3-5 August 2022
Universität Klagenfurt
Europe/Vienna timezone

Lower variance bounds for Poisson functionals

4 Aug 2022, 16:00
HS 3 (Universität Klagenfurt)

HS 3

Universität Klagenfurt


Lower bounds for variances are often needed to derive central limit theorems. In this talk, we establish a specific lower bound for the variance of a Poisson functional that uses the difference operator of Malliavin calculus.
Poisson functionals, i.e. random variables that depend on a Poisson process, are widely used in stochastic geometry. In this talk, we show how to apply our lower variance bound to statistics of spatial random graphs, the $L^p$ surface area of random polytopes and the volume of excursion sets of Poisson shot noise processes. This talk is based on joint work with M. Schulte.

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