A unified approach to local limit theorems in Gaussian spaces and the law of small numbers

Alberto Lanconelli

Published 2015-04-20Version 1

Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation of that type of limit theorems. From this new perspective, the convolution and scaling operators utilized in the classical results mentioned before will be identified with the Wick product and second quantization operators, respectively. And here is the advantage of our approach: definitions and most of the properties of Wick products and second quantization operators do not depend (mutatis mutandis) on the underlying probability measure. Then, with the help of Holder-Young-type inequalities for Gaussian and Poisson Wick products proved in previous papers, we show the L^1 convergence of the densities towards the desired limit. We remark that our approach extends without additional assumptions to infinite dimensional Gaussian spaces.