We extend to any dimension the quantitative fourth moment theorem on the Poisson setting, recently proved by C. Döbler and G. Peccati (2017). In particular, by adapting the exchangeable pairs couplings construction introduced by I. Nourdin and G. Zheng (2017) to the Poisson framework, we prove our results under the weakest possible assumption of finite fourth moments. This yields a Peccati-Tudor type theorem, as well as an optimal improvement in the univariate case. Finally, a transfer principle “from-Poisson-to-Gaussian” is derived, which is closely related to the universality phenomenon for homogeneous multilinear sums.

Fourth moment theorems on the Poisson space in any dimension / Dobler, C.; Vidotto, A.; Zheng, G.. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - 23:none(2018), pp. 1-27. [10.1214/18-EJP168]

Fourth moment theorems on the Poisson space in any dimension

Vidotto A.;
2018

Abstract

We extend to any dimension the quantitative fourth moment theorem on the Poisson setting, recently proved by C. Döbler and G. Peccati (2017). In particular, by adapting the exchangeable pairs couplings construction introduced by I. Nourdin and G. Zheng (2017) to the Poisson framework, we prove our results under the weakest possible assumption of finite fourth moments. This yields a Peccati-Tudor type theorem, as well as an optimal improvement in the univariate case. Finally, a transfer principle “from-Poisson-to-Gaussian” is derived, which is closely related to the universality phenomenon for homogeneous multilinear sums.
2018
Fourth moment theorems on the Poisson space in any dimension / Dobler, C.; Vidotto, A.; Zheng, G.. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - 23:none(2018), pp. 1-27. [10.1214/18-EJP168]
File in questo prodotto:
File Dimensione Formato  
Doebler,Vidotto,Zheng2018.pdf

accesso aperto

Tipologia: Versione Editoriale (PDF)
Licenza: Dominio pubblico
Dimensione 480.14 kB
Formato Adobe PDF
480.14 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/876174
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 13
  • ???jsp.display-item.citation.isi??? 9
social impact