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Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering


 
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1. Title Title of document Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering
 
2. Creator Author's name, affiliation, country Solesne Bourguin; University of Luxembourg; Luxembourg
 
2. Creator Author's name, affiliation, country Giovanni Peccati; University of Luxembourg; Luxembourg
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Chen-Stein Method; Contractions; Malliavin Calculus; Poisson Limit Theorems; Poisson Space; Random Graphs; Total Variation Distance; Wiener Chaos
 
3. Subject Subject classification 60H07; 60F05; 60G55; 60D05
 
4. Description Abstract Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to measure the distance between the laws of a general random vector, and of a target random element composed of Gaussian and Poisson random variables. Several consequences are deduced from this result, in particular: (1) new abstract criteria for multidimensional stable convergence on the Poisson space, (2) a class of mixed limit theorems, involving both Poisson and Gaussian limits, (3) criteria for the asymptotic independence of U-statistics following Gaussian and Poisson asymptotic regimes. Our results generalize and unify several previous findings in the field. We provide an application to joint sub-graph counting in random geometric graphs.
 
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7. Date (YYYY-MM-DD) 2014-08-11
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2879
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-2879
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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