科研之友
微信
新浪微博
Facebook
分享链接
摘要
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, Sole, Taqqu and Utzet. Several explicit examples (including in particular vectors of linear and non-linear functionals of Ornstein-Uhlenbeck Levy processes) are discussed in detail.
- 出版日期2010-10-15
