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.
引用
收藏
页码：381 / 395
页数：14
相关论文
共 50 条
12345