Convergence in law in the second Wiener/Wigner chaos

DOI10.1214/ECP.V17-2023zbMath1261.60030arXiv1205.2684OpenAlexW3099344973MaRDI QIDQ456263

Ivan Nourdin, Guillaume Poly

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.2684

zbMATH Keywords

quadratic formconvergence in lawfree probabilitysecond Wiener chaossecond Wigner chaos

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54) Stochastic integrals (60H05)

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Freeness characterizations on free chaos spaces ⋮ Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences ⋮ Stein operators for variables form the third and fourth Wiener chaoses ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle ⋮ A bound on the Wasserstein-2 distance between linear combinations of independent random variables ⋮ Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach ⋮ Weak convergence on Wiener space: targeting the first two chaoses ⋮ On a new Sheffer class of polynomials related to normal product distribution ⋮ Stein characterizations for linear combinations of gamma random variables ⋮ Two Properties of Vectors of Quadratic Forms in Gaussian Random Variables ⋮ On algebraic Stein operators for Gaussian polynomials ⋮ Optimal variance-Gamma approximation on the second Wiener chaos

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