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A free central-limit theorem for dynamical systems

Published 21 May 2020 in math.PR | (2005.10923v3)

Abstract: 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.

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