A quantitative fourth moment theorem in free probability theory

نویسندگان

چکیده

A quantitative “fourth moment theorem” for any self-adjoint element in a homogeneous Wigner chaos is provided: the Wasserstein distance controlled by from fourth to two. The proof uses free counterpart of Stein discrepancy. On way, analogues WS inequality and WSH are established.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The optimal fourth moment theorem

We compute the exact rates of convergence in total variation associated with the ‘fourth moment theorem’ by Nualart and Peccati (2005), stating that a sequence of random variables living in a fixed Wiener chaos verifies a central limit theorem (CLT) if and only if the sequence of the corresponding fourth cumulants converges to zero. We also provide an explicit illustration based on the Breuer-M...

متن کامل

Fisher Information and the Fourth Moment Theorem

Using a representation of the score function by means of the divergence operator we exhibit a sufficient condition, in terms of the negative moments of the norm of the Malliavin derivative, under which convergence in Fisher information to the standard Gaussian of sequences belonging to a given Wiener chaos is actually equivalent to convergence of only the fourth moment. Thus, our result may be ...

متن کامل

Fourth Moment Theorem and q-Brownian Chaos

In 2005, Nualart and Peccati [12] showed the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-Itô 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. [8] extended this theorem to a sequence of normalized multiple Wigner integrals, in the context of the fre...

متن کامل

An analogue of Szegö’s limit theorem in free probability theory

Szegö’s limit theorem plays an important role in the theory of orthogonal polynomials in one variable (see [1],[2]). Given a real random variable x with a compact support in a probability space, then Szegö’s limit theorem (see for example [2]) provides us the information of asymptotic behavior of determinants of Toeplitz (or Hankel) matrices associated with x (equivalently the asymptotic behavi...

متن کامل

Bounding Probability of Small Deviation: A Fourth Moment Approach

In this paper we study the problem of bounding the value of the probability distribution function of a random variable X at E[X] + a where a is a small quantity in comparison with E[X], by means of the second and the fourth moments of X. In this particular context, many classical inequalities yield only trivial bounds. By studying the primal-dual moments-generating conic optimization problems, ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Advances in Mathematics

سال: 2021

ISSN: ['1857-8365', '1857-8438']

DOI: https://doi.org/10.1016/j.aim.2021.107579