Berry–Esseen for Free Random Variables

被引：0
|
作者：
Vladislav Kargin
机构：
[1] Courant Institute of Mathematical Sciences,
来源：
Journal of Theoretical Probability | 2007年 / 20卷
关键词：
Berry–Esseen inequality; Free probability; Central limit theorem; Speed of convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
An analogue of the Berry–Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n−1/2, the same as in the classical case. An example with binomial measures shows that this estimate cannot be improved without imposing further restrictions on convolved measures.
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页码：381 / 395
页数：14
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