Poisson convergence on the free Poisson algebra

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-zer...

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Veröffentlicht in:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2015-11, Vol.21 (4), p.2139-2156
1. Verfasser: BOURGUIN, SOLESNE
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:1350-7265
1573-9759
DOI:10.3150/14-BEJ638