Mathematics – Operator Algebras
Scientific paper
1998-10-07
Probab. Theory Relat. Fields 115 (1999) 3, 401-416
Mathematics
Operator Algebras
13 pages; minor revisions; to be published in Probability Theory and Related Fields
Scientific paper
We interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a linearization, and interpret the result as a weak form of the CLT. In the classical case the analysis involves dilation operators; in the free case more general composition operators appear.
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