Two-sample problem

On normal approximations for the two-sample problem on multidimensional tori

In this paper, quantitative central limit theorems for U-statistics on the q-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the U-statistics are built over tight frames defined by wavelets, named toroidal needlets, enjoying excellent localization properties in both harmonic and frequency domains. The rates of convergence to Gaussianity for these statistics are obtained by means of the so-called Stein–Malliavin techniques on the Poisson space, as introduced by Peccati et al.

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