Moments and Central Limit Theorems for Some Multivariate Poisson Functionals

DOI10.1239/aap/1401369698zbMath1350.60020arXiv1205.3033OpenAlexW2020340581MaRDI QIDQ5169498

Mathew D. Penrose, Matthias Schulte, Christoph Thäle, Günter Last

Publication date: 10 July 2014

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.3033

zbMATH Keywords

central limit theorem Berry-Esseen-type bound Poisson flat process intersection process Poisson process, multiple Wiener-Itô integral

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) 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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Cites Work