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arxiv: 1205.3033 · v3 · pith:6G6VEJMSnew · submitted 2012-05-14 · 🧮 math.PR

Moments and central limit theorems for some multivariate Poisson functionals

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keywords poissoncentrallimitapproachformulaefunctionalsmomentsmultivariate
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This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process. Second, a multivariate central limit theorem is shown for a vector whose components admit a finite chaos expansion of the type of a Poisson U-statistic. The approach is based on recent results of Peccati et al.\ combining Malliavin calculus and Stein's method, and also yields Berry-Esseen type bounds. As applications, moment formulae and central limit theorems for general geometric functionals of intersection processes associated with a stationary Poisson process of $k$-dimensional flats in $\R^d$ are discussed.

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