Cramér type theorem for Wiener and Wigner stochastic integrals

Series
Stochastics Seminar
Time
Thursday, October 4, 2012 - 3:05pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
J.-C. Breton – Institut de Recherche Mathématique de Rennes
Organizer
Yuri Bakhtin
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.