FB 6 Mathematik/Informatik

Institut für Mathematik

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SS 2017

07.07.2017 um 13:00 Uhr in Raum 69/117

Christian Döbler (Université du Luxembourg)

Uni- and multivariate fourth moment theorems on the Poisson space

By combining suitable versions of Stein's method with an adaption of the spectral viewpoint highlighted by Ledoux (2012) we provide exact fourth moment bounds for the (multivariate) normal approximation of (vectors of) multiple Wiener-Itô integrals on the Poisson space. In particular, we demonstrate that the fourth moment phenomena discovered by Nualart and Peccati (2005) and by Peccati and Tudor (2005) have complete analogs in this discrete framework. This is about joint work with Giovanni Peccati as well as about joint work in progress with Anna Vidotto and Gunagqu Zheng.