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Functional Gaussian approximations on Hilbert-Poisson spaces

Published 10 Oct 2021 in math.PR and math.FA | (2110.04877v2)

Abstract: We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary non-degenerate Gaussian random elements taking values in a separable Hilbert space and b) fourth moment bounds for approximating sequences with finite chaos expansion. Our results rely on an infinite-dimensional version of Stein's method of exchangeable pairs combined with the so-called Gamma calculus. Two applications are included: Brownian approximation of Poisson processes in Besov-Liouville spaces and a functional limit theorem for an edge-counting statistic of a random geometric graph.

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