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 UI documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.