Open Access
January 2008 Limit theorems in free probability theory. I
G. P. Chistyakov, F. Götze
Ann. Probab. 36(1): 54-90 (January 2008). DOI: 10.1214/009117907000000051
Abstract

Based on an analytical approach to the definition of additive free convolution on probability measures on the real line, we prove free analogues of limit theorems for sums for nonidentically distributed random variables in classical probability theory.

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Copyright © 2008 Institute of Mathematical Statistics
G. P. Chistyakov and F. Götze "Limit theorems in free probability theory. I," The Annals of Probability 36(1), 54-90, (January 2008). https://doi.org/10.1214/009117907000000051
Published: January 2008
Vol.36 • No. 1 • January 2008
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