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Central limit theorem for constrained Poisson systems
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
2009 (English)In: Bulletin des Sciences Mathématiques, ISSN 0007-4497, Vol. 133, no 6, 658-669 p.Article in journal (Refereed) Published
Abstract [en]

We prove that for a class of constrained Poisson white noise fields. the scaling (continuum) limit exists and equals Gaussian white noise. indexed by mean zero test functions. Under natural conditions on the Levy measure, the (Poisson) moments converge to their Gaussian counterparts.

Place, publisher, year, edition, pages
2009. Vol. 133, no 6, 658-669 p.
URN: urn:nbn:se:kth:diva-18791DOI: 10.1016/j.bulsci.2008.02.003ISI: 000270121700006ScopusID: 2-s2.0-68949125355OAI: diva2:336838
QC 20100525Available from: 2010-08-05 Created: 2010-08-05 Last updated: 2011-01-10Bibliographically approved

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Kolsrud, Torbjörn
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