First quantitative convergence rates for the free multiplicative CLT in Wasserstein and Kolmogorov distances.
Quantitative Estimates for Operator-Valued and Infinitesimal Boolean and Monotone Limit Theorems
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abstract
We provide Berry-Esseen bounds for sums of operator-valued Boolean and monotone independent variables, in terms of the first moments of the summands. Our bounds are on the level of Cauchy transforms as well as the L\'evy distance. As applications, we obtain quantitative bounds for the corresponding CLTs, provide a quantitative "fourth moment theorem" for monotone independent random variables including the operator-valued case, and generalize the results by Hao and Popa on matrices with Boolean entries. Our approach relies on a Lindeberg method that we develop for sums of Boolean/monotone independent random variables. Furthermore, we push this approach to the infinitesimal setting to obtain the first quantitative estimates for the operator-valued infinitesimal free, Boolean and monotone CLT.
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2025 1verdicts
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Rates of convergence in the Free Multiplicative Central Limit Theorem
First quantitative convergence rates for the free multiplicative CLT in Wasserstein and Kolmogorov distances.