81 citations · 145 across the 13 of their papers we have counts for
Showing 2008 · math.PRShow all
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math.PR2008★ 11 cited
Moments, cumulants and diagram formulae for non-linear functionals of random measures
Giovanni Peccati, Murad S. Taqqu
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is…
math.PR2008★ 38 cited
Central limit theorems for double Poisson integrals
Giovanni Peccati, Murad S. Taqqu
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distri…
math.PR2008★ 1 cited
Stein's method and normal approximation of Poisson functionals
Giovanni Peccati, Josep Lluís Solé, Murad S. Taqqu +1
We 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…