Free Quantitative Fourth Moment Theorems on Wigner Space

被引:1
|
作者
Bourguin, Solesne [1 ]
Campese, Simon [2 ]
机构
[1] Boston Univ, Dept Math & Stat, 111 Cummington Mall, Boston, MA 02215 USA
[2] Univ Luxembourg, Math Res Unit, 6 Rue Richard Coudenhove Kalergi, L-1359 Luxembourg, Luxembourg
基金
欧洲研究理事会;
关键词
CENTRAL LIMIT-THEOREMS; NORMAL APPROXIMATION; SEMICIRCULAR LIMITS; STEINS METHOD; POISSON; CONVERGENCE; CHAOS; INTEGRALS;
D O I
10.1093/imrn/rnx036
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We prove a quantitative fourth moment theorem for Wigner integrals of any order with symmetric kernels, generalizing an earlier result from Kemp et al. (2012). The proof relies on free stochastic analysis and uses a new biproduct formula for bi-integrals. A consequence of our main result is a Nualart-Ortiz-Latorre type characterization of convergence in law to the semicircular distribution for Wigner integrals. As an application, we provide Berry-Esseen type bounds in the context of the free Breuer-Major theorem for the free fractional Brownian motion.
引用
收藏
页码:4969 / 4990
页数:22
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