Reference : Fourth Moment Theorems for Markov diffusion generators

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/13346

Title :	Fourth Moment Theorems for Markov diffusion generators
Language :	English
Author, co-author :	Azmoodeh, Ehsan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Campese, Simon [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Poly, Guillaume Joseph [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	15-Feb-2014
Journal title :	Journal of Functional Analysis
Publisher :	Academic Press
Volume :	266
Issue/season :	4
Pages :	2341–2359
Peer reviewed :	Yes (verified by ORBilu)
Audience :	International
ISSN :	0022-1236
e-ISSN :	1096-0783
Keywords :	[en] Markov operator ; Diffusion generator ; Fourth Moment Theorem
Abstract :	[en] 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.
Target :	Researchers ; Professionals ; Students
Permalink :	http://hdl.handle.net/10993/13346
DOI :	10.1016/j.jfa.2013.10.014
Mentions required by the publisher for OA :	http://www.sciencedirect.com/science/article/pii/S0022123613004047

	File(s) associated to this reference
	Fulltext file(s): File Commentary Version Size Access Limited access Fourth Moment Theorems for Markov diffusion generators.pdf Publisher postprint 320.43 kB Request a copy

All documents in ORBi^lu are protected by a user license.

 

University of Luxembourg Library |  Feedback |  Legal notices Site Map