pith. sign in

arxiv: 1305.5469 · v1 · pith:KKRP3FUSnew · submitted 2013-05-23 · 🧮 math.PR · math.FA

Fourth Moment Theorems for Markov Diffusion Generators

classification 🧮 math.PR math.FA
keywords generatorsmomentarxivdiffusionfourthmarkovablearticle
0
0 comments X
read the original abstract

Inspired by the insightful article arXiv:1210.7587, we revisit the Nualart-Peccati-criterion arXiv:math/0503598 (now known as the Fourth Moment Theorem) from the point of view of spectral theory of general Markov diffusion generators. We are not only able to drastically simplify all of its previous proofs, but also to provide new settings of diffusive generators (Laguerre, Jacobi) where such a criterion holds. Convergence towards gamma and beta distributions under moment conditions is also discussed.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.