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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2021 Volume 66, Issue 4, Pages 806–838 (Mi tvp5513)

Approximation of free convolutions by free infinitely divisible laws

G. P. Chistyakov, F. Götze

Fakultät für Mathematik, Universität Bielefeld, Bielefeld, Germany

Abstract: Based on the method of subordinating functions we prove bounds for the minimal error of approximations of $n$-fold convolutions of probability measures by free infinitely divisible probability measures.

Keywords: free random variables, Cauchy transforms, free convolutions, limit theorems.

Received: 23.06.2021
Accepted: 23.06.2021

DOI: 10.4213/tvp5513


 English version:
Theory of Probability and its Applications, 2022, 66:4, 640–667

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© Steklov Math. Inst. of RAS, 2024