Stein’s method and Normal approximation of Poisson functionals
Peccati, G. ; Solé, J. L. ; Taqqu, M. S. ; Utzet, F.
Ann. Probab., Tome 38 (2010) no. 1, p. 443-478 / Harvested from Project Euclid
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We 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.
Publié le : 2010-03-15
Classification:  Malliavin calculus,  Normal approximation,  Ornstein–Uhlenbeck process,  Poisson measure,  Stein’s method,  Wasserstein distance,  60F05,  60G51,  60G60,  60H05 
@article{1268143523,
     author = {Peccati, G. and Sol\'e, J. L. and Taqqu, M. S. and Utzet, F.},
     title = {Stein's method and Normal approximation of Poisson functionals},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 443-478},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1268143523}
}

Peccati, G.; Solé, J. L.; Taqqu, M. S.; Utzet, F. Stein’s method and Normal approximation of Poisson functionals. Ann. Probab., Tome 38 (2010) no. 1, pp.  443-478. http://gdmltest.u-ga.fr/item/1268143523/