| Título: | Fine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs |
| Autores: |
Lachieze-Rey, Raphael; Université Paris Descartes Peccati, Giovanni; Université de Luxembourg |
| Fecha: | 2013-01-04 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Central Limit Theorems; Contractions; Malliavin Calculus; Poisson Limit Theorems; Poisson Space; Random Graphs; Stein's Method; $U$-statistics; Wasserstein Distance; Wiener Chaos 60H07; 60F05; 60G55; 60D05 |
| Descripción: | We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit theorems. These conditions can always be expressed in terms of contraction operators or, equivalently, fourth cumulants. Our findings are specifically tailored to deal with the normal approximation of the geometric $U$-statistics introduced by Reitzner and Schulte (2011). In particular, we shall provide a new analytic characterization of geometric random graphs whose edge-counting statistics exhibit asymptotic Gaussian fluctuations, and describe a new form of Poisson convergence for stationary random graphs with sparse connections. In a companion paper, the above analysis is extended to general $U$-statistics of marked point processes with possibly rescaled kernels. |
| Idioma: | Inglés |
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