Limit theorems for the hierarchy of freeness
Uwe Franz, Romuald Lenczewski
Abstract
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Uwe Franz, Romuald Lenczewski
Abstract
Open-access reader
The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth smaller or equal to m. For the algebra of polynomials in one variable we solve the associated moment problems and find explicitly the discrete limit measures.
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The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth smaller or equal to m. For the algebra of polynomials in one variable we solve the associated moment problems and find explicitly the discrete limit measures.
Key concepts: Limit (mathematics), Hierarchy, Mathematics, Mathematical economics, Pure mathematics, Political science, Mathematical analysis, Law