The Malliavin–Stein Method on the Poisson Space
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Publication:6067400
DOI10.1007/978-3-319-05233-5_6zbMath1528.60029MaRDI QIDQ6067400
Solesne Bourguin, Giovanni Peccati
Publication date: 17 November 2023
Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)
logarithmic Sobolev inequalityPoisson approximationnormal approximationtotal variation distancePoisson random variable
Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)
Related Items (11)
Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ The fourth moment theorem on the Poisson space ⋮ U-Statistics in Stochastic Geometry ⋮ Poisson Point Process Convergence and Extreme Values in Stochastic Geometry ⋮ U-Statistics on the Spherical Poisson Space ⋮ Introduction to Stochastic Geometry ⋮ Quantitative CLTs for symmetric \(U\)-statistics using contractions ⋮ Normal convergence using Malliavin calculus with applications and examples ⋮ Multivariate second order Poincaré inequalities for Poisson functionals ⋮ Third cumulant Stein approximation for Poisson stochastic integrals ⋮ Quantitative two-scale stabilization on the Poisson space
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