A quantitative fourth moment theorem in free probability theory

DOI10.1016/J.AIM.2021.107579zbMATH Open1469.46058arXiv1803.09669OpenAlexW3121914135MaRDI QIDQ2227280FDOQ2227280

Authors: Guillaume Cébron 

Publication date: 15 February 2021

Published in: Advances in Mathematics (Search for Journal in Brave)

Abstract: A quantitative "fourth moment theorem" is provided for any self-adjoint element in a homogeneous Wigner chaos: the Wasserstein distance is controlled by the distance from the fourth moment to two. The proof uses the free counterpart of the Stein discrepancy. On the way, the free analogue of the WSH inequality is established.

Full work available at URL: https://arxiv.org/abs/1803.09669

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zbMATH Keywords

Malliavin calculusfree probabilityStein discrepancyWigner chaosStein kernel

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic calculus of variations and the Malliavin calculus (60H07) Inequalities; stochastic orderings (60E15) Free probability and free operator algebras (46L54)

Cites Work

• Central limit theorems for sequences of multiple stochastic integrals
• Stein's method on Wiener chaos
• Wigner chaos and the fourth moment
• The analogues of entropy and of Fisher's information measure in free probability theory. V: Noncommutative Hilbert transforms
• Stein's method, logarithmic Sobolev and transport inequalities
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• Title not available (Why is that?)
• Free diffusions, free entropy and free Fisher information
• Free probability and random matrices
• A free probability analogue of the Wasserstein metric on the trace-state space
• Free Stein kernels and an improvement of the free logarithmic Sobolev inequality

Cited In (5)

• Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials
• Wigner chaos and the fourth moment
• Maximal correlation and monotonicity of free entropy and of Stein discrepancy
• A central limit theorem for the fourth Wick power of the free lattice field
• Fourth-order moments of nonnegative measures on \(S^ 2\) and applications

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