English

A new Berry-Esseen-type estimate in the free central limit theorem

Probability 2025-04-01 v1 Operator Algebras

Abstract

Using the subordination approach, we provide a new Berry-Esseen-type estimate in the free central limit theorem in terms of the fourth Lyapunov fraction. In the special case of identical distributions, our result implies a rate of order n1/2+εn^{-1/2 + \varepsilon} for any ε>0\varepsilon>0, thus almost leading to the optimal rate of order n1/2n^{-1/2}.

Keywords

Cite

@article{arxiv.2503.23403,
  title  = {A new Berry-Esseen-type estimate in the free central limit theorem},
  author = {Leonie Neufeld},
  journal= {arXiv preprint arXiv:2503.23403},
  year   = {2025}
}

Comments

14 pages