English

Universality of free homogeneous sums in every dimension

Probability 2016-11-23 v1

Abstract

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type Un(S)U_n(S), where Un(x)U_n(x) is the nn-th Chebyshev polynomial and SS is a standard semicircular element on a fixed WW^{\ast}-probability space. As a consequence, we deduce that homogeneous sums based on random variables of this type are universal with respect to both semicircular and free Poisson approximations. Our results are stated in a general multidimensional setting and can be seen as a genuine extension of some recent findings by Deya and Nourdin; our techniques are based on the combination of the free Lindeberg method and the Fourth moment Theorem.

Keywords

Cite

@article{arxiv.1401.1423,
  title  = {Universality of free homogeneous sums in every dimension},
  author = {R. Simone},
  journal= {arXiv preprint arXiv:1401.1423},
  year   = {2016}
}