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相关论文: Vector-valued semicircular limits on the free Pois…

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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

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 establish a class of sufficient conditions, ensuring that a sequence of multiple integrals with respect to a free Poisson measure converges to a semicircular limit. We use this result to construct a set of explicit counterexamples,…

算子代数 · 数学 2014-09-05 Solesne Bourguin , Giovanni Peccati

In this article, we prove that in the Rademacher setting, a random vector with chaotic components is close in distribution to a centred Gaussian vector, if both the maximal influence of the associated kernel and the fourth cumulant of each…

概率论 · 数学 2019-07-16 Guangqu Zheng

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

In this paper, we prove the Fourth Moment Theorem for sequences of (noncommutative) random variables given as sums of two stochastic integrals in two different parity orders of chaos, both in the free Wigner chaos setting and a $q$-Gaussian…

概率论 · 数学 2025-11-27 Todd Kemp , Akihiro Miyagawa

We prove that homogenous sums inside a fixed discrete Poisson chaos are universal with respect to normal approximations. This result parallels some recent findings, in a Gaussian context, by Nourdin, Peccati and Reinert (2010). As a…

概率论 · 数学 2011-10-27 Giovanni Peccati , Cengbo Zheng

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

Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…

算子代数 · 数学 2017-12-19 Guimei An , Mingchu Gao

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

概率论 · 数学 2010-02-08 Ivan Nourdin , Giovanni Peccati

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…

概率论 · 数学 2017-12-13 Richard Eden , Juan Víquez

We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…

概率论 · 数学 2021-04-01 Christian Döbler , Giovanni Peccati

We extend to any dimension the quantitative fourth moment theorem on the Poisson setting, recently proved by C. D\"obler and G. Peccati (2017). In particular, by adapting the exchangeable pairs couplings construction introduced by I.…

概率论 · 数学 2018-04-17 Christian Döbler , Anna Vidotto , Guangqu Zheng

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

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

Let ${F_n}$ be a sequence of random variables belonging to a finite sum of Wiener chaoses. Assume further that it converges in distribution towards $F_\infty$ satisfying ${\rm Var}(F_\infty)>0$. Our first result is a sequential version of a…

概率论 · 数学 2012-10-08 Ivan Nourdin , Guillaume Poly

We compute the exact rates of convergence in total variation associated with the 'fourth moment theorem' by Nualart and Peccati (2005), stating that a sequence of random variables living in a fixed Wiener chaos verifies a central limit…

概率论 · 数学 2013-05-08 Ivan Nourdin , Giovanni Peccati

In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…

概率论 · 数学 2025-12-02 Marie-Christine Düker , Pavlos Zoubouloglou

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

概率论 · 数学 2025-09-03 Andreas Basse-O'Connor , David Kramer-Bang , Clement Svendsen
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