Related papers: Multiscale second-order Poincar\'e inequalities in…
In a companion article we have introduced a notion of multiscale functional inequalities for functions $X(A)$ of an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. These inequalities are multiscale weighted versions…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
We present an improved version of the second order Gaussian Poincar\'e inequality, firstly introduced in Chatterjee (2009) and Nourdin, Peccati and Reinert (2009). These novel estimates are used in order to bound distributional distances…
In this paper, a simplified second-order Gaussian Poincar\'e inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a…
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 $\Sigma\in\mathbb{R}^{m\times m}$.…
Given a mean zero functional $F$ of a Poisson measure on a metric space, we apply the Malliavin-Stein method to establish sharpened second-order Poincar\'e inequalities for $F/\sqrt{\operatorname{Var} (F)}$ in terms of fourth moments of…
In this paper we extend the refined second-order Poincar\'e inequality for Poisson functionals from a one-dimensional to a multi-dimensional setting. Its proof is based on a multivariate version of the Malliavin-Stein method for normal…
In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$…
Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
In a doubling metric measure space $(X,\rho,\mu)$ supporting a Poincar\'e inequality, we give a new characterisation of first-order Sobolev spaces by mean oscillations, and extend previous characterisations of constant functions in terms of…
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of…
Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…
Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…
An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…
We study a characterization of BV and Sobolev functions via nonlocal functionals in metric spaces equipped with a doubling measure and supporting a Poincar\'e inequality. Compared with previous works, we consider more general functionals.…
We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…
In this work, we discuss new bounds for the normal approximation of multivariate Poisson functionals under minimal moment assumptions. Such bounds require one to estimate moments of so-called add-one costs of the functional. Previous works…
We prove infinite-dimensional second order Poincar\'e inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two…
Intrinsic location functional is a large class of random locations containing locations that one may encounter in many cases, e.g., the location of the path supremum/infimum over a given interval, the first/last hitting time, etc. It has…