Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization

DOI10.1007/s00440-015-0643-7zbMath1347.60012arXiv1401.7568OpenAlexW2111608953MaRDI QIDQ737315

Günter Last, Matthias Schulte, Giovanni Peccati

Publication date: 10 August 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.7568

zbMATH Keywords

Malliavin calculusStein's methodPoincaré inequalitystochastic geometrycentral limit theoremKolmogorov distancenormal approximationchaos expansionVoronoi tessellationWasserstein distancePoisson random measureMehler's formulaspatial Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Random fields (60G60) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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