Rates of convergence in the free central limit theorem

Makoto Maejima and Noriyoshi Sakuma

Statistics & Probability Letters, 2023, vol. 197, issue C

Abstract: We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the measure of suitably normalized sums of free random variables and the semicircle distribution without any moment condition, we show the free Lindeberg central limit theorem and improve the known results on rates of convergence under the conditions of the existence of the third moments.

Keywords: Free probability; Central limit theorem; Rate of convergence (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109802

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