Central limit theorems for \(U\)-statistics of Poisson point processes (Q2434907)

A \(U\)-statistic for a Poisson process is defined as the sum \( \sum f(x_1, \dots, x_k)\) over all \(k\)-tuples of distinct points of the point process. Wiener-Itō chaos expansions are used to obtain an expression for the variance of the \(U\)-statistics. Using Malliavin calculus and Theorem 3.1 from \textit{G. Peccati} et al. [Ann. Probab. 38, No. 2, 443--478 (2010; Zbl 1195.60037)], a central limit theorem is obtained for \(U\)-statistics of Poisson point processes with explicit bounds for the Wasserstein distance between the normalized \(U\)-statistic and a standard Gaussian random variable. This result is applied to establish a central limit theorem for geometric \(U\)-statistics complementing the work by \textit{R. Lachièze-Rey} and \textit{G. Peccati} [Stochastic Processes Appl. 123, No. 12, 4186--4218 (2013; Zbl 1294.60082)]. A central limit theorem with explicit bounds is also developed for the intersection process of Poisson hyperplanes, local \(U\)-statistics and the total edge length of a random geometric graph.