| Autor: |
Decreusefond, Laurent, Halconruy, Hélène |
| Rok vydání: |
2017 |
| Předmět: |
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| Zdroj: |
Stochastic Processes and their Applications, Elsevier, In press |
| Druh dokumentu: |
Working Paper |
| Popis: |
On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian processes. We obtain versions of almost all the classical functional inequalities in discrete settings which show that the Efron-Stein inequality can be interpreted as a Poincar{\'e} inequality or that Hoeffding decomposition of U-statistics can be interpreted as a chaos decomposition. We obtain a version of the Lyapounov central limit theorem for independent random variables without resorting to ad-hoc couplings, thus increasing the scope of the Stein method. |
| Databáze: |
arXiv |
| Externí odkaz: |
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