Stochastic analysis for Poisson point processes. Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Geometric probability and stochastic geometry (60D05) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Stochastic analysis (60Hxx)
Cited in
(44)- A flexible approach for normal approximation of geometric and topological statistics
- Multivariate normal approximation for functionals of random polytopes
- Stable limit theorems on the Poisson space
- On almost sure convergence of random variables with finite chaos decomposition
- A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages
- The fourth moment theorem on the Poisson space
- Higher-order pathwise theory of fluctuations in stochastic homogenization
- Does a central limit theorem hold for the \(k\)-skeleton of Poisson hyperplanes in hyperbolic space?
- Multivariate second order Poincaré inequalities for Poisson functionals
- Gaussian fluctuations for edge counts in high-dimensional random geometric graphs
- Poisson stochastic master equation unravelings and the measurement problem: a quantum stochastic calculus perspective
- Quantitative CLTs for symmetric \(U\)-statistics using contractions
- scientific article; zbMATH DE number 7662451 (Why is no real title available?)
- The multivariate functional de Jong CLT
- The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation
- A new spectral analysis of stationary random Schrödinger operators
- Restricted hypercontractivity on the Poisson space
- Crossing numbers and stress of random graphs
- Eigenvalue fluctuations for random elliptic operators in homogenization regime
- Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees
- Concentration on Poisson spaces via modified \(\Phi\)-Sobolev inequalities
- Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments
- The Malliavin–Stein Method on the Poisson Space
- Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
- The Gamma Stein equation and noncentral de Jong theorems
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- The \(\beta\)-Delaunay tessellation. III: Kendall's problem and limit theorems in high dimensions
- Malliavin differentiability of indicator functions on canonical Lévy spaces
- Variance asymptotics and central limit theory for geometric functionals of Poisson cylinder processes
- Volume approximation of strongly \(\mathbb{C} \)-convex domains by random polyhedra
- Multivariate central limit theorems for random simplicial complexes
- Multi-dimensional normal approximation of heavy-tailed moving averages
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
- Poisson and Gaussian fluctuations for the components of the \(\mathbf{f}\)-vector of high-dimensional random simplicial complexes
- The convex hull of random points on the boundary of a simple polytope
- Malliavin-Stein method: a survey of some recent developments
- Invariance of Poisson point processes by moment identities with statistical applications
- Poisson Point Process Convergence and Extreme Values in Stochastic Geometry
- Discretizing Malliavin calculus
- Sub-tree counts on hyperbolic random geometric graphs
- A simplified second-order Gaussian Poincaré inequality in discrete setting with applications
- The Widom -- Rowlinson model under spin flip: immediate loss and sharp recovery of quasilocality
- Moderate deviations on Poisson chaos
- Non-perturbative approach to the Bourgain-Spencer conjecture in stochastic homogenization
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