We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type U<inf>n</inf>(S), where U<inf>n</inf>(x) is the n-th Chebyshev polynomial and S is a standard semicircular element on a fixed W*-probability space. As a consequence, we deduce that homogeneous sums based on random variables of this type are universal with respect to both semicircular and free Poisson approximations. Our results are stated in a general multidimensional setting and can be seen as a genuine extension of some recent findings by Deya and Nourdin; our techniques are based on the combination of the free Lindeberg method and the Fourth moment Theorem.

Universality of free homogeneous sums in every dimension / Simone, Rosaria. - In: ALEA. - ISSN 1980-0436. - 12:1(2015), pp. 213-244.

Universality of free homogeneous sums in every dimension

SIMONE, ROSARIA
2015

Abstract

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type Un(S), where Un(x) is the n-th Chebyshev polynomial and S is a standard semicircular element on a fixed W*-probability space. As a consequence, we deduce that homogeneous sums based on random variables of this type are universal with respect to both semicircular and free Poisson approximations. Our results are stated in a general multidimensional setting and can be seen as a genuine extension of some recent findings by Deya and Nourdin; our techniques are based on the combination of the free Lindeberg method and the Fourth moment Theorem.
2015
Universality of free homogeneous sums in every dimension / Simone, Rosaria. - In: ALEA. - ISSN 1980-0436. - 12:1(2015), pp. 213-244.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/665766
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