CLTs in the Poisson case: the case of double integrals
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 ) has been generalized in , 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.
KeywordsArbitrary Order Gaussian Random Variable Multiple Integral Combinatorial Representation Double Integral
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