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

Citation
Decreusefond, Laurent et al., Functional Poisson approximation in Kantorovich.Rubinstein distance with applications to U-statistics and stochastic geometry, Annals of probability , 44(3), 2016, pp. 2147-2197
Journal title
ISSN journal
00911798
Volume
44
Issue
3
Year of publication
2016
Pages
2147 - 2197
Database
ACNP
SICI code
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.