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