Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes
Probability
2011-11-10 v1
Abstract
In this paper, we give an upper bound for a probabilistic distance between a Gaussian vector and a vector of U-statistics of Poisson point processes by applying Malliavin-Stein inequality on the Poisson space.
Keywords
Cite
@article{arxiv.1111.2140,
title = {Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes},
author = {Nguyen Tuan Minh},
journal= {arXiv preprint arXiv:1111.2140},
year = {2011}
}
Comments
11 pages