Poisson approximations on the free Wigner chaos

DOI10.1214/12-AOP815zbMATH Open1281.46057arXiv1103.3925MaRDI QIDQ359685FDOQ359685

Giovanni Peccati, Ivan Nourdin

Publication date: 22 August 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We prove that an adequately rescaled sequence $F_n$ of self-adjoint operators, living inside a fixed free Wigner chaos of even order, converges in distribution to a centered free Poisson random variable with rate $lambda>0$ if and only if $varphi(F_n^4)-2varphi(F_n^3)ightarrow2lambd{a}^2-lambda$ (where $varphi$ is the relevant tracial state). This extends to a free setting some recent limit theorems by Nourdin and Peccati [Ann. Probab. 37 (2009) 1412-1426] and provides a noncentral counterpart to a result by Kemp et al. [Ann. Probab. 40 (2012) 1577-1635]. As a by-product of our findings, we show that Wigner chaoses of order strictly greater than 2 do not contain nonzero free Poisson random variables. Our techniques involve the so-called "Riordan numbers," counting noncrossing partitions without singletons.

Full work available at URL: https://arxiv.org/abs/1103.3925

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zbMATH Keywords

Catalan numbersfree cumulantsfree probabilitycontractionsnoncrossing partitionsfree Poisson distributionsemicircular distributionfree Brownian motionMarchenko-Pasturnoncentral limit theoremsRiordan numbersWigner chaos

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Free probability and free operator algebras (46L54)

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Cited In (9)

• Fisher information and the fourth moment theorem
• Classical and free fourth moment theorems: universality and thresholds
• Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle
• Title not available (Why is that?)
• Poisson convergence on the free Poisson algebra
• Vector-valued semicircular limits on the free Poisson chaos
• Fourth moment theorems for Markov diffusion generators
• Freeness characterizations on free chaos spaces
• Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle

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