The fourth moment theorem on the Poisson space

C Döbler, G Peccati - The Annals of Probability, 2018 - JSTOR
We prove a fourth moment bound without remainder for the normal approximation of random
variables belonging to the Wiener chaos of a general Poisson random measure. Such a …

Quantitative de Jong theorems in any dimension

C Döbler, G Peccati - 2017 - projecteuclid.org
We develop a new quantitative approach to a multidimensional version of the well-known de
Jong's central limit theorem under optimal conditions, stating that a sequence of Hoeffding …

Fourth moment theorems on the Poisson space in any dimension

C Döbler, A Vidotto, G Zheng - 2018 - projecteuclid.org
We extend to any dimension the quantitative fourth moment theorem on the Poisson setting,
recently proved by C. Döbler and G. Peccati (2017). In particular, by adapting the …

Classical and free fourth moment theorems: universality and thresholds

I Nourdin, G Peccati, G Poly, R Simone - Journal of Theoretical Probability, 2016 - Springer
Let XX be a centered random variable with unit variance and zero third moment, and such
that IE X^ 4 ≥ 3 IE X 4≥ 3. Let {F_n:\, n ≥ 1\} F n: n≥ 1 denote a normalized sequence of …

Free quantitative fourth moment theorems on Wigner space

S Bourguin, S Campese - International Mathematics Research …, 2018 - academic.oup.com
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 …

Poisson convergence on the free Poisson algebra

S Bourguin - 2015 - projecteuclid.org
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) …

Universality of free homogeneous sums in every dimension

R Simone - arXiv preprint arXiv:1401.1423, 2014 - arxiv.org
We prove a general multidimensional invariance principle for a family of U-statistics based
on freely independent non-commutative random variables of the type $ U_n (S) $, where …

Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle

I Nourdin, G Peccati, G Poly, R Simone - ESAIM: Probability and …, 2016 - numdam.org
We provide a synthetic yet comprehensive review of the so-called fourth moment criterion,
and of universal limit theorems, for multilinear homogeneous sums, in both the classical and …

[PDF][PDF] Recent developments around the Malliavin-Stein approach (Fourth moment phenomena via exchangeable pairs)

G Zheng - 2018 - orbilu.uni.lu
DISSERTATION DOCTEUR DE L’UNIVERSITÉ DU LUXEMBOURG EN MATHEMATIQUES
Guangqu ZHENG Dissertation defence committee Page 1 PhD-FSTC-2018-26 The Faculty of …

A four moments theorem for gamma limits on a Poisson chaos

T Fissler, C Thäle - arXiv preprint arXiv:1502.01568, 2015 - arxiv.org
This paper deals with sequences of random variables belonging to a fixed chaos of order $
q $ generated by a Poisson random measure on a Polish space. The problem is …