{ "id": "1306.2674", "version": "v1", "published": "2013-06-11T23:16:34.000Z", "updated": "2013-06-11T23:16:34.000Z", "title": "Convergence of the Fourth Moment and Infinite Divisibility", "authors": [ "Octavio Arizmendi" ], "comment": "10 pages", "categories": [ "math.PR" ], "abstract": "In this note we prove that, for infinitely divisible laws, convergence of the fourth moment to 3 is sufficient to ensure convergence in law to the Gaussian distribution. Our results include infinitely divisible measures with respect to classical, free, Boolean and monotone convolution. A similar criterion is proved for compound Poissons with jump distribution supported on a finite number of atoms. In particular, this generalizes recent results of Nourdin and Poly.", "revisions": [ { "version": "v1", "updated": "2013-06-11T23:16:34.000Z" } ], "analyses": { "subjects": [ "46L54", "46L50", "60E07" ], "keywords": [ "fourth moment", "infinite divisibility", "finite number", "ensure convergence", "monotone convolution" ], "note": { "typesetting": "TeX", "pages": 10, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1306.2674A" } } }