English

Poisson approximations on the free Wigner chaos

Probability 2013-07-26 v3

Abstract

We prove that an adequately rescaled sequence {Fn}\{F_n\} of self-adjoint operators, living inside a fixed free Wigner chaos of even order, converges in distribution to a centered free Poisson random variable with rate λ>0\lambda>0 if and only if φ(Fn4)2φ(Fn3)2λ2λ\varphi(F_n^4)-2\varphi(F_n^3)\rightarrow2\lambda^2-\lambda (where φ\varphi is the relevant tracial state). This extends to a free setting some recent limit theorems by Nourdin and Peccati [Ann. Probab. 37 (2009) 1412-1426] and provides a noncentral counterpart to a result by Kemp et al. [Ann. Probab. 40 (2012) 1577-1635]. As a by-product of our findings, we show that Wigner chaoses of order strictly greater than 2 do not contain nonzero free Poisson random variables. Our techniques involve the so-called "Riordan numbers," counting noncrossing partitions without singletons.

Keywords

Cite

@article{arxiv.1103.3925,
  title  = {Poisson approximations on the free Wigner chaos},
  author = {Ivan Nourdin and Giovanni Peccati},
  journal= {arXiv preprint arXiv:1103.3925},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP815 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)