Cramér type theorem for Wiener and Wigner stochastic integrals

Stochastics Seminar
Thursday, October 4, 2012 - 3:05pm
1 hour (actually 50 minutes)
Skiles 006
Institut de Recherche Mathématique de Rennes
 Cramér's theorem from 1936 states  that the sum of two independent random variables is Gaussian if and only  if these random variables are Gaussian. Since then, this property has  been explored in different directions, such as  for other  distributions or non-commutative random variables. In this talk, we will investigate recent results in Gaussian chaoses and free chaoses. In  particular, we will give a first positive Cramér type result in a free  probability context.