Limit theorems in free probability theory II

• Autorzy: Gennadii Chistyakov , Friedrich Götze
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Free random variables; Nevanlinna functions; Schur functions; free convolutions; limit theorems

Kategorie tematyczne

• 60E10: Characteristic functions; other transforms
• 60E07: Infinitely divisible distributions; stable distributions

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2008
• Tom: 6
• Numer: 1
• Strony: 87-117

Daty

wydano

2008-03-01

online

2008-02-26

Twórcy

autor

Gennadii Chistyakov

• National Academy of Sciences of Ukraine

autor

Friedrich Götze

• Universität Bielefeld

Bibliografia

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Identyfikatory

DOI

10.2478/s11533-008-0006-z