Poisson convergence on the free Poisson algebra

DOI10.3150/14-BEJ638MaRDI QIDQ888477zbMATH OpenOpenAlexFDO

Authors Solesne Bourguin

Publication date 30 October 2015

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.2610, https://projecteuclid.org/euclid.bj/1438777589

zbMATH Keywords

free probabilityfourth moment theoremcontractionsfree Poisson distributionmultiplication formulachaos structurecombinatorics of free Poisson random measuresdiagram formulae

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54)

Abstract: Based on recent findings by Bourguin and Peccati, we give a fourth moment type condition for an element of a free Poisson chaos of arbitrary order to converge to a free (centered) Poisson distribution. We also show that free Poisson chaos of order strictly greater than one do not contain any non-zero free Poisson random variables. We are also able to give a sufficient and necessary condition for an element of the first free Poisson chaos to have a free Poisson distribution. Finally, depending on the parity of the considered free Poisson chaos, we provide a general counterexample to the naive universality of the semicircular Wigner chaos established by Deya and Nourdin as well as a transfer principle between the Wigner and the free Poisson chaos.

Recommendations

• Poisson approximations on the free Wigner chaos
• Vector-valued semicircular limits on the free Poisson chaos
• Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle
• Wigner chaos and the fourth moment
• Universal Gaussian fluctuations on the discrete Poisson chaos

Cites work

• Catalan, Motzkin, and Riordan numbers
• Central limit theorems for sequences of multiple stochastic integrals
• Gamma limits and \(U\)-statistics on the Poisson space
• Invariance principles for homogeneous sums of free random variables
• Lectures on the Combinatorics of Free Probability
• Noncentral convergence of multiple integrals
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Poisson approximations on the free Wigner chaos
• Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle
• Stein's method on Wiener chaos
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
• Wigner chaos and the fourth moment

Cited in

(5)

• Freeness characterizations on free chaos spaces
• Poisson approximations on the free Wigner chaos
• Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
• Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle
• Free powers of the free Poisson measure

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