Related papers: Limit Theorems in Free Probability Theory I

This talk is organized as follows: First we explain some basic concepts in non-commutative probability theory in the frame of operator algebras. In Section 2, we discuss related topics in von Neumann algebras. Sections 3 and 4 contain some…

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

This paper proves normalisation theorems for intuitionist and classical negative free logic, without and with the $\invertediota$ operator for definite descriptions. Rules specific to free logic give rise to new kinds of maximal formulas…

Using sum rules and a new dipole-free sum-over-states expression, we calculate the fundamental limits of the dispersion of the real and imaginary parts of all electronic nonlinear-optical susceptibilities. As such, these general results can…

A classification of (countable) direct limits of finite dimensional involution simple associative algebras over an algebraically closed field of arbitrary characteristic is obtained. This also classifies the corresponding dimension groups.…

This is a survey and research note on the modified Orlik conjecture derived from the division theorem introduced in [2]. The division theorem is a generalization of classical addition-deletion theorems for free arrangements. The division…

We disprove a conjecture stated in a recent paper by Arnold and Villasenor concerning the sum and the maximum of independent and identically distributed half-normal random variables. Our method is applicable to generalized gamma…

The aim of the paper is to study the link between non additivity of some entropies and their boundedness. We propose an axiomatic construction of the entropy relying on the fact that entropy belongs to a group isomorphic to the usual…

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D.…

In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…

This paper introduces the notion of pseudo-independence on the sublinear expectation space $(\Omega,\mathcal{F},\mathcal{P})$ via the classical conditional expectation, and the relations between pseudo-independence and Peng's independence…

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case.…

We prove limit theorems for row sums of a rowwise independent infinitesimal array of random variables with values in a locally compact Abelian group. First we give a proof of Gaiser's theorem, since it does not have an easy access and it is…