Gamma limits and U-statistics on the Poisson space
From MaRDI portal
Publication:2866818
zbMath1277.60052arXiv1301.7289MaRDI QIDQ2866818
Christoph Thäle, Giovanni Peccati
Publication date: 9 December 2013
Full work available at URL: https://arxiv.org/abs/1301.7289
chaoscontractionMalliavin calculusStein's methodPoisson processgamma distributionnon-central limit theoremmultiple stochastic integral\(U\)-statisticde Jong's theoremmixed limit theorem
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences, Classical and free fourth moment theorems: universality and thresholds, Berry-Esseen bounds for functionals of independent random variables, The fourth moment theorem on the Poisson space, Normal approximation for generalizedU-statistics and weighted random graphs, Poisson convergence on the free Poisson algebra, The Malliavin–Stein Method on the Poisson Space, U-Statistics in Stochastic Geometry, Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle, Stochastic Analysis for Poisson Processes, Unnamed Item, Stein approximation for functionals of independent random sequences, The Gamma Stein equation and noncentral de Jong theorems, Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization, Stable limit theorems on the Poisson space
