Related papers: Normal approximation on Poisson spaces: Mehler's f…
We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…
Given a vector $F=(F_1,\dots,F_m)$ of Poisson functionals $F_1,\dots,F_m$, we investigate the proximity between $F$ and an $m$-dimensional centered Gaussian random vector $N_\Sigma$ with covariance matrix $\Sigma\in\mathbb{R}^{m\times m}$.…
Based on Stein's method, we derive upper bounds for Poisson process approximation in the $L_1$-Wasserstein metric $d_2^{(p)}$, which is based on a slightly adapted $L_p$-Wasserstein metric between point measures. For the case $p=1$, this…
We consider functionals which are weighted averages of the avoidance function of a Poisson process. Using the approach to Stein's method based on Malliavin calculus for Poisson functionals we provide explicit bounds for the Wasserstein…
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…
This survey is a preliminary version of a chapter of the forthcoming book "Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-It\^o Chaos Expansions and Stochastic Geometry" edited by Giovanni Peccati and Matthias…
We study function estimation in the empirical Bayes setting for Poisson and normal means. Specifically, given observations $Y_i\sim f(\cdot; \theta_i)$ with latent parameters $\theta_i\sim \pi$, the goal is to estimate…
We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…
The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…
The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…
In this paper, we derive an explicit upper bound for the Wasserstein distance between a functional of point processes and a Gaussian distribution. Using Stein's method in conjunction with Malliavin's calculus and the Poisson embedding…
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-dimensional central limit theorems for multiple integrals…
We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…
This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…
We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
We consider distributional approximation by generalized Dickman distributions, which appear in number theory, perpetuities, logarithmic combinatorial structures and many other areas. We prove bounds in the Kolmogorov distance for the…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…