Normal approximation of Poisson functionals in Kolmogorov distance
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Publication:270201
DOI10.1007/s10959-014-0576-6zbMath1335.60027arXiv1206.3967OpenAlexW2028534697WikidataQ101138486 ScholiaQ101138486MaRDI QIDQ270201
Publication date: 7 April 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.3967
Malliavin calculusStein's methodcentral limit theoremPoisson point process\(U\)-statisticsWiener-Itō chaos expansion
Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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