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math.PR2026
An extension of Stein's method incorporating independence
Aleksandar Balašev-Samarski, Abdol-Reza Mansouri
We extend Stein's method to include independence with respect to an auxiliary random variable, for any law for which a Stein characterization does exist. This extends the current l…
math.PR2026
Infinitesimal freeness for orthogonally invariant random matrices
Guillaume Cébron, James A Mingo
We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real in…