Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4590573 | Journal of Functional Analysis | 2014 | 19 Pages |
Abstract
Inspired by the insightful article [4], we revisit the Nualart–Peccati criterion [13] (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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Ehsan Azmoodeh, Simon Campese, Guillaume Poly,