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H\"older Continuity of Cumulative Distribution Functions for Noncommutative Polynomials under Finite Free Fisher Information. (arXiv:1809.11153v1 [math.PR])
来源于:arXiv
This paper contributes to the current studies on regularity properties of
noncommutative distributions in free probability theory. More precisely, we
consider evaluations of selfadjoint noncommutative polynomials in
noncommutative random variables that have finite non-microstates free Fisher
information. It is shown that their analytic distributions have H\"older
continuous cumulative distribution functions with an explicit H\"older exponent
that depends only on the degree of the considered polynomial. This, in
particular, guarantees that such polynomial evaluations have finite logarithmic
energy and thus finite (non-microstates) free entropy. We further provide a
general criterion that gives for weak approximations of measures having
H\"older continuous cumulative distribution functions explicit rates of
convergence in terms of the Kolmogorov distance. Finally, we apply these
results to study the asymptotic eigenvalue distributions of polynomials in GUEs
or matrices with more general 查看全文>>