Central and non-central limit theorems in a free probability setting
classification
🧮 math.PR
math.OA
keywords
non-commutativefreelimitnon-centralprobabilityprocessesseriestheorems
read the original abstract
Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by non-commutative Tchebycheff processes. This includes the non-commutative fractional Brownian motion and the non-commutative Rosenblatt process.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.