CLTs in the Poisson case: the case of double integrals

  • Giovanni Peccati
  • Murad S. Taqqu
Part of the Bocconi & Springer Series book series (BS, volume 1)


We conclude this monograph by discussing a simplified CLT for sequences of double integrals with respect to a Poisson random measure. Note that this result (originally obtained in [109]) has been generalized in [106], where one can find CLTs for sequences of multiple integrals of arbitrary orders — with explicit Berry-Esséen bounds in the Wasserstein distance obtained once again via Stein’s method.


Arbitrary Order Gaussian Random Variable Multiple Integral Combinatorial Representation Double Integral 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Italia 2011

Authors and Affiliations

  • Giovanni Peccati
    • 1
  • Murad S. Taqqu
    • 2
  1. 1.Mathematics Research UnitUniversity of LuxembourgLuxembourg
  2. 2.Department of Mathematics and StatisticsBoston UniversityBoston

Personalised recommendations