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Berry-Esseen bounds for the multivariate $\mathcal {B}$-free CLT and operator-valued matrices
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Trans. Amer. Math. Soc. 376 (2023), 3761-3818

DOI: https://doi.org/10.1090/tran/8717

Published electronically: February 3, 2023

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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.

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