Abstract
This paper deals with sequences of random variables belonging to a fixed chaos of order q generated by a Poisson random measure on a Polish space.The problem is investigated whether convergence of the third and fourth moment of such a suitably normalized sequence to the third and fourth moment of a centred Gamma law implies convergence in distribution of the involved random variables. A positive answer is obtained for q = 2 and q = 4. The proof of this four moments theorem is based on a number of new estimates for contraction norms. Applications concern homogeneous sums and U-statistics on the Poisson space.
Original language | English |
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Pages (from-to) | 163 - 192 |
Journal | Alea |
Volume | 13 |
Issue number | 1 |
Publication status | Published - 2016 |