Related papers: The Poisson Multiplication Formula
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…
In this paper, we establish the Poisson integral formula for bounded pluriharmonic functions on the Teichm\"uller space of analytically finite Riemann surfaces of type $(g,m)$ with $2g-2+m>0$. We also discuss a version of the F. and M.…
This is the second paper in a series of investigations of the pluripotential theory on Teichm\"uller space. The main purpose of this paper is to establish the Poisson integral formula for pluriharmonic functions on Teichm\"uller space which…
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…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
We prove necessary and sufficient conditions for the asymptotic normality of multiple integrals with respect to a Poisson measure on a general measure space, expressed both in terms of norms of contraction kernels and of variances of…
We study some classical integrable systems naturally associated with multiplicative quiver varieties for the (extended) cyclic quiver with $m$ vertices. The phase space of our integrable systems is obtained by quasi-Hamiltonian reduction…
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…
The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…
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…
We study multiplicative quiver varieties associated to specific extensions of cyclic quivers with $m\geq 2$ vertices. Their global Poisson structure is characterised by quasi-Hamiltonian algebras related to these quivers, which were studied…
Braverman and Kazhdan introduced influential conjectures generalizing the Fourier transform and the Poisson summation formula. Their conjectures should imply that quite general Langlands $L$-functions have meromorphic continuations and…
Following previous investigations by {\"U}st{\"u}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random change of time is invertible on the Poisson space. As a…
We consider a class of complex manifolds constructed as multiplicative quiver varieties associated with a cyclic quiver extended by an arbitrary number of arrows starting at a new vertex. Such varieties admit a Poisson structure, which is…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
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…
We consider a Poisson process $\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\eta$. As a consequence we…
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…
Basing on properties of the Mellin transform and Ramanujan's identities, which represent a ratio of products of Riemann's zeta- functions of different arguments in terms of the Dirichlet series of arithmetic functions, we obtain a number of…
We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living…