Abstract
In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their Lp-convergence to the same limit for p > 1/2. Moreover, an entropic central limit theorem is obtained as a consequence of the above results.
Citation
Jiun-Chau Wang. "Local limit theorems in free probability theory." Ann. Probab. 38 (4) 1492 - 1506, July 2010. https://doi.org/10.1214/09-AOP505
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