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Optimal Berry-Esseen bounds on the Poisson space (1505.02578v2)
Published 11 May 2015 in math.PR
Abstract: We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previous findings by Nourdin and Peccati (2012, 2015) and Bierm\'e, Bonami, Nourdin and Peccati (2013), involving random variables living on a Gaussian space. Applications are given to optimal Berry-Esseen bounds for edge counting in random geometric graphs.