Central and non-central limit theorems in a free probability setting
نویسندگان
چکیده
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. AMS subject classifications: 46L54; 60H05; 60H07.
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