Stein's method and normal approximation of Poisson functionals

Simple item page
dc.creatorPeccati, Giovanni
dc.creatorSolé, Josep Lluís
dc.creatorTaqqu, Murad S.
dc.creatorUtzet, Frederic
dc.date2008-07-31
dc.date.accessioned2026-07-07T09:53:59Z
dc.date.available2026-07-07T09:53:59Z
dc.descriptionWe combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Esséen bounds in Central Limit Theorems (CLTs) involving multiple Wiener-Itô integrals with respect to a general Poisson measure. We provide several applications to CLTs related to Ornstein-Uhlenbeck Lévy processes.
dc.description32 pages
dc.identifierhttps://arxiv.org/abs/0807.5035
dc.identifierhttp://arxiv.org/abs/0807.5035
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/166150
dc.subjectProbability
dc.subject60F05; 60G51; 60G60; 60H05
dc.titleStein's method and normal approximation of Poisson functionals
dc.typetext

Files

Collections

arXiv