Universal Gaussian fluctuations on the discrete Poisson chaos

DOI10.3150/12-BEJ503zbMath1302.60059arXiv1110.5723MaRDI QIDQ2448709

Giovanni Peccati, Cengbo Zheng

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5723

zbMATH Keywords

central limit theoremcentered independent Poisson random variablesPoisson Wiener chaosstar contractionsuniversality result

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99)

Related Items

A Peccati-Tudor type theorem for Rademacher chaoses, Classical and free fourth moment theorems: universality and thresholds, The fourth moment theorem on the Poisson space, High-dimensional central limit theorems for homogeneous sums, Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle, Malliavin calculus for marked binomial processes and applications, Invariance principles for homogeneous sums of free random variables, The universality of homogeneous polynomial forms and critical limits, Fourth moment theorems on the Poisson space in any dimension, The multivariate functional de Jong CLT

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