English

Fourth moment theorems on the Poisson space in any dimension

Probability 2018-04-17 v2 Functional Analysis

Abstract

We extend to any dimension the quantitative fourth moment theorem on the Poisson setting, recently proved by C. D\"obler and G. Peccati (2017). In particular, by adapting the exchangeable pairs couplings construction introduced by I. Nourdin and G. Zheng (2017) to the Poisson framework, we prove our results under the weakest possible assumption of finite fourth moments. This yields a Peccati-Tudor type theorem, as well as an optimal improvement in the univariate case. Finally, a transfer principle "from-Poisson-to-Gaussian" is derived, which is closely related to the universality phenomenon for homogeneous multilinear sums.

Keywords

Cite

@article{arxiv.1707.01889,
  title  = {Fourth moment theorems on the Poisson space in any dimension},
  author = {Christian Döbler and Anna Vidotto and Guangqu Zheng},
  journal= {arXiv preprint arXiv:1707.01889},
  year   = {2018}
}

Comments

Minor revision. to appear in Electron. J. Probab