English

A free central-limit theorem for dynamical systems

Probability 2022-11-29 v3

Abstract

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of operators that we define using a free random variable XX coupled with a group of *-automorphims describing the evolution of XX. We introduce free mixing coefficients that measure how far a dynamical system is from being freely independent. Under conditions on those coefficients, we prove that the free central-limit theorem also holds for these processes and provide Berry-Essen bounds. We generalize this to triangular arrays and U-statistics. Finally we draw connections with classical probability and random matrix theory with a series of examples.

Keywords

Cite

@article{arxiv.2005.10923,
  title  = {A free central-limit theorem for dynamical systems},
  author = {Morgane Austern},
  journal= {arXiv preprint arXiv:2005.10923},
  year   = {2022}
}
R2 v1 2026-06-23T15:43:43.518Z