Limit theorems in free probability theory II

Gennadii Chistyakov; Friedrich Götze

Open Mathematics (2008)

  • Volume: 6, Issue: 1, page 87-117
  • ISSN: 2391-5455

Abstract

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Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle 𝕋 we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.

How to cite

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Gennadii Chistyakov, and Friedrich Götze. "Limit theorems in free probability theory II." Open Mathematics 6.1 (2008): 87-117. <http://eudml.org/doc/269629>.

@article{GennadiiChistyakov2008,
abstract = {Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle \[ \mathbb \{T\} \] we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.},
author = {Gennadii Chistyakov, Friedrich Götze},
journal = {Open Mathematics},
keywords = {Free random variables; Nevanlinna functions; Schur functions; free convolutions; limit theorems},
language = {eng},
number = {1},
pages = {87-117},
title = {Limit theorems in free probability theory II},
url = {http://eudml.org/doc/269629},
volume = {6},
year = {2008},
}

TY - JOUR
AU - Gennadii Chistyakov
AU - Friedrich Götze
TI - Limit theorems in free probability theory II
JO - Open Mathematics
PY - 2008
VL - 6
IS - 1
SP - 87
EP - 117
AB - Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle \[ \mathbb {T} \] we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.
LA - eng
KW - Free random variables; Nevanlinna functions; Schur functions; free convolutions; limit theorems
UR - http://eudml.org/doc/269629
ER -

References

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