Poisson approximations on the free Wigner chaos

DOI10.1214/12-AOP815MaRDI QIDQ359685zbMATH OpenFDO

Authors Ivan Nourdin, Giovanni Peccati

Publication date 22 August 2013

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

Full work available at URL https://arxiv.org/abs/1103.3925, https://projecteuclid.org/euclid.aop/1372859764

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)

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.

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Cited in

(12)

• 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
• Wigner chaos and the fourth moment
• Poisson convergence on the free Poisson algebra
• scientific article; zbMATH DE number 3870030 (Why is no real title available?)
• Combinatorial aspects of weighted free Poisson random variables
• Vector-valued semicircular limits on the free Poisson chaos
• Approximation of a free Poisson process by systems of freely independent particles
• 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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