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Multi-Dimensional Gaussian Fluctuations on the Poisson Space

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Multi-Dimensional Gaussian Fluctuations on the Poisson Space
2.	Creator	Author's name, affiliation, country	Peccati Giovanni; Université du Luxembourg; Luxembourg
2.	Creator	Author's name, affiliation, country	Cengbo Zheng; Université Paris Ouest, Nanterre la Défense; France
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Central Limit Theorems; Malliavin calculus; Multi-dimensional normal approximations; Ornstein-Uhlenbeck processes; Poisson measures; Probabilistic Interpolations; Stein's method
3.	Subject	Subject classification	60F05; 60G51; 60G57; 60H05; 60H07
4.	Description	Abstract	We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals with respect to Poisson measures - thus significantly extending previous works by Peccati, Solé, Taqqu and Utzet. Several explicit examples (including in particular vectors of linear and non-linear functionals of Ornstein-Uhlenbeck Lévy processes) are discussed in detail.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2010-10-15
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/813
10.	Identifier	Digital Object Identifier	10.1214/EJP.v15-813
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 15
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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