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arxiv: 1110.2703 · v4 · pith:7E75XGJHnew · submitted 2011-10-12 · 🧮 math.PR · math.OA

Central and non-central limit theorems in a free probability setting

classification 🧮 math.PR math.OA
keywords non-commutativefreelimitnon-centralprobabilityprocessesseriestheorems
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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.

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