Fourth moment theorems on the Poisson space: analytic statements via product formulae
DOI10.1214/18-ECP196zbMath1406.60037arXiv1808.01836OpenAlexW2887509721MaRDI QIDQ1725482
Christian Döbler, Giovanni Peccati
Publication date: 14 February 2019
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.01836
Malliavin calculusStein's methodBerry-Esseen boundsmultiple Wiener-Itô integralsGaussian approximationfourth moment theoremproduct formulaPoisson functionalscarré-du-champ operator
Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (2)
Cites Work
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- Quantitative de Jong theorems in any dimension
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- Stochastic analysis in discrete and continuous settings. With normal martingales.
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- The fourth moment theorem on the Poisson space
- Quantitative CLTs for symmetric \(U\)-statistics using contractions
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- Normal Approximations with Malliavin Calculus
- Stochastic Analysis for Poisson Processes
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