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Rates of convergence in the free central limit theorem

Author

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  • Maejima, Makoto
  • Sakuma, Noriyoshi

Abstract

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the measure of suitably normalized sums of free random variables and the semicircle distribution without any moment condition, we show the free Lindeberg central limit theorem and improve the known results on rates of convergence under the conditions of the existence of the third moments.

Suggested Citation

  • Maejima, Makoto & Sakuma, Noriyoshi, 2023. "Rates of convergence in the free central limit theorem," Statistics & Probability Letters, Elsevier, vol. 197(C).
    • Handle: RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000263
    DOI: 10.1016/j.spl.2023.109802
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