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Functional Gaussian approximations on Hilbert-Poisson spaces - MaRDI portal

Functional Gaussian approximations on Hilbert-Poisson spaces (Q6564544)

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scientific article; zbMATH DE number 7873656
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Functional Gaussian approximations on Hilbert-Poisson spaces
scientific article; zbMATH DE number 7873656

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    Functional Gaussian approximations on Hilbert-Poisson spaces (English)
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    1 July 2024
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    Given a Gaussian process \(Z\), and a square integrable and measurable transformation \(X\) of a Poisson process, each defined on the same separable Hilbert space, the authors give explicit bounds on the distance between \(X\) and \(Z\) in terms of moments and contractions. These bounds are established by a combination of Stein's method of exchangeable pairs and Malliavin calculus in an infinite-dimensional and non-diffusive setting, and provide an analogue of the fourth moment theorem in this setting. These bounds are illustrated with two applications: the first is to the Brownian approximation of Poisson processes with growing intensity in Besov--Liouville spaces, and the second is to an edge-counting statistic in a random geometric graph.
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    Poisson space
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    Gaussian measures on Hilbert spaces
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    Stein's method on Banach spaces
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    Gaussian approximations
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    functional limit theorems
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    fourth moment conditions
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