Reference : Fourth Moment Theorems for Markov diffusion generators
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/13346
Fourth Moment Theorems for Markov diffusion generators
English
Azmoodeh, Ehsan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Campese, Simon mailto [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 >]
15-Feb-2014
Journal of Functional Analysis
Academic Press
266
4
2341–2359
Yes (verified by ORBilu)
International
0022-1236
1096-0783
[en] Markov operator ; Diffusion generator ; Fourth Moment Theorem
[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.
Researchers ; Professionals ; Students
http://hdl.handle.net/10993/13346
10.1016/j.jfa.2013.10.014
http://www.sciencedirect.com/science/article/pii/S0022123613004047

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