Berry-Esseen bounds for weighted averages of Poisson avoidance functionals

Abstract

We consider functionals which are weighted averages of the avoidance function of a Poisson process. Using the approach to Stein's method based on Malliavin calculus for Poisson functionals we provide explicit bounds for the Wasserstein distance between these standardized functionals and the standard normal distribution. Our approach relies on closed-form expressions for the action of some Malliavin type operators on avoidance functionals of Poisson processes. As a result we provide Berry-Esseen bounds in the CLT for the volume of the union of balls of a fixed radius around random Poisson centers or for the quantization error around points of a Poisson process. We also give Berry-Esseen bounds for avoidance functionals of empirical measures.