Asymptotic Cram\'er type decomposition for Wiener and Wigner integrals

We investigate generalizations of the Cram\'er theorem. This theorem asserts that a Gaussian random variable can be decomposed into the sum of independent random variables if and only if they are Gaussian. We prove asymptotic counterparts of such decomposition results for multiple Wiener integrals and prove that similar results are true for the (asymptotic) decomposition of the semicircular distribution into free multiple Wigner integrals

Arnol'd Tongues and Quantum Accelerator Modes

The stable periodic orbits of an area-preserving map on the 2-torus, which is formally a variant of the Standard Map, have been shown to explain the quantum accelerator modes that were discovered in experiments with laser-cooled atoms. We show that their parametric dependence exhibits Arnol'd-like tongues and perform a perturbative analysis of such structures. We thus explain the arithmetical organisation of the accelerator modes and discuss experimental implications thereof.Comment: 20 pages, 6 encapsulated postscript figure

Classical and free Fourth Moment Theorems: universality and thresholds

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of $X$. Under these minimal conditions, we prove that $F_n$ converges in distribution to a standard Gaussian random variable if and only if the corresponding sequence of fourth moments converges to $3$. The statement is then extended (mutatis mutandis) to the free probability setting. We shall also discuss the optimality of our conditions in terms of explicit thresholds, as well as establish several connections with the so-called universality phenomenon of probability theory. Both in the classical and free probability frameworks, our results extend and unify previous Fourth Moment Theorems for Gaussian and semicircular approximations. Our techniques are based on a fine combinatorial analysis of higher moments for homogeneous sums.Comment: 26 page

Four moments theorems on Markov chains

We obtain quantitative Four Moments Theorems establishing convergence of the laws of elements of a Markov chaos to a Pearson distribution, where the only assumptionwemake on the Pearson distribution is that it admits four moments. While in general one cannot use moments to establish convergence to a heavy-tailed distributions, we provide a context in which only the first four moments suffices. These results are obtained by proving a general carré du champ bound on the distance between laws of random variables in the domain of a Markov diffusion generator and invariant measures of diffusions. For elements of a Markov chaos, this bound can be reduced to just the first four moments.First author draf

Four moments theorems on Markov chaos

We obtain quantitative Four Moments Theorems establishing convergence of the laws of elements of a Markov chaos to a Pearson distribution, where the only assumption we make on the Pearson distribution is that it admits four moments. While in general one cannot use moments to establish convergence to a heavy-tailed distributions, we provide a context in which only the first four moments suffices. These results are obtained by proving a general carr\'e du champ bound on the distance between laws of random variables in the domain of a Markov diffusion generator and invariant measures of diffusions. For elements of a Markov chaos, this bound can be reduced to just the first four moments.Comment: 24 page

For the Jubilee of Vladimir Mikhailovich Chernov

On April 25, 2019, Vladimir Chernov celebrated his 70th birthday, Doctor of Physics and Mathematics, Chief Researcher at the Laboratory of Mathematical Methods of Image Processing of the Image Processing Systems Institute of the Russian Academy of Sciences (IPSI RAS), a branch of the Federal Science Research Center "Crystallography and Photonics RAS and part-Time Professor at the Department of Geoinformatics and Information Security of the Samara National Research University named after academician S.P. Korolev (Samara University). The article briefly describes the scientific and pedagogical achievements of the hero of the day. © Published under licence by IOP Publishing Ltd