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arxiv: 1505.02578 · v2 · pith:UGCNF3GNnew · submitted 2015-05-11 · 🧮 math.PR

Optimal Berry-Esseen bounds on the Poisson space

classification 🧮 math.PR
keywords boundsrandomberry-esseennourdinoptimalpeccatipoissonspace
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We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previous findings by Nourdin and Peccati (2012, 2015) and Bierm\'e, Bonami, Nourdin and Peccati (2013), involving random variables living on a Gaussian space. Applications are given to optimal Berry-Esseen bounds for edge counting in random geometric graphs.

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