We consider the normal approximation of Kabanov-Skorohod integrals on a general Poisson space. Our bounds are for the Wasserstein and the Kolmogorov distance and involve only difference operators of the integrand of the Kabanov-Skorohod integral. The proofs rely on the Malliavin-Stein method and, in particular, on multiple applications of integration by parts formulae. As examples, we study some linear statistics of point processes that can be constructed by Poisson embeddings and functionals related to Pareto optimal points of a Poisson process
40 pagesWe study multi-dimensional normal approximations on the Poisson space by means of Malliavin ...
Probability TheoryInternational audienceLet $\tilde{N}_{t}$ be a standard compensated Poisson proces...
Probability TheoryInternational audienceLet $\tilde{N}_{t}$ be a standard compensated Poisson proces...
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstei...
Peccati, Solè, Taqqu, and Utzet recently combined Stein’s method and Malliavin calculus to obtain a ...
In this thesis, abstract bounds for the normal approximation of Poisson functionals are computed by ...
We establish new explicit bounds on the Gaussian approximation of Poisson functionals based on novel...
We combine Stein’s method with a version of Malliavin calculus on the Poisson space. As a result, we...
This dissertation aims to investigate several aspects of the Poisson convergence: Poisson approximat...
We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance ...
We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance ...
International audienceWe obtain explicit Berry-Esseen bounds in the Kolmogorov dis- tance for the no...
The problem of evaluating the accuracy of Poisson approximation to the distribution of a sum of inde...
It is long known that the distribution of a sum Sn of independent non-negative integer-valued random...
This dissertation is composed by two blocks. The first part is concerned with several types of di...
40 pagesWe study multi-dimensional normal approximations on the Poisson space by means of Malliavin ...
Probability TheoryInternational audienceLet $\tilde{N}_{t}$ be a standard compensated Poisson proces...
Probability TheoryInternational audienceLet $\tilde{N}_{t}$ be a standard compensated Poisson proces...
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstei...
Peccati, Solè, Taqqu, and Utzet recently combined Stein’s method and Malliavin calculus to obtain a ...
In this thesis, abstract bounds for the normal approximation of Poisson functionals are computed by ...
We establish new explicit bounds on the Gaussian approximation of Poisson functionals based on novel...
We combine Stein’s method with a version of Malliavin calculus on the Poisson space. As a result, we...
This dissertation aims to investigate several aspects of the Poisson convergence: Poisson approximat...
We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance ...
We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance ...
International audienceWe obtain explicit Berry-Esseen bounds in the Kolmogorov dis- tance for the no...
The problem of evaluating the accuracy of Poisson approximation to the distribution of a sum of inde...
It is long known that the distribution of a sum Sn of independent non-negative integer-valued random...
This dissertation is composed by two blocks. The first part is concerned with several types of di...
40 pagesWe study multi-dimensional normal approximations on the Poisson space by means of Malliavin ...
Probability TheoryInternational audienceLet $\tilde{N}_{t}$ be a standard compensated Poisson proces...
Probability TheoryInternational audienceLet $\tilde{N}_{t}$ be a standard compensated Poisson proces...