相关论文: Limit Theorems in Free Probability Theory I

By probabilistic logic I mean a normative theory of belief that explains how a body of evidence affects one's degree of belief in a possible hypothesis. A new axiomatization of such a theory is presented which avoids a finite additivity…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.

Our aim is to give for some classes non-additive measures some limit theorems. For balanced games we obtain a weak and strong law of large numbers for bounded random variables, a sharper conclusion is obtain with exact games. We provide an…

In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

We study the linear span of commutators of free random variables and show that these are the only quadratic forms which satisfy the following equivalent properties: * preservation free infinite divisibility * free and strong cancellation of…

We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

The aim of this article is to promote the use of probabilistic methods in the study of problems in mathematical general relativity. Two new and simple singularity theorems, whose features are different from the classical singularity…

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…

We present new counterexamples, which provide stronger limitations to sums-differences statements than were previously known. The main idea is to consider non-uniform probability measures.

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

We formulate and explore two basic axiomatic systems of typefree subjective probability. One of them explicates a notion of finitely additive probability. The other explicates a concept of infinitely additive probability. It is argued that…

In classical probability the law of large numbers for the multiplicative convolution follows directly from the law for the additive convolution. In free probability this is not the case. The free additive law was proved by D. Voiculescu in…

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

We study the free product of rooted graphs and its various decompositions using quantum probabilistic methods. We show that the free product of rooted graphs is canonically associated with free independence, which completes the proof of the…

This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…