Department of Mathematics,
University of California San Diego
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Math 288 - Probability Seminar
Solesne Bourguin
Boston University
Portmanteau inequalities on the Poisson space
Abstract:
In this talk, we present some results originating from a new general inequality obtained by combining the Chen–Stein method with Malliavin calculus on the Poisson space, such as multidimensional Poisson approximations, mixed limit theorems, as well as a characterization of asymptotic independence for U–statistics. Applications to stochastic geometry through limit theorems involving the joint convergence of vectors of subgraph–counting statistics exhibiting both a Poisson and a Gaussian behavior will also be discussed.
Host: Todd Kemp
February 18, 2016
9:00 AM
AP&M 6402
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