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D. Milesis

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Preprint Sep 2026

Gamma approximation and Poisson--Gaussian invariance principle on Poisson chaos

We study centered Gamma approximation and a same-kernel Poisson--Gaussian invariance principle on fixed Poisson chaoses. For Gamma approximation, a martingale-core argument extends the carr\'e-du-champ and $d_2$ estimates of D\"obler and Peccati (Ann. Probab., 2018) from regular kernels to every fourth-integrable chaos...

D. Milesis, Guangqu Zheng · 0 citations

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