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 / Döbler, C; Vidotto, A; Zheng, G. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - 23:(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
01 Pubblicazione su rivista::01a Articolo in rivista
Fourth moment theorems on the Poisson space in any dimension / Döbler, C; Vidotto, A; Zheng, G. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - 23:(2018), pp. 1-27. [10.1214/18-EJP168]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1741017
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