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arxiv: 1312.2610 · v2 · pith:EXOQSDTRnew · submitted 2013-12-09 · 🧮 math.OA · math.PR

Poisson convergence on the free Poisson algebra

classification 🧮 math.OA math.PR
keywords poissonfreechaosconditiondistributionelementgiveorder
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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.

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