Fourth moment theorem and q-Brownian chaos
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Publication:356687
DOI10.1007/S00220-012-1631-8zbMATH Open1278.46054arXiv1202.2545OpenAlexW2009738420MaRDI QIDQ356687FDOQ356687
Authors: A. Deya, Salim Noreddine, Ivan Nourdin 
Publication date: 26 July 2013
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Abstract: In 2005, Nualart and Peccati showed the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-It^o integrals to converge to the standard Gaussian law, it is necessary and sufficient that its fourth moment tends to 3. A few years later, Kemp et al. extended this theorem to a sequence of normalized multiple Wigner integrals, in the context of the free Brownian motion. The q-Brownian motion, q in (-1,1], introduced by the physicists Frisch and Bourret in 1970 and mathematically studied by Bozejko and Speicher in 1991, interpolates between the classical Brownian motion (q=1) and the free Brownian motion (q=0), and is one of the nicest examples of non-commutative processes. The question we shall solve in this paper is the following: what does the Fourth Moment Theorem become when dealing with a q-Brownian motion?
Full work available at URL: https://arxiv.org/abs/1202.2545
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- Type B Gaussian statistics as noncommutative central limits
- Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
- Fisher information and the fourth moment theorem
- Classical and free fourth moment theorems: universality and thresholds
- On multiplication in \(q\)-Wiener chaoses
- Title not available (Why is that?)
- Poisson approximations on the free Wigner chaos
- Free quantitative fourth moment theorems on Wigner space
- A quantitative fourth moment theorem in free probability theory
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- On integration with respect to the \(q\)-Brownian motion
- Title not available (Why is that?)
- The \((q, t)\)-Gaussian process
- Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle
- Fock space associated to Coxeter groups of type B
- On stochastic calculus with respect to \(q\)-Brownian motion
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