Un théorème central limite pour des variables aléatoires non-commutatives.

Authors:

1991 Mathematics Subject Classification :

Abstract: Let $ \mu$ be a real symmetric probability measure, with moments of each order; we prove the existence of an unital *-algebra $ A$, with a state $ \omega$, and of a family $ (a_n)_{n\geq 1}$ of self-adjoint, weakly independent and symmetrically distributed elements of $ A$, such that all the moments of $ n^{-1/2}\sum_{k=1}^na_k$ converge to those of $ \mu$ when $ n$ goes to the infinity. The algebra is realized with the help of a generalization of the concepts of reduced free product due to D. Voiculescu and of reduced $ \psi$-product due to M. Bozejko and R. Speicher.

keywords: Central Limit Theorem, Reduced Free Product.