The fourth moment theorem on the Poisson space

DOI10.1214/17-AOP1215zbMath1431.60022arXiv1701.03120OpenAlexW2586564990MaRDI QIDQ1660622

Giovanni Peccati, Christian Döbler

Publication date: 16 August 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.03120

zbMATH Keywords

Malliavin calculusStein's methodBerry-Esseen boundsmultiple Wiener-Itô integralsGaussian approximationfourth moment theoremgamma approximationPoisson functionalscarré-du-champ operator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (15)

A Peccati-Tudor type theorem for Rademacher chaoses ⋮ Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ Product and moment formulas for iterated stochastic integrals (associated with Lévy processes) ⋮ Malliavin calculus for marked binomial processes and applications ⋮ Parameter estimation for a discrete time model driven by fractional Poisson process ⋮ Restricted hypercontractivity on the Poisson space ⋮ Spherical Poisson waves ⋮ Unnamed Item ⋮ Fourth moment theorems on the Poisson space: analytic statements via product formulae ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Stable limit theorems on the Poisson space ⋮ Quantitative two-scale stabilization on the Poisson space ⋮ The multivariate functional de Jong CLT

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