Remarks on Limit Theorems for the Free Quadratic Forms

In 2021, Ejsmont and Biernacki showed that the free tangent distribution can be used to measure household satisfaction with durable consumer goods. This distribution arises as the limit of free random variables. This, new article serves as the theoretical introduction to the continuation of the research presented in the paper from 2021. We continue the study of the limit of specific quadratic forms in free probability, which is the first step towards constructing a new distribution for the evaluation of satisfaction with material affluence among household. We formulate a non-central limit theorem for weighted sums of commutators and square of the sums for free random variable. In addition we give the random matrix models for these limits.

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Journal
Entropy
Published
2024-10-17
DOI
https://doi.org/10.3390/e26100870
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Remarks on Limit Theorems for the Free Quadratic Forms

Marek Biernacki, Wiktor Ejsmont, Patrycja Hęćka
Entropy
Random Matrices and Applications
article

Remarks on Limit Theorems for the Free Quadratic Forms

Marek Biernacki, Wiktor Ejsmont, Patrycja Hęćka
article en

Abstract

In 2021, Ejsmont and Biernacki showed that the free tangent distribution can be used to measure household satisfaction with durable consumer goods. This distribution arises as the limit of free random variables. This, new article serves as the theoretical introduction to the continuation of the research presented in the paper from 2021. We continue the study of the limit of specific quadratic forms in free probability, which is the first step towards constructing a new distribution for the evaluation of satisfaction with material affluence among household. We formulate a non-central limit theorem for weighted sums of commutators and square of the sums for free random variable. In addition we give the random matrix models for these limits.

EntropyVol. 26(10)
Wrocław University of Science and Technology (PL), Wroclaw University of Economics and Business (PL), AGH University of Krakow (PL)
Narodowe Centrum Nauki
Decent work and economic growth
Openalex Percentile: Top 82%
Random Matrices and Applications
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