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 , where is the -th Chebyshev polynomial and is a standard semicircular element on a fixed -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}
}