This is a preview. Log in through your library . Abstract Let Y1, Y2,⋯, be a sequence of independent, identically distributed random variables, g some symmetric 0-1 function of m variables and set ...

We prove a fourth moment bound without remainder for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result—that has been elusive ...

Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...