Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering

DOI10.1214/EJP.V19-2879MaRDI QIDQ743491zbMATH OpenOpenAlexFDO

Authors Solesne Bourguin, Giovanni Peccati

Publication date 24 September 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.3098

zbMATH Keywords

Chen-Stein methodcontractionsMalliavin calculusPoisson limit theoremsPoisson spacePortmanteau inequalitiesrandom graphstotal variation distanceWiener chaos

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to measure the distance between the laws of a general random vector, and of a target random element composed of Gaussian and Poisson random variables. Several consequences are deduced from this result, in particular: (1) new abstract criteria for multidimensional stable convergence on the Poisson space, (2) a class of mixed limit theorems, involving both Poisson and Gaussian limits, (3) criteria for the asymptotic independence of $U$-statistics obeying to Gaussian and Poisson asymptotic regimes. Our results generalize and unify several previous findings in the field. We provide an application to joint sub-graph counting in random geometric graphs.

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Cited in

(18)

• Concentration for Poisson \(U\)-statistics: subgraph counts in random geometric graphs
• On normal approximations for the two-sample problem on multidimensional tori
• On high-frequency limits of \(U\)-statistics in Besov spaces over compact manifolds
• Stable limit theorems on the Poisson space
• Multivariate second order Poincaré inequalities for Poisson functionals
• Limit theory for the Gilbert graph
• Fine Gaussian fluctuations on the Poisson space. II: Rescaled kernels, marked processes and geometric \(U\)-statistics
• Gaussian approximation of nonlinear statistics on the sphere
• Quantitative stable limit theorems on the Wiener space
• Quantitative CLTs on a Gaussian space: a survey of recent developments
• Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
• The Malliavin–Stein Method on the Poisson Space
• U-Statistics in Stochastic Geometry
• Introduction to Stochastic Geometry
• A modified -Sobolev inequality for canonical Lévy processes and its applications
• Moderate deviations on Poisson chaos
• Quantitative CLTs on the Poisson space via Skorohod estimates and p-Poincaré inequalities
• Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization

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