[HTML][HTML] Fine Gaussian fluctuations on the Poisson space II: rescaled kernels, marked processes and geometric U-statistics
R Lachièze-Rey, G Peccati - Stochastic Processes and their Applications, 2013 - Elsevier
Continuing the analysis initiated by Lachièze-Rey and Peccati (2013), we use contraction
operators to study the normal approximation of random variables having the form of a U …
operators to study the normal approximation of random variables having the form of a U …
[HTML][HTML] Limit theory for the Gilbert graph
M Reitzner, M Schulte, C Thäle - Advances in Applied Mathematics, 2017 - Elsevier
For a given homogeneous Poisson point process in R d two points are connected by an
edge if their distance is bounded by a prescribed distance parameter. The behavior of the …
edge if their distance is bounded by a prescribed distance parameter. The behavior of the …
Quantitative CLTs on a Gaussian space: a survey of recent developments
G Peccati - ESAIM: Proceedings, 2014 - esaim-proc.org
I will provide a short survey of recent findings concerning normal approximations on a
Gaussian space. The results discussed in this work involve Stein's method, Poincaré-type …
Gaussian space. The results discussed in this work involve Stein's method, Poincaré-type …
Gamma limits and U-statistics on the Poisson space
G Peccati, C Thäle - arXiv preprint arXiv:1301.7289, 2013 - arxiv.org
Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for
the Gamma approximation of functionals of a Poisson measure. In particular, conditions are …
the Gamma approximation of functionals of a Poisson measure. In particular, conditions are …
[图书][B] Malliavin-Stein method in stochastic geometry
M Schulte - 2013 - repositorium.uni-osnabrueck.de
In this thesis, abstract bounds for the normal approximation of Poisson functionals are
computed by the Malliavin-Stein method and used to derive central limit theorems for …
computed by the Malliavin-Stein method and used to derive central limit theorems for …
Mini-Workshop: Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry
M Reitzner, G Peccati - Oberwolfach Reports, 2013 - ems.press
Malliavin calculus plays an important role in the stochastic analysis for Poisson point
processes. This technique is tightly connected with chaotic expansions, that were introduced …
processes. This technique is tightly connected with chaotic expansions, that were introduced …