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Register a new userAsymptotic Cramer type decomposition for Wiener and Wigner integrals
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Authors
Solesne Bourguin
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We investigate generalizations of the Cramer 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.
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