2014 ◽  
Vol 46 (2) ◽  
pp. 348-364 ◽  
Author(s):  
Günter Last ◽  
Mathew D. Penrose ◽  
Matthias Schulte ◽  
Christoph Thäle

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-Itô integrals with respect to the compensated Poisson process. Also, we present a multivariate central limit theorem 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. (2010), combining Malliavin calculus and Stein's method; it also yields Berry-Esseen-type bounds. As applications, we discuss moment formulae and central limit theorems for general geometric functionals of intersection processes associated with a stationary Poisson process of k-dimensional flats in .


2014 ◽  
Vol 46 (02) ◽  
pp. 348-364 ◽  
Author(s):  
Günter Last ◽  
Mathew D. Penrose ◽  
Matthias Schulte ◽  
Christoph Thäle

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-Itô integrals with respect to the compensated Poisson process. Also, we present a multivariate central limit theorem for a vector whose components admit a finite chaos expansion of the type of a PoissonU-statistic. The approach is based on recent results of Peccatiet al.(2010), combining Malliavin calculus and Stein's method; it also yields Berry-Esseen-type bounds. As applications, we discuss moment formulae and central limit theorems for general geometric functionals of intersection processes associated with a stationary Poisson process ofk-dimensional flats in.


2021 ◽  
Vol 382 (1) ◽  
pp. 1-47
Author(s):  
Henk Bruin ◽  
Dalia Terhesiu ◽  
Mike Todd

AbstractWe obtain limit theorems (Stable Laws and Central Limit Theorems, both standard and non-standard) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The link between the pressure function and limit theorems is studied in an abstract functional analytic framework, which may be applicable to other classes of non-uniformly hyperbolic flows.


2015 ◽  
Vol 125 (2) ◽  
pp. 428-457 ◽  
Author(s):  
Yan-Xia Ren ◽  
Renming Song ◽  
Rui Zhang

Sign in / Sign up

Export Citation Format

Share Document