The law of large numbers for free identically distributed random variables
Bercovici, Hari ; Pata, Vittorino
Ann. Probab., Tome 24 (1996) no. 2, p. 453-465 / Harvested from Project Euclid
Let $ X_1, X_2,\ldots$ be a sequence of free identically distributed random variables, with common distribution $\mu$. It was shown by Lindsay and Pata, in a more general context, that a sufficient condition for the weak law of large numbers to hold for the sequence $X_1, X_2,\ldots$ is that $$\lim_{t\to \infty}t\mu(\{x: |x|>t\}) = 0>$$ We show that this condition is necessary as well as sufficient. Even though the condition is identical with the corresponding one for commuting independent variables, the proof of the result uses the analytical techniques of free convolution theory, and it is quite different from the proof of the commutative theorem due to Kolmogorov.
Publié le : 1996-01-14
Classification:  Law of large numbers,  free random variables,  free convolution,  distribution,  46LJ50,  60L05,  47C15
@article{1042644726,
     author = {Bercovici, Hari and Pata, Vittorino},
     title = {The law of large numbers for free identically distributed random
			 variables},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 453-465},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1042644726}
}
Bercovici, Hari; Pata, Vittorino. The law of large numbers for free identically distributed random
			 variables. Ann. Probab., Tome 24 (1996) no. 2, pp.  453-465. http://gdmltest.u-ga.fr/item/1042644726/