arXiv · 1401.1423
Universality of free homogeneous sums in every dimension
Abstract
We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard semicircular element on a fixed $W^{\ast}$-probability space. As a consequence, we deduce that homogeneous sums based on random variables of this type are universal with respect to both semicircular and free Poisson approximations. Our results are stated in a general multidimensional setting and can be seen as a genuine extension of some recent findings by Deya and Nourdin; our techniques are based on the combination of the free Lindeberg method and the Fourth moment Theorem.
Explore related subjects
Keep this discovery
R. Simone. 2014-01-07. Universality of free homogeneous sums in every dimension. https://arxiv.org/abs/1401.1423
Cite the original work for its findings. Save a collection to share your selection of sources.