Moments and Central Limit Theorems for Some Multivariate Poisson Functionals
Moments and Central Limit Theorems for Some Multivariate Poisson Functionals
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-Itô integrals with respect to the compensated Poisson process. Also, we present a multivariate central limit theorem for a vector whose components admit …