos , free Brownian motion , Free probability , homogeneous sums , Lindeberg principle , Universality , Wigner chaos

Rights: Copyright © 2014 Bernoulli Society for Mathematical Statistics and Probability

Vol.20 • No. 2 • May 2014
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