A spectral-compensated scheme for space-parameter Poisson noise functionals: error bounds and complexity estimates
This paper computes Poisson space noise functionals, $P^{\prime}(u)$, realised in a Gel'fand triple built from a L\'evy measure $\lambda_{\beta}(u)du$. We isolate three discretisation parameters: a small-amplitude cut-off, a Donsker delta truncation M, and a chaos order N. For a stable-type intensity $\lambda_{\beta}(u...