Second-order Poincaré inequalities and localization on the Poisson space

Fuente: arXiv
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Main Authors: Trauthwein, Tara, Yukich, J. E.
Format: Preprint
Published: 2026
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author Trauthwein, Tara
Yukich, J. E.
author_facet Trauthwein, Tara
Yukich, J. E.
contents Given a mean zero functional $F$ of a Poisson measure on a metric space, we apply the Malliavin-Stein method to establish sharpened second-order Poincaré inequalities for $F/\sqrt{\operatorname{Var} (F)}$ in terms of fourth moments of difference operators. The rates of normal approximation are expressed in the Kolmogorov and Wasserstein distances and require fewer error terms than corresponding previous results. When $F$ is expressible as a sum of score functions which are distributionally close to scores having short-range structure, then we deduce that $F/\sqrt{\operatorname{Var}(F)}$ satisfies Berry-Esseen bounds. The normal approximation criteria of the scores, here called bounded Lipschitz localization, are more general than stabilization criteria and allow for unbounded interactions of scores. This approach yields Berry-Esseen bounds for local U-statistics on metric measures spaces, localizing functionals on hyperbolic space, as well as for Poisson functionals in a space-time setting, with infinite time horizon, including statistics of spatial birth-growth models and Laguerre tessellations.
format Preprint
id arxiv_https___arxiv_org_abs_2605_23292
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Second-order Poincaré inequalities and localization on the Poisson space
Trauthwein, Tara
Yukich, J. E.
Probability
Primary 60F05, Secondary 60D05
Given a mean zero functional $F$ of a Poisson measure on a metric space, we apply the Malliavin-Stein method to establish sharpened second-order Poincaré inequalities for $F/\sqrt{\operatorname{Var} (F)}$ in terms of fourth moments of difference operators. The rates of normal approximation are expressed in the Kolmogorov and Wasserstein distances and require fewer error terms than corresponding previous results. When $F$ is expressible as a sum of score functions which are distributionally close to scores having short-range structure, then we deduce that $F/\sqrt{\operatorname{Var}(F)}$ satisfies Berry-Esseen bounds. The normal approximation criteria of the scores, here called bounded Lipschitz localization, are more general than stabilization criteria and allow for unbounded interactions of scores. This approach yields Berry-Esseen bounds for local U-statistics on metric measures spaces, localizing functionals on hyperbolic space, as well as for Poisson functionals in a space-time setting, with infinite time horizon, including statistics of spatial birth-growth models and Laguerre tessellations.
title Second-order Poincaré inequalities and localization on the Poisson space
topic Probability
Primary 60F05, Secondary 60D05
url https://arxiv.org/abs/2605.23292