Functional Poisson approximation in Kantorovich–Rubinstein distance with applications to U-statistics and stochastic geometry

L Decreusefond, M Schulte, C Thäle - 2016 - projecteuclid.org
A Poisson or a binomial process on an abstract state space and a symmetric function f acting
on k-tuples of its points are considered. They induce a point process on the target space of f …

Moments and central limit theorems for some multivariate Poisson functionals

G Last, MD Penrose, M Schulte… - Advances in Applied …, 2014 - cambridge.org
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct
approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-Itô …

Discrete aspects of stochastic geometry

R Schneider - Handbook of discrete and computational geometry, 2017 - taylorfrancis.com
Stochastic geometry studies randomly generated geometric objects. The present chapter
deals with some discrete aspects of stochastic geometry. We describe work that has been …

New Berry-Esseen bounds for non-linear functionals of Poisson random measures

P Eichelsbacher, C Thäle - 2014 - projecteuclid.org
This paper deals with the quantitative normal approximation of non-linear functionals of
Poisson random measures, where the quality is measured by the Kolmogorov distance …

Normal approximation of Poisson functionals in Kolmogorov distance

M Schulte - Journal of theoretical probability, 2016 - Springer
Abstract Peccati, Solè, Taqqu, and Utzet recently combined Stein's method and Malliavin
calculus to obtain a bound for the Wasserstein distance of a Poisson functional and a …

Moderate deviations on Poisson chaos

M Schulte, C Thäle - Electronic Journal of Probability, 2024 - projecteuclid.org
This paper deals with U-statistics of Poisson processes and multiple Wiener-Itô integrals on
the Poisson space. Via sharp bounds on the cumulants for both classes of random variables …

U-Statistics in Stochastic Geometry

R Lachièze-Rey, M Reitzner - … Calculus, Wiener-Itô Chaos Expansions and …, 2016 - Springer
AU-statistic of order k with kernel f: X^ k → R^ d over a Poisson process η is defined as ∑ _
(x_ 1, ..., x_ k) f (x_ 1, ..., x_ k), where the summation is over k-tuples of distinct points of η …

Poisson point process convergence and extreme values in stochastic geometry

M Schulte, C Thäle - Stochastic analysis for Poisson point processes …, 2016 - Springer
Let η t be a Poisson point process with intensity measure tμ, t> 0, over a Borel space X,
where μ is a fixed measure. Another point process ξ t on the real line is constructed by …

Introduction to stochastic geometry

D Hug, M Reitzner - Stochastic Analysis for Poisson Point Processes …, 2016 - Springer
This chapter introduces some of the fundamental notions from stochastic geometry.
Background information from convex geometry is provided as far as this is required for the …

[KSIĄŻKA][B] Malliavin-Stein method in stochastic geometry

M Schulte - 2013 - repositorium.ub.uni-osnabrueck.de
In this thesis, abstract bounds for the normal approximation of Poisson functionals are
computed by the Malliavin-Stein method and used to derive central limit theorems for …