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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)

Abstarct

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.

Keywords

Arbitrary Order Gaussian Random Variable Multiple Integral Combinatorial Representation Double Integral 
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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

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