Multi-dimensional Gaussian fluctuations on the Poisson space - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2010

Multi-dimensional Gaussian fluctuations on the Poisson space

Abstract

We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals with respect to Poisson measures -- thus significantly extending previous works by Peccati, Solé, Taqqu and Utzet. Several explicit examples (including in particular vectors of linear and non-linear functionals of Ornstein-Uhlenbeck Lévy processes) are discussed in detail.
Fichier principal
Vignette du fichier
Pec_Zheng_9AVR010.pdf (355.26 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00472225 , version 1 (09-04-2010)

Identifiers

Cite

Giovanni Peccati, Cengbo Zheng. Multi-dimensional Gaussian fluctuations on the Poisson space. 2010. ⟨hal-00472225⟩
107 View
156 Download

Altmetric

Share

Gmail Facebook X LinkedIn More