Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry - Archive ouverte HAL
Journal Articles Annals of Probability Year : 2016

Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry

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.
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hal-01010967 , version 1 (21-06-2014)
hal-01010967 , version 2 (24-02-2015)

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Laurent Decreusefond, Matthias Schulte, Christoph Thäle. Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry. Annals of Probability, 2016, 44 (3), pp.2147-2197. ⟨10.1214/15-AOP1020⟩. ⟨hal-01010967v2⟩
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