BERRY-ESSEEN BOUNDS FOR THE MULTIVARIATE B-FREE CLT AND OPERATOR-VALUED MATRICES

Marwa Banna, Tobias Mai

Research output: Contribution to journalArticlepeer-review

Abstract

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued matrices. Our estimates are on the level of operator-valued Cauchy transforms and the Lévy distance. We address the single-variable as well as the multivariate setting for which we consider linear matrix pencils and noncommutative polynomials as test functions. The estimates are in terms of operator-valued moments and yield the first quantitative bounds on the Lévy distance for the operator-valued free Central Limit Theorem. Our results also yield quantitative estimates on joint noncommutative distributions of operator-valued matrices having a general covariance profile. In the scalar-valued multivariate case, these estimates could be passed to explicit bounds on the order of convergence under the Kolmogorov distance.

Original languageEnglish (US)
Pages (from-to)3761-3818
Number of pages58
JournalTransactions of the American Mathematical Society
Volume376
Issue number6
DOIs
StatePublished - Jun 2023

Keywords

  • Berry-Esseen bounds
  • Kolmogorov distance
  • Lindeberg method
  • Lévy distance
  • Noncommutative distributions
  • linear matrix pencils
  • linearizations
  • noncommutative polynomials
  • operator-valued matrices
  • operator-valued multivariate free CLT
  • operator-valued semicircular family

ASJC Scopus subject areas

  • General Mathematics
  • Applied Mathematics

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