Rate of Convergence in the entropic free CLT

2011/12/21 by G. P. Chistyakov, Chistyakov, G. P., F. Götze +1
Mathematics · #46L50 #60E07 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:46L50 #msc:60E07

paper · pdf · doi:10.48550/arxiv.1112.5087

arxiv created 2011/12/21 · arxiv updated 2011/12/22

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 8 for the free summands.

Related

• Edgeworth-type expansion in the entropic free CLT
• Asymptotic Expansions in the CLT in Free Probability
• Rates of convergence in the free central limit theorem
• Rates of convergence in the Free Multiplicative Central Limit Theorem
• Entropic CLT for Order Statistics