Fourth moment theorem and q-Brownian chaos
From MaRDI portal
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?
Recommendations
Cites work
- An example of a generalized Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorems for sequences of multiple stochastic integrals
- Gaussian random matrix models for \(q\)-deformed Gaussian variables
- Interpolations between bosonic and fermionic relations given by generalized Brownian motions
- Lectures on the Combinatorics of Free Probability
- Limit laws for random matrices and free products
- Normal approximations with Malliavin calculus. From Stein's method to universality
- Parastochastics
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Stochastic integration with respect to q Brownian motion
- The Malliavin Calculus and Related Topics
- The combinatorics of q-Hermite polynomials and the Askey-Wilson integral
- Wigner chaos and the fourth moment
Cited in
(16)- 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
- Poisson approximations on the free Wigner chaos
- scientific article; zbMATH DE number 2046325 (Why is no real title available?)
- Free quantitative fourth moment theorems on Wigner space
- A quantitative fourth moment theorem in free probability theory
- On integration with respect to the \(q\)-Brownian motion
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- scientific article; zbMATH DE number 5360892 (Why is no real title available?)
- 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
This page was built for publication: Fourth moment theorem and \(q\)-Brownian chaos
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q356687)