Functional Gaussian approximations on Hilbert-Poisson spaces
fourth moment conditionsfunctional limit theoremsGaussian approximationsGaussian measures on Hilbert spacesPoisson spaceStein's method on Banach spaces
Random graphs (graph-theoretic aspects) (05C80) Measures and integration on abstract linear spaces (46G12) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Given a Gaussian process \(Z\), and a square integrable and measurable transformation \(X\) of a Poisson process, each defined on the same separable Hilbert space, the authors give explicit bounds on the distance between \(X\) and \(Z\) in terms of moments and contractions. These bounds are established by a combination of Stein's method of exchangeable pairs and Malliavin calculus in an infinite-dimensional and non-diffusive setting, and provide an analogue of the fourth moment theorem in this setting. These bounds are illustrated with two applications: the first is to the Brownian approximation of Poisson processes with growing intensity in Besov--Liouville spaces, and the second is to an edge-counting statistic in a random geometric graph.
- Approximation of Hilbert-valued gaussians on Dirichlet structures
- Stein's method and normal approximation of Poisson functionals
- Stable limit theorems on the Poisson space
- Multi-dimensional Gaussian fluctuations on the Poisson space
- Multivariate second order Poincaré inequalities for Poisson functionals
- A Peccati-Tudor type theorem for Rademacher chaoses
- Analysis and geometry of Markov diffusion operators
- Approximation of Hilbert-valued gaussians on Dirichlet structures
- Central limit theorems for \(U\)-statistics of Poisson point processes
- Central limit theorems for double Poisson integrals
- Dirichlet forms and analysis on Wiener space
- Exchangeable pairs on Wiener chaos
- Fine Gaussian fluctuations on the Poisson space. I: Contractions, cumulants and geometric random graphs
- Fine Gaussian fluctuations on the Poisson space. II: Rescaled kernels, marked processes and geometric \(U\)-statistics
- Fourth moment theorems on the Poisson space in any dimension
- Functional approximations via Stein's method of exchangeable pairs
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Gaussian measures in Banach spaces
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- Potential theory on Hilbert space
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- Stein's method and normal approximation of Poisson functionals
- Stein's method for diffusion approximations
- Stein's method of exchangeable pairs in multivariate functional approximations
- Stein's method on Wiener chaos
- Step size in Stein's method of exchangeable pairs
- Stochastic Analysis for Poisson Processes
- The fourth moment theorem on the Poisson space
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