We consider sums of freely independent self-adjoint random variables that are not necessarily identically distributed. Let $\mu_j$ denote the distribution of the $j$th summand. We assume that they have mean zero and finite absolute moments of order $2+\delta$, where $0<\delta\le 1$. Let $\Delta$ denote the Kolmogorov distance, let $\mu^{(n)}$ be the distribution of the normalized partial sum, let $\omega$ be the standard semicircle law, and let $B_n^2$ be the variance of the partial sum. The purpose of this paper is to prove the Berry--Esseen estimate in the free central limit theorem. Namely, there exists an absolute constant $C>0$ such that, for every $0<\delta\le 1$, \[ \Delta(\mu^{(n)},\omega) \le \frac{C}{B_n^{2+\delta}}\sum_{j=1}^n \int_{\R}|x|^{2+\delta}\,\mu_j(dx), \] Our result not only improves several known estimates for general non-identically distributed random variables, but also establishes exactly the same Berry--Esseen estimate as in classical probability theory. The proof combines truncation, a quantitative estimate for the $R$-transform, a stability analysis of a perturbed semicircle equation, and a Bai-type smoothing inequality.
Let $X$ be a centered isotropic log-concave random vector in $\mathbb{R}^n$. For $\theta\in S^{n-1}$, let $\mu_\theta$ be the law of $\langle X,\theta\rangle$, and let $\Theta$ be uniformly distributed on $S^{n-1}$, independently of $X$. We prove the sharp estimate \[ \textsf{E} W_1(\mu_\Theta,\gamma_1) \le \frac{C}{n}...
Let $M_n$ be an $n\times n$ matrix with independent uniform sign entries. We prove that there exist absolute constants $C,c>0$ such that, for all sufficiently large $n$, \[ \mathbb{P}\!\left( \left|\operatorname{Per}(M_n)\right| \ge e^{-Cn}\sqrt{n!} \right) \ge 1-n^{-c}. \] This establishes the exponential scale lower...
We determine the sharp asymptotic behavior of the optimal constants in the discrete Hardy-Rellich inequalities on the lattice $\mathbb{Z}^d$. For every fixed integer $m\ge 1$, let ${\mathcal C}_{m,d}$ be the best constant in the $m$-th order Hardy-Rellich inequality. We prove that $$\lim_{d\to\infty}\frac{\mathcal C_{m...
We prove that for every fixed $\lambda>0$ and all sufficiently large $n$, any $z_1,\dots,z_n\in\C$ with $|z_j|\geq1$ satisfy $\max_{2\leq k\leq n+1}|\sum_j z_j^k|>e^{-\lambda n}$. Consequently, the $n$th root of the optimal maximum tends to $1$, so no constant $C>1$ in Erd\H{o}s 973 can exist. The proof combines a trun...
We establish a power-sum convergence principle for randomly weighted means. Let $P(t)=(P_j(t))$ be random finitely supported subprobability weight sequences, independent of iid centered integrable marks. If the expected total mass converges and the expected power sum of some order $r\in(0,1)$ is uniformly bounded, then...
We establish a central limit theorem in R\'enyi divergence for independent and identically distributed lattice random variables $X_1, \cdots, X_n$ with zero mean, unit variance, and maximal span $h>0$. Let $S_n=(X_1+\cdots+X_n)/\sqrt n$. Let $Z_n$ denote the standard Gaussian distribution quantized on the support latti...
Zhen Fu, Jiange Li· 0 citations
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