Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization

G Last, G Peccati, M Schulte - Probability theory and related fields, 2016 - Springer
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 …

[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 …

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 …

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 …

Multivariate second order Poincaré inequalities for Poisson functionals

M Schulte, JE Yukich - 2019 - projecteuclid.org
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 …

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 …

[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 …

Quantitative stable limit theorems on the Wiener space

I Nourdin, D Nualart, G Peccati - 2016 - projecteuclid.org
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 …

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 …

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 …