English

Moments and central limit theorems for some multivariate Poisson functionals

Probability 2014-07-08 v3

Abstract

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. Second, a multivariate central limit theorem is shown for a vector whose components admit a finite chaos expansion of the type of a Poisson U-statistic. The approach is based on recent results of Peccati et al.\ combining Malliavin calculus and Stein's method, and also yields Berry-Esseen type bounds. As applications, moment formulae and central limit theorems for general geometric functionals of intersection processes associated with a stationary Poisson process of kk-dimensional flats in Rd\R^d are discussed.

Keywords

Cite

@article{arxiv.1205.3033,
  title  = {Moments and central limit theorems for some multivariate Poisson functionals},
  author = {Guenter Last and Mathew D. Penrose and Matthias Schulte and Christoph Thaele},
  journal= {arXiv preprint arXiv:1205.3033},
  year   = {2014}
}
R2 v1 2026-06-21T21:03:28.704Z