Fourth moment theorems on the Poisson space: analytic statements via product formulae

被引:5
|
作者
Dobler, Christian [1 ]
Peccati, Giovanni [1 ]
机构
[1] Univ Luxembourg, Luxembourg, Luxembourg
关键词
multiple Wiener-Ito integrals; Poisson functionals; product formula; fourth moment theorem; carre-du-champ operator; Berry-Esseen bounds; Gaussian approximation; Malliavin calculus; Stein's method;
D O I
10.1214/18-ECP196
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove necessary and sufficient conditions for the asymptotic normality of multiple integrals with respect to a Poisson measure on a general measure space, expressed both in terms of norms of contraction kernels and of variances of carre-du-champ operators. Our results substantially complete the fourth moment theorems recently obtained by Dobler and Peccati (2018) and Dobler, Vidotto and Zheng (2018). An important tool for achieving our goals is a novel product formula for multiple integrals under minimal conditions.
引用
收藏
页码:1 / 12
页数:12
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