Stein’s method and Normal approximation of Poisson functionals

Peccati, G.Sole, J. L.Taqqu, Murad S.Utzet, F.2019-08-282019-08-282010-03-01G. Peccati, J.L. Sole, M.S. Taqqu, F. Utzet. 2010. "STEIN'S METHOD AND NORMAL APPROXIMATION OF POISSON FUNCTIONALS." ANNALS OF PROBABILITY, Volume 38, Issue 2, pp. 443 - 478 (36). https://doi.org/10.1214/09-AOP4770091-1798https://hdl.handle.net/2144/37418We combine Stein’s method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry–Esséen bounds in Central limit theorems (CLTs) involving multiple Wiener–Itô integrals with respect to a general Poisson measure. We provide several applications to CLTs related to Ornstein–Uhlenbeck Lévy processes.p. 443 - 478Physical sciencesStatistics & probabilityMathematicsMalliavin calculusNormal approximationOrnstein-Uhlenbeck processPoisson measureStein's methodWasserstein distanceStatisticsStein’s method and Normal approximation of Poisson functionalsArticle10.1214/09-AOP4770000-0002-1145-9082 (Taqqu, MS)54271