Operator-valued and multivariate free Berry-Esseen theorems

Abstract

We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element. Since we have to deal with in general non-self-adjoint operators, we introduce the notion of matrix-valued resolvent sets and study the behavior of Cauchy transforms on them.

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