Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization
We prove a new class of inequalities, yielding bounds for the normal approximation in the
Wasserstein and the Kolmogorov distance of functionals of a general Poisson process …
Wasserstein and the Kolmogorov distance of functionals of a general Poisson process …
[图书][B] Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry
G Peccati, M Reitzner - 2016 - books.google.com
Stochastic geometry is the branch of mathematics that studies geometric structures
associated with random configurations, such as random graphs, tilings and mosaics. Due to …
associated with random configurations, such as random graphs, tilings and mosaics. Due to …
Malliavin-Stein method for Variance-Gamma approximation on Wiener space
P Eichelsbacher, C Thäle - Electronic Journal of Probability, 2015 - projecteuclid.org
We combine Malliavin calculus with Stein's method to derive bounds for the Variance-
Gamma approximation of functionals of isonormal Gaussian processes, in particular of …
Gamma approximation of functionals of isonormal Gaussian processes, in particular of …
Quantitative de Jong theorems in any dimension
C Döbler, G Peccati - 2017 - projecteuclid.org
We develop a new quantitative approach to a multidimensional version of the well-known de
Jong's central limit theorem under optimal conditions, stating that a sequence of Hoeffding …
Jong's central limit theorem under optimal conditions, stating that a sequence of Hoeffding …
Multivariate second order Poincaré inequalities for Poisson functionals
Given a vector F=(F_1,...,F_m) of Poisson functionals F_1,...,F_m, we investigate the
proximity between F and an m-dimensional centered Gaussian random vector N_Σ with …
proximity between F and an m-dimensional centered Gaussian random vector N_Σ with …
Quantitative CLTs on the Poisson space via Skorohod estimates and -Poincar\'e inequalities
T Trauthwein - arXiv preprint arXiv:2212.03782, 2022 - arxiv.org
We establish new explicit bounds on the Gaussian approximation of Poisson functionals
based on novel estimates of moments of Skorohod integrals. Combining these with the …
based on novel estimates of moments of Skorohod integrals. Combining these with the …
[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 stable limit theorems on the Wiener space
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener
space, where the target distribution is given by a possibly multidimensional mixture of …
space, where the target distribution is given by a possibly multidimensional mixture of …
U-Statistics in Stochastic Geometry
R Lachièze-Rey, M Reitzner - … Calculus, Wiener-Itô Chaos Expansions and …, 2016 - Springer
AU-statistic of order k with kernel f: X^ k → R^ d over a Poisson process η is defined as ∑ _
(x_ 1, ..., x_ k) f (x_ 1, ..., x_ k), where the summation is over k-tuples of distinct points of η …
(x_ 1, ..., x_ k) f (x_ 1, ..., x_ k), where the summation is over k-tuples of distinct points of η …
The Malliavin–Stein method on the Poisson space
S Bourguin, G Peccati - Stochastic analysis for Poisson point processes …, 2016 - Springer
This chapter provides a detailed and unified discussion of a collection of recently introduced
techniques, allowing one to establish limit theorems with explicit rates of convergence, by …
techniques, allowing one to establish limit theorems with explicit rates of convergence, by …