Poisson approximations on the free Wigner chaos

Abstract

We prove that an adequately rescaled sequence \Fn\ of self-adjoint operators, living inside a fixed free Wigner chaos of even order, converges in distribution to a centered free Poisson random variable with rate λ>0 if and only if (Fn4)-2(Fn3)→2λ2-λ (where is the relevant tracial state). This extends to a free setting some recent limit theorems by Nourdin and Peccati [Ann. Probab. 37 (2009) 1412-1426] and provides a noncentral counterpart to a result by Kemp et al. [Ann. Probab. 40 (2012) 1577-1635]. As a by-product of our findings, we show that Wigner chaoses of order strictly greater than 2 do not contain nonzero free Poisson random variables. Our techniques involve the so-called "Riordan numbers," counting noncrossing partitions without singletons.

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