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math.PR2014
Stochastic analysis for Poisson processes
Günter Last
This survey is a preliminary version of a chapter of the forthcoming book "Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stoc…
math.PR2014
Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization
Günter Last, Giovanni Peccati, Matthias Schulte
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poiss…