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Universal Gaussian fluctuations on the discrete Poisson chaos (1110.5723v1)

Published 26 Oct 2011 in math.PR

Abstract: We prove that homogenous sums inside a fixed discrete Poisson chaos are universal with respect to normal approximations. This result parallels some recent findings, in a Gaussian context, by Nourdin, Peccati and Reinert (2010). As a by-product of our analysis, we provide some refinements of the CLTs for random variables on the Poisson space proved by Peccati, Sol\'e, Taqqu and Utzet (2010), and by Peccati and Zheng (2010).

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