Stochastic analysis for Poisson point processes. Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

DOI10.1007/978-3-319-05233-5zbMATH Open1350.60005OpenAlexW2481468714MaRDI QIDQ265779FDOQ265779

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Publication date: 12 April 2016

Published in: Bocconi \& Springer Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05233-5

Mathematics Subject Classification ID

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)

• Crossing numbers and stress of random graphs
• Poisson Point Process Convergence and Extreme Values in Stochastic Geometry
• Restricted hypercontractivity on the Poisson space
• Poisson stochastic master equation unravelings and the measurement problem: A quantum stochastic calculus perspective
• 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
• Title not available (Why is that?)
• Invariance of Poisson point processes by moment identities with statistical applications
• A flexible approach for normal approximation of geometric and topological statistics
• Multivariate second order Poincaré inequalities for Poisson functionals
• Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments
• Eigenvalue fluctuations for random elliptic operators in homogenization regime
• The Malliavin–Stein Method on the Poisson Space
• Malliavin differentiability of indicator functions on canonical Lévy spaces
• Discretizing Malliavin calculus
• A new spectral analysis of stationary random Schrödinger operators
• Variance asymptotics and central limit theory for geometric functionals of Poisson cylinder processes
• 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
• On almost sure convergence of random variables with finite chaos decomposition
• The fourth moment theorem on the Poisson space
• 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
• Poisson and Gaussian fluctuations for the $\mathbf{f}$-vector of high-dimensional random simplicial complexes
• 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
• Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• The $\beta$-Delaunay tessellation III: Kendall's problem and limit theorems in high dimensions
• Concentration on Poisson spaces via modified \(\Phi\)-Sobolev inequalities
• The Gamma Stein equation and noncentral de Jong theorems
• The convex hull of random points on the boundary of a simple polytope

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