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We present exact analytical expressions of moments of all orders for neuronal membrane potentials in the multiplicative nonstationary Poisson shot noise model. As an application, we derive closed-form Gram–Charlier density expansions that show how the probability density functions of potentials in such models differ from their Gaussian diffusion approximations. This approach extends the results of Brigham and Destexhe (Preprint, 2015a; Phys Rev E 91:062102, 2015b) by the use of exact combinatorial expressions for the moments of multiplicative nonstationary filtered shot noise processes. Our results are confirmed by stochastic simulations and apply to single- and multiple-noise-source models. [ABSTRACT FROM AUTHOR]

We derive normal approximation bounds by the Stein method for stochastic integrals with respect to a Poisson random measure over ℝd, d ≥ 2. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by the Malliavin calculus for Poisson random measures. The use of third cumulants can exhibit faster convergence rates than the standard Berry- Esseen rate for some sequences of Poisson stochastic integrals. [ABSTRACT FROM AUTHOR]