We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary nondegenerate Gaussian random elements taking values in a separable Hilbert space and b) fourth moment bounds for approximating sequences with finite chaos expansion. Our results rely on an infinite-dimensional version of Stein’s method of exchangeable pairs combined with the so-called Gamma calculus. Two applications are included: Brownian approximation of Poisson processes in Besov-Liouville spaces and a functional limit theorem for an edge-counting statistic of a random geometric graph.First author draf
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
This thesis contains two main chapters. The first chapter focuses on the highdimensional asymptotic ...
peer reviewedWe introduce a framework to derive quantitative central limit theorems in the context o...
peer reviewedWe introduce a framework to derive quantitative central limit theorems in the context o...
36 pagesInternational audienceWe study the normal approximation of functionals of Poisson measures h...
40 pagesWe study multi-dimensional normal approximations on the Poisson space by means of Malliavin ...
In this thesis, abstract bounds for the normal approximation of Poisson functionals are computed by ...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
In this dissertation a general framework to extend the Stein\u27s method and the Nourdin-Peccati ana...
International audienceMotivated by a theorem of Barbour, we revisit some of the classical limit theo...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
We present functional inequalities and limit theorems for point processes. We prove a modified logar...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
This thesis contains two main chapters. The first chapter focuses on the highdimensional asymptotic ...
peer reviewedWe introduce a framework to derive quantitative central limit theorems in the context o...
peer reviewedWe introduce a framework to derive quantitative central limit theorems in the context o...
36 pagesInternational audienceWe study the normal approximation of functionals of Poisson measures h...
40 pagesWe study multi-dimensional normal approximations on the Poisson space by means of Malliavin ...
In this thesis, abstract bounds for the normal approximation of Poisson functionals are computed by ...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
In this dissertation a general framework to extend the Stein\u27s method and the Nourdin-Peccati ana...
International audienceMotivated by a theorem of Barbour, we revisit some of the classical limit theo...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
We present functional inequalities and limit theorems for point processes. We prove a modified logar...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...
28 Nov 2011In this dissertation we focus on limit theorems and probabilistic approximations. A ''lim...