Superconvergence to freely infinitely divisible distributions

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution to a nondegenerate freely infinitely divisible law. Then the distribution of the sum becomes Lebesgue absolutely continuous with a continuous density in finite time, and this density can be approximated by that of the limit law uniformly, as well as in all $L^{p}$-norms for $p>1$, on the real line except possibly in the neighborhood of one point. Applications include the global superconvergence to freely stable laws and that to free compound Poisson laws over the whole real line.


Publication Date:
2018
Date Submitted:
Jul 01 2019
Pagination:
273--290
Citation:
Pacific Journal of Mathematics
292
2
External Resources:




 Record created 2019-07-01, last modified 2019-07-02


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