Central Limit Theorem for V-Monotone Independence

Abstract We study the distribution $$\mu $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>μ</mml:mi> </mml:math> in the central limit theorem for V-monotone independence. Using its Cauchy–Stieltjes transform, we prove that $$\mu $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>μ</mml:mi> </mml:math> is absolutely continuouswith respect to the Lebesgue measure on the real line and we give its density $$\rho $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>ρ</mml:mi> </mml:math> in an implicit form. We present a computer-generated graph of $$\rho $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>ρ</mml:mi> </mml:math> .