Poisson convergence on the free Poisson algebra

DOI10.3150/14-BEJ638zbMATH Open1375.46047arXiv1312.2610OpenAlexW1925318460MaRDI QIDQ888477FDOQ888477

Authors: Solesne Bourguin 

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1312.2610

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

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)

Cites Work

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

Cited In (5)

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

This page was built for publication: Poisson convergence on the free Poisson algebra

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q888477)