Gaussian approximation of Hilbert-valued Poisson functionals (Thanh Dang - Boston University)

Employing the framework introduced by Bourguin and Campese, we obtain quantitative central limit theorems for Poisson functionals taking value in a separable Hilbert space. In particular, we derive conditions on the first four moments that ensure that the law of a Hilbert-valued Poisson functional converges to a Wiener measure, thus extending the very same four moment theorem contributed by many authors in the finite-dimensional setting. As an application, we study a central limit theorem in the context of stochastic geometry and offer a quantitative estimate on the convergence rate.

When 4:00 pm to 5:00 pm on Thursday, December 10, 2020
Location Online (Zoom) - Email Mickey Salins (msalins@bu.edu) for more information