Fourth Moment Theorem and q-Brownian Chaos

被引:12
|
作者
Deya, Aurelien [1 ]
Noreddine, Salim [2 ]
Nourdin, Ivan [1 ]
机构
[1] Univ Lorraine, Inst Elie Cartan, F-54506 Vandoeuvre Les Nancy, France
[2] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75252 Paris 5, France
关键词
CENTRAL LIMIT-THEOREMS; RESPECT;
D O I
10.1007/s00220-012-1631-8
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In 2005, Nualart and Peccati (Ann Probab 33(1):177-193, 2005) proved the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-It integrals to converge to the standard Gaussian law, it is necessary and sufficient that its fourth moment tends to 3. A few years later, Kemp et al. (Ann Probab 40(4):1577-1635, 2011) extended this theorem to a sequence of normalized multiple Wigner integrals, in the context of the free Brownian motion. The q-Brownian motion, , introduced by the physicists Frisch and Bourret (J Math Phys 11:364-390, 1970) in 1970 and mathematically studied by BoA1/4ejko and Speicher (Commun Math Phys 137:519-531, 1991), interpolates between the classical Brownian motion (q = 1) and the free Brownian motion (q = 0), and is one of the nicest examples of non-commutative processes. The question we shall solve in this paper is the following: what does the Fourth Moment Theorem become when dealing with a q-Brownian motion?.
引用
收藏
页码:113 / 134
页数:22
相关论文
共 50 条
  • [1] Fourth Moment Theorem and q-Brownian Chaos
    Aurélien Deya
    Salim Noreddine
    Ivan Nourdin
    Communications in Mathematical Physics, 2013, 321 : 113 - 134
  • [2] On integration with respect to the q-Brownian motion
    Bryc, Wlodek
    STATISTICS & PROBABILITY LETTERS, 2014, 94 : 257 - 266
  • [3] On stochastic calculus with respect to q-Brownian motion
    Deya, Aurelien
    Schott, Rene
    JOURNAL OF FUNCTIONAL ANALYSIS, 2018, 274 (04) : 1047 - 1075
  • [4] Cumulants on Wiener chaos: Moderate deviations and the fourth moment theorem
    Schulte, Matthias
    Thaele, Christoph
    JOURNAL OF FUNCTIONAL ANALYSIS, 2016, 270 (06) : 2223 - 2248
  • [5] A dynamical version of the SYK model and the q-Brownian motion
    Pluma, Miguel
    Speicher, Roland
    RANDOM MATRICES-THEORY AND APPLICATIONS, 2022, 11 (03)
  • [6] WIGNER CHAOS AND THE FOURTH MOMENT
    Kemp, Todd
    Nourdin, Ivan
    Peccati, Giovanni
    Speicher, Roland
    ANNALS OF PROBABILITY, 2012, 40 (04): : 1577 - 1635
  • [7] THE OPTIMAL FOURTH MOMENT THEOREM
    Nourdin, Ivan
    Peccati, Giovanni
    PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2015, 143 (07) : 3123 - 3133
  • [8] GENERALIZATIONS OF THE FOURTH MOMENT THEOREM
    Naganuma, Nobuaki
    PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2022, 42 (02): : 177 - 194
  • [9] On the fourth moment condition for Rademacher chaos
    Dobler, Christian
    Krokowski, Kai
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 55 (01): : 61 - 97
  • [10] Fisher information and the fourth moment theorem
    Nourdin, Ivan
    Nualart, David
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2016, 52 (02): : 849 - 867