Superconvergence to freely infinitely divisible distributions
Probability
2018-03-16 v1 Operator Algebras
Abstract
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution to a nondegenerate freely infinitely divisible law. Then the distribution of the sum becomes Lebesgue absolutely continuous with a continuous density in finite time, and this density can be approximated by that of the limit law uniformly, as well as in all -norms for , on the real line except possibly in the neighborhood of one point. Applications include the global superconvergence to freely stable laws and that to free compound Poisson laws over the whole real line.
Cite
@article{arxiv.1510.03393,
title = {Superconvergence to freely infinitely divisible distributions},
author = {Hari Bercovici and Jiun-Chau Wang and Ping Zhong},
journal= {arXiv preprint arXiv:1510.03393},
year = {2018}
}