Classical and free fourth moment theorems: universality and thresholds

DOI10.1007/s10959-014-0590-8zbMath1356.60037arXiv1407.6216OpenAlexW2005084498MaRDI QIDQ300295

Rosaria Simone, Guillaume Poly, Giovanni Peccati, Ivan Nourdin

Publication date: 27 June 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6216

zbMATH Keywords

convergence in distributionfree probabilityGaussian approximationfourth-moment theoremshomogeneous sumssemicircular approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Free probability and free operator algebras (46L54) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Generalization of the Nualart-Peccati criterion ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ High-dimensional central limit theorems for homogeneous sums ⋮ Total variation distance between stochastic polynomials and invariance principles ⋮ Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle ⋮ Asymptotic distribution of Bernoulli quadratic forms ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ The Second-Moment Phenomenon for Monochromatic Subgraphs ⋮ The multivariate functional de Jong CLT

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