Ehsan Azmoodeh, Simon Campese, Guillaume Poly
Published 2013-05-23Version 1
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.
Spectral theory for random Poincaré maps
On the fourth moment theorem for the complex multiple Wiener-Itô integrals
Quantification of the Fourth Moment Theorem for Cyclotomic Generating Functions
![QR code for arXiv:1305.5469 [math.PR]](http://oss.arxitics.com/images/favicon.svg)