Fine Gaussian fluctuations on the Poisson space. I: Contractions, cumulants and geometric random graphs (Q388884)
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English | Fine Gaussian fluctuations on the Poisson space. I: Contractions, cumulants and geometric random graphs |
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Fine Gaussian fluctuations on the Poisson space. I: Contractions, cumulants and geometric random graphs (English)
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17 January 2014
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The authors derive normal approximation results based on the Stein method for finite sums of multiple stochastic integrals with respect to a Poisson random measure. These results are then applied to asymptotic edge-counting problems in random geometric graphs, by representing their edge counts as \(U\)-statistics written as linear combinations of first- and second-order Poisson stochastic integrals. As a result, asymptotic distribution estimates for renormalized edge counts are obtained in different convergence regimes as the intensity of the underlying Poisson random measure tends to infinity. This provides in particular a characterization of those geometric random graphs whose edge-counting statistics exhibit asymptotic Gaussianity.
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central limit theorems
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contractions
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Malliavin calculus
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Poisson limit theorems
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Poisson space
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random graphs
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Stein's method
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\(U\)-statistics
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Wasserstein distance
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Wiener chaos
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