Semicircular limits and transfer principles on the free Poisson chaos

Stochastics Seminar
Thursday, April 23, 2015 - 3:05pm
1 hour (actually 50 minutes)
Skiles 006
Carnegie Mellon University
Motivated by understanding the intricate combinatorial structure of the Poisson chaos in order to see whether or not a fourth moment type theorem may hold on that space, we define, construct and study the free Poisson chaos, a non-commutative counterpart of the classical Poisson space, on which we prove the free counter part of the fourth moment theorem. This is joint work with Giovanni Peccati.