Multi-dimensional "Malliavin-Stein" method on the Poisson space and its applications to limit theorems

Orateur: Cengbo ZHENG
Type: Séminaire des doctorants
Site: UPEC
Salle: P1-01
Date de début: 29/02/2012 - 15:00
Date de fin: 29/02/2012 - 15:00

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 multidimensional 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.