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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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