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Convergence of the Fourth Moment and Infinite Divisibility by Arizmendi, Octavio is a scholarly article available to read on EtoBox.

What is Convergence of the Fourth Moment and Infinite Divisibility about?

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.

Author

Arizmendi, Octavio

Published

2013

Language

EN