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  • 标题:Convergence of Wigner integrals to the tetilla law
  • 本地全文:下载
  • 作者:Aurélien Deya ; Ivan Nourdin
  • 期刊名称:Latin American Journal of Probability and Mathematical Statistics
  • 电子版ISSN:1980-0436
  • 出版年度:2012
  • 卷号:IX
  • 页码:101-127
  • 出版社:Instituto Nacional De Matemática Pura E Aplicada
  • 摘要:If x and y are two free semicircular random variables in a non-commuta-tive probability space (A,E) and have variance one, we call the law of 1 p2(xy +yx)the tetilla law (and we denote it by T ), because of the similarity between the formof its density and the shape of the tetilla cheese from Galicia. In this paper, weprove that a unit-variance sequence {Fn} of multiple Wigner integrals converges indistribution to T if and only if E[F4n] ! E[T 4] and E[F6n] ! E[T 6]. This resultshould be compared with limit theorems of the same flavor, recently obtained byKemp et al. (2012) and Nourdin and Peccati (2011).
  • 关键词:Contractions; Free Brownian motion; Free cumulants; Free probabil-;ity; Non-central limit theorems; Wigner chaos.
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