English

Second-order Poincar\'e inequalities and localization on the Poisson space

Probability 2026-05-25 v1

Abstract

Given a mean zero functional FF of a Poisson measure on a metric space, we apply the Malliavin-Stein method to establish sharpened second-order Poincar\'e inequalities for F/Var(F)F/\sqrt{\operatorname{Var} (F)} in terms of fourth moments of difference operators. The rates of normal approximation are expressed in the Kolmogorov and Wasserstein distances and require fewer error terms than corresponding previous results. When FF is expressible as a sum of score functions which are distributionally close to scores having short-range structure, then we deduce that F/Var(F)F/\sqrt{\operatorname{Var}(F)} satisfies Berry-Esseen bounds. The normal approximation criteria of the scores, here called bounded Lipschitz localization, are more general than stabilization criteria and allow for unbounded interactions of scores. This approach yields Berry-Esseen bounds for local U-statistics on metric measures spaces, localizing functionals on hyperbolic space, as well as for Poisson functionals in a space-time setting, with infinite time horizon, including statistics of spatial birth-growth models and Laguerre tessellations.

Keywords

Cite

@article{arxiv.2605.23292,
  title  = {Second-order Poincar\'e inequalities and localization on the Poisson space},
  author = {Tara Trauthwein and J. E. Yukich},
  journal= {arXiv preprint arXiv:2605.23292},
  year   = {2026}
}
R2 v1 2026-07-22T07:27:42.707Z