Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes

Nguyen Tuan Minh

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arXiv · 1111.2140

Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes

Nguyen Tuan Minh

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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.

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Nguyen Tuan Minh. 2011-11-09. Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes. https://arxiv.org/abs/1111.2140

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