Berry-Esseen for Free Random Variables
نویسنده
چکیده
An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n, the same as in the classical case. An example with binomial measures shows that this estimate cannot be improved without imposing further restrictions on convolved measures. Courant Institute of Mathematical Sciences; 109-20 71st Road, Apt. 4A, New York NY 11375; [email protected]
منابع مشابه
An Inductive Proof of the Berry-Esseen Theorem for Character Ratios
Bolthausen used a variation of Stein's method to give an inductive proof of the Berry-Esseen theorem for sums of independent, identically distributed random variables. We modify this technique to prove a Berry-Esseen theorem for character ratios of a random representation of the symmetric group on transpositions. An analogous result is proved for Jack measure on partitions.
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متن کاملAn Inductive Proof of the Berry-Esseen Theorem for Character Ratios Running head: Berry-Esseen Theorem for Character Ratios Submitted 3/9/05; Revised 8/6/06
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