Multi-dimensional Gaussian fluctuations on the Poisson space
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Abstract: We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals with respect to Poisson measures -- thus significantly extending previous works by Peccati, Sol'e, Taqqu and Utzet. Several explicit examples (including in particular vectors of linear and non-linear functionals of Ornstein-Uhlenbeck L'evy processes) are discussed in detail.
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Cited in
(46)- U-Statistics in Stochastic Geometry
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- Optimal convergence rates and one-term Edgeworth expansions for multi-dimensional functionals of Gaussian fields
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- Moments and central limit theorems for some multivariate Poisson functionals
- Optimal rate of convergence for vector-valued Wiener-Itô integral
- Spherical Poisson waves
- Does a central limit theorem hold for the \(k\)-skeleton of Poisson hyperplanes in hyperbolic space?
- Stable limit theorems on the Poisson space
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- DUALITY BETWEEN GAUSSIAN AND POISSON NOISES
- Limit theory for the Gilbert graph
- Moderate deviations on Poisson chaos
- Multivariate normal approximation for functionals of random polytopes
- Multi-dimensional normal approximation of heavy-tailed moving averages
- Universal Gaussian fluctuations on the discrete Poisson chaos
- Multivariate normal approximation on the Wiener space: new bounds in the convex distance
- Quantitative two-scale stabilization on the Poisson space
- Normal approximations for wavelet coefficients on spherical Poisson fields
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
- Functionals of spatial point process having density with respect to the Poisson process
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