Abstract. We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. The main theorems in this paper extend a result for measures supported on the positive half-line, and provide a new limit theorem for measures on the unit circle with nonzero first moment.
In this paper, we study the superconvergence phenomenon in the free central
limit theorem for identically distributed, unbounded summands. We prove not
only the uniform convergence of the densities to the semicircular density but
also their $L^p$-convergence to the same limit for $p>1/2$. Moreover, an
entropic central limit theorem is obtained as a consequence of the above
results.Comment: Published in at http://dx.doi.org/10.1214/09-AOP505 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
We prove superconvergence results for all freely infinitely divisible distributions. Given a nondegenerate freely infinitely divisible distribution ν, let µn be a sequence of probability measures and let kn be a sequence of integers tending to infinity such that µ ⊞kn n converges weakly to ν. We show that the density dµ ⊞kn n /dx converges uniformly, as well as in all L p -norms for p > 1, to the density of ν except possibly in the neighborhood of one point. Applications include the global superconvergence to freely stable laws and that to free compound Poisson laws over the whole real line.
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