2 papers
math.PR2011
Universal Gaussian fluctuations on the discrete Poisson chaos
Giovanni Peccati, Cengbo Zheng
We prove that homogenous sums inside a fixed discrete Poisson chaos are universal with respect to normal approximations. This result parallels some recent findings, in a Gaussian c…
math.PR2010
Multi-dimensional Gaussian fluctuations on the Poisson space
Giovanni Peccati, Cengbo Zheng
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-d…