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Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields

2015/04/02 by Claudio Durastanti, Durastanti, Claudio
Economics, Econometrics and Finance · Mathematics · #60F05 #60G60 #62E20 #62G20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Geometry and complex manifolds #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics #math.ST #msc:60F05 #msc:60G60 #msc:62E20 #msc:62G20 #stat.TH

paper · pdf · doi:10.48550/arxiv.1504.00606

26 pages, 4 figures

arxiv created 2015/04/02 · openalex publication_date 2015/04/02 · arxiv updated 2015/04/03 · openalex created_date 2022/10/03 · openalex updated_date 2026/07/28

Abstract

The aim of this paper is to establish rates of convergence to Gaussianity for wavelet coefficients on circular Poisson random fields. This result is established by using the Stein-Malliavin techniques introduced by Peccati and Zheng (2011) and the concentration properties of so-called Mexican needlets on the circle

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