Quantitative CLTs on the Poisson space via Skorohod estimates and p-Poincaré inequalities
We establish new explicit bounds on the Gaussian approximation of Poisson functionals based on novel estimates of moments of Skorohod integrals. Combining these with the Malliavin–Stein method, we derive bounds in the Wasserstein and Kolmogorov distances whose application requires minimal moment ass...
| Hovedforfatter: | |
|---|---|
| Format: | Journal article |
| Sprog: | English |
| Udgivet: |
Institute of Mathematical Statistics
2025
|