中文
相关论文

相关论文: Semicircular limits on the free Poisson chaos: cou…

200 篇论文

In this note, we prove a multidimensional counterpart of the central limit theorem on the free Poisson chaos recently proved by Bourguin and Peccati (2014). A noteworthy property of convergence toward the semicircular distribution on the…

算子代数 · 数学 2015-12-03 Solesne Bourguin

Based on recent findings by Bourguin and Peccati, we give a fourth moment type condition for an element of a free Poisson chaos of arbitrary order to converge to a free (centered) Poisson distribution. We also show that free Poisson chaos…

算子代数 · 数学 2015-09-21 Solesne Bourguin

We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2,…

概率论 · 数学 2012-07-31 Todd Kemp , Ivan Nourdin , Giovanni Peccati , Roland Speicher

We show that, for sequences of vectors of multiple Wigner integrals with respect to a free Brownian motion, componentwise convergence to semicircular is equivalent to joint convergence. This result extends to the free probability setting…

概率论 · 数学 2011-07-27 Ivan Nourdin , Giovanni Peccati , Roland Speicher

This work builds on our previous developments regarding a notion of freeness for tensors. We aim to establish a tensorial free convolution for compactly supported measures. First, we define higher-order analogues of the semicircular (or…

算子代数 · 数学 2025-03-03 Remi Bonnin

In this paper, we prove four-moment theorems for multidimensional free Poisson limits on free Wigner chaos or the free Poisson algebra. We prove that, under mild technical conditions, a bi-indexed sequence of free stochastic integrals in…

算子代数 · 数学 2018-04-12 Mingchu Gao , Junsheng Fang

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

概率论 · 数学 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

This paper deals with characterizing the freeness and asymptotic freeness of free multiple integrals with respect to a free Brownian motion or a free Poisson process. We obtain three characterizations of freeness, in terms of contraction…

算子代数 · 数学 2020-05-06 Solesne Bourguin , Ivan Nourdin

We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semicircular approximations for self-adjoint vector-valued…

概率论 · 数学 2022-11-15 Charles-Philippe Diez

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

概率论 · 数学 2016-10-06 Tobias Fissler , Christoph Thaele

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

算子代数 · 数学 2015-07-31 Guimei An , Mingchu Gao

We derive explicit semiclassical quantisation conditions for the Dirac and Pauli equations. We show that the spin degree of freedom yields a contribution which is of the same order of magnitude as the Maslov correction in…

量子物理 · 物理学 2009-11-07 Stefan Keppeler

We prove that an adequately rescaled sequence $\{F_n\}$ 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 $\lambda>0$ if and only…

概率论 · 数学 2013-07-26 Ivan Nourdin , Giovanni Peccati

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

概率论 · 数学 2008-10-27 Giovanni Peccati , Murad S. Taqqu

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

概率论 · 数学 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

概率论 · 数学 2022-11-29 Morgane Austern

Free initial data for general relativity on a pair of intersecting null hypersurfaces are well known, but the lack of a Poisson bracket and concerns about caustics have stymied the development of a constraint free canonical theory. Here it…

广义相对论与量子宇宙学 · 物理学 2009-06-26 Michael P. Reisenberger

In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…

概率论 · 数学 2019-01-21 Ehsan Azmoodeh , Ivan Nourdin

We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…

概率论 · 数学 2025-11-10 Sukrit Chakraborty

We prove a quantitative Fourth Moment Theorem for Wigner integrals of any order with symmetric kernels, generalizing an earlier result from Kemp et al. (2012). The proof relies on free stochastic analysis and uses a new biproduct formula…

算子代数 · 数学 2017-01-20 Solesne Bourguin , Simon Campese
‹ 上一页 1 2 3 10 下一页 ›