Edgeworth-type expansion in the entropic free CLT

2017/01/16 by G. P. Chistyakov, Friedrich Götze, Chistyakov, Gennadii +1
Mathematics · #60E07 Secondary 60E10 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary 46L50 #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1701.04352

openalex publication_date 2017/01/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We prove an expansion for densities in the free CLT and apply this result to an expansion in the entropic free central limit theorem assuming a moment condition of order four for the free summands.

Related

• Rate of Convergence in the entropic free CLT
• Asymptotic Expansions in the CLT in Free Probability
• Asymptotic Expansions in Free Limit Theorems
• Corrections to the Central Limit Theorem for Heavy-Tailed Probability Densities
• Entropy Jump and Entropic Central Limit Theorem for Independent Sum