Abstract
A Poisson or a binomial process on an abstract state space and a symmetric function f acting on k-tuples of its points are considered. They induce a point process on the target space of f. The main result is a functional limit theorem which provides an upper bound for an optimal transportation distance between the image process and a Poisson process on the target space. The technical background are a version of Stein's method for Poisson process approximation, a Glauber dynamics representation for the Poisson process and the Malliavin formalism. As applications of the main result, error bounds for approximations of U-statistics by Poisson, compound Poisson and stable random variables are derived, and examples from stochastic geometry are investigated.
| Original language | English |
|---|---|
| Pages (from-to) | 2147-2197 |
| Number of pages | 51 |
| Journal | Annals of Probability |
| Volume | 44 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jan 2016 |
Keywords
- Binomial process
- Configuration space
- Functional limit theorem
- Glauber dynamics
- Kantorovich-rubinstein distance
- Malliavin formalism
- Poisson process
- Stein's method
- Stochastic geometry
- U-statistics
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