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arXiv 2005.10923math.PR
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动力系统的一个自由中心极限定理

A free central-limit theorem for dynamical systems

Morgane Austern

摘要:

自由中心极限定理是自由概率论中的一个基本定理,它指出自由独立随机变量的经验平均值是渐近半圆的。我们将这一定理推广到一般的动力系统的运营商,我们定义使用一个自由的随机变量$X$加上一组 *-自同构描述的演变$X$。我们引入自由混合系数来衡量一个动力系统离自由独立有多远。在这些系数的条件下,我们证明了自由中心极限定理也适用于这些过程,并提供Berry-Essen界。我们将其推广到三角数组和U统计。最后通过一系列的例子,将它与古典概率和随机矩阵理论联系起来。

英文摘要:

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of operators that we define using a free random variable $X$ coupled with a group of *-automorphims describing the evolution of $X$. We introduce free mixing coefficients that measure how far a dynamical system is from being freely independent. Under conditions on those coefficients, we prove that the free central-limit theorem also holds for these processes and provide Berry-Essen bounds. We generalize this to triangular arrays and U-statistics. Finally we draw connections with classical probability and random matrix theory with a series of examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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