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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2014-08-11 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
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 |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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