G. P. Chistyakov, Friedrich Götze
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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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.
Key concepts: Mathematics, Probability theory, Free probability, Probability measure, Limit (mathematics), Convolution of probability distributions, Algebra of random variables, Convolution (computer science)