Open Access
2013 Fine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs
Raphael Lachieze-Rey, Giovanni Peccati
Author Affiliations +
Electron. J. Probab. 18: 1-32 (2013). DOI: 10.1214/EJP.v18-2104
Abstract

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit theorems. These conditions can always be expressed in terms of contraction operators or, equivalently, fourth cumulants. Our findings are specifically tailored to deal with the normal approximation of the geometric $U$-statistics introduced by Reitzner and Schulte (2011). In particular, we shall provide a new analytic characterization of geometric random graphs whose edge-counting statistics exhibit asymptotic Gaussian fluctuations, and describe a new form of Poisson convergence for stationary random graphs with sparse connections. In a companion paper, the above analysis is extended to general $U$-statistics of marked point processes with possibly rescaled kernels.

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Raphael Lachieze-Rey and Giovanni Peccati "Fine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs," Electronic Journal of Probability 18(none), 1-32, (2013). https://doi.org/10.1214/EJP.v18-2104
Accepted: 5 March 2013; Published: 2013
Vol.18 • 2013
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